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  • Search: subject:"Diffusion Models"
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Year of publication
Subject
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Diffusion models 40 Innovation diffusion 40 Innovationsdiffusion 39 Stochastischer Prozess 39 Stochastic process 38 Optionspreistheorie 37 diffusion models 37 Option pricing theory 36 Theorie 33 Volatilität 32 Theory 31 Volatility 31 Jump-diffusion models 21 Forecasting model 20 Prognoseverfahren 20 Option trading 15 Optionsgeschäft 15 Markov chain 13 Markov-Kette 13 Monte-Carlo-Simulation 13 Estimation 12 Monte Carlo simulation 12 Schätzung 12 Zeitreihenanalyse 12 Diffusion Models 11 Time series analysis 11 jump-diffusion models 11 Capital income 10 Kapitaleinkommen 10 Estimation theory 9 Schätztheorie 9 Innovation 8 Consumer behaviour 7 Konsumentenverhalten 7 forecasting 7 stochastic volatility 7 Central Limit Theorem 6 Derivat 6 Derivative 6 High-Frequency Data 6
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Online availability
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Undetermined 102 Free 65 CC license 1
Type of publication
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Article 143 Book / Working Paper 61
Type of publication (narrower categories)
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Article in journal 86 Aufsatz in Zeitschrift 86 Working Paper 27 Arbeitspapier 16 Graue Literatur 15 Non-commercial literature 15 Thesis 2 Conference Paper 1 Research Report 1 research-article 1
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Language
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English 126 Undetermined 77 German 1
Author
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Podolskij, Mark 9 Guseo, Renato 7 Kinnebrock, Silja 7 Rodrigues, Paulo Jorge Maurício 6 Seeger, Norman 6 Lohse, Johannes 5 Merkel, Anna 5 Dalla Valle, Alessandra 4 Furlan, Claudia 4 Gentle, James E. 4 Härdle, Wolfgang Karl 4 Ignatieva, Ekaterina 4 Koster, Maurice 4 Lindner, Ines 4 Maneesoonthorn, Worapree 4 Martin, Gael M. 4 Molina, Elisenda 4 Pollastri, Alessandro 4 Schlag, Christian 4 Dyussekeneva, Karima 3 Filipović, Damir 3 Franses, Philip Hans 3 Goodwin, Paul 3 Guidolin, Mariangela 3 Horst, Ulrich 3 Kaur, Harleen 3 Lechman, Ewa 3 Marszk, Adam 3 Meeran, Sheik 3 Mortarino, Cinzia 3 Albuquerque, Paulo 2 Babin, Gilbert 2 Bacha, Radia 2 Bayraktar, Erhan 2 Bollinger, Bryan 2 Bruckner, Thomas 2 Cai, Ning 2 Ceci, Claudia 2 Chen, Li 2 Christensen, Kim 2
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Institution
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School of Economics and Management, University of Aarhus 3 Department of Economics, Oxford University 2 Finance Research Centre, Oxford University 2 HAL 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Berkeley Electronic Press 1 C.E.P.R. Discussion Papers 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 EconWPA 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 European Central Bank 1 European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ. 1 Gazdaság- és Társadalomtudományi Kar, Szent István Egyetem 1 Institut für Weltwirtschaft (IfW) 1 Networks Financial Institute, Scott College of Business 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Instituut 1 University of Toronto, Department of Economics 1
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Published in...
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Technological forecasting & social change : an international journal 7 Management Science 6 Physica A: Statistical Mechanics and its Applications 6 International journal of forecasting 5 Marketing Science 5 Energy economics 4 European journal of operational research : EJOR 4 Finance and Stochastics 4 International journal of theoretical and applied finance 4 CREATES Research Papers 3 International Journal of Forecasting 3 Journal of banking & finance 3 Journal of empirical finance 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Marketing science 3 Beiträge des Instituts für Infrastruktur und Ressourcenmanagement 2 Discussion Paper Series 2 Discussion paper series / University of Heidelberg, Department of Economics 2 Economics Series Working Papers / Department of Economics, Oxford University 2 Estudios de Economía Aplicada 2 International review of financial analysis 2 Journal of economic dynamics & control 2 MPRA Paper 2 Mathematics of operations research 2 OFRC Working Papers Series 2 Operations research letters 2 Post-Print / HAL 2 Renewable and Sustainable Energy Reviews 2 Research paper series / Swiss Finance Institute 2 Review of quantitative finance and accounting 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 31st European Conference of the International Telecommunications Society (ITS): "Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes", Gothenburg, Sweden, 20th - 21st June 2022 1 ASTIN bulletin : the journal of the International Actuarial Association 1 Abante 1 Applied Mathematical Finance 1 Bulletin of the Szent Istvan University 1 Business Economics Working Papers 1 CEPR Discussion Papers 1
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Source
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ECONIS (ZBW) 102 RePEc 84 EconStor 13 BASE 4 Other ZBW resources 1
Showing 141 - 150 of 204
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VaR-optimal risk management in regime-switching jump-diffusion models
Ramponi, Alessandro - In: Journal of mathematical finance 3 (2013) 1, pp. 103-109
Persistent link: https://www.econbiz.de/10010240819
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The use of analogies in forecasting the annual sales of new electronics products
Goodwin, Paul; Dyussekeneva, Karima; Meeran, Sheik - In: IMA journal of management mathematics 24 (2013) 4, pp. 407-422
Persistent link: https://www.econbiz.de/10009789416
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Pricing discrete path-dependent options under a double exponential jump-diffusion model
Fuh, Cheng-der; Luo, Sheng-feng; Yen, Ju-fang - In: Journal of banking & finance 37 (2013) 8, pp. 2702-2713
Persistent link: https://www.econbiz.de/10009776395
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Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier; Nawar, Roy; Siu, Tak Kuen - In: Energy economics 36 (2013), pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
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Diagnosing affine models of options pricing : evidence from VIX
Li, Gang; Zhang, Chu - In: Journal of financial economics 107 (2013) 1, pp. 199-219
Persistent link: https://www.econbiz.de/10009715829
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La difusion de la agricultura ecologica en Espana: una propuesta de modelizacion matematica
Martinez, Carmona; Mercedes, Maria; Gomez Garcia, Juan; … - In: Revista Española de Estudios Agrosociales y Pesqueros (2005) 205
immediate acceptance of this kind of crop and farm. The study of this fact is considered in this article from the Diffusion … Models Innovation view point, and is applied to figures of organic agriculture evolution in Spain, Murcia and Andalucia …
Persistent link: https://www.econbiz.de/10010921711
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Network Traces on Penetration: Uncovering Degree Distribution from Adoption Data
Dover, Yaniv; Goldenberg, Jacob; Shapira, Daniel - In: Marketing Science 31 (2012) 4, pp. 689-712
We show how networks modify the diffusion curve by affecting its symmetry. We demonstrate that a network's degree distribution has a significant impact on the contagion properties of the subsequent adoption process, and we propose a method for uncovering the degree distribution of the adopter...
Persistent link: https://www.econbiz.de/10010990364
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A population dependent diffusion model with a stochastic extension
Michalakelis, C.; Sphicopoulos, T. - In: International Journal of Forecasting 28 (2012) 3, pp. 587-606
Diffusion modeling is rather broad in nature, and is important in the areas of estimation and forecasting. Conventional models do not incorporate parameters that explicitly take into account the size of the population, or, equivalently, the size of the potential market. As a consequence, the...
Persistent link: https://www.econbiz.de/10011051400
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Dynamic pricing models for ERP systems under network externality
Hajji, Adnéne; Pellerin, Robert; Léger, Pierre-Majorique - In: International Journal of Production Economics 135 (2012) 2, pp. 708-715
Enterprise Resource Planning (ERP) systems vendors face great challenges to enhance their market position and maximize their profits. Being able to simultaneously predict the diffusion of an ERP and to determine the right price to charge to a customer is a complex task. Earlier work has...
Persistent link: https://www.econbiz.de/10010576604
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A Theoretical and Empirical Comparison of Innovation Diffusion Models Applying Data from the Software Industry
Hewing, Martin - In: Journal of the Knowledge Economy 3 (2012) 2, pp. 125-141
Persistent link: https://www.econbiz.de/10010557829
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