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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 161 - 170 of 204
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Forecasting accuracy of wind power technology diffusion models across countries
Dalla Valle, Alessandra; Furlan, Claudia - In: International Journal of Forecasting 27 (2011) 2, pp. 592-601
Wind power technology is analyzed in terms of diffusion, with incentive effects introduced as exogenous dynamics in the Generalized Bass Model (GBM) framework. Estimates and short-term forecasts of the life-cycles of wind power are provided for the US and Europe, as they have similar geographic...
Persistent link: https://www.econbiz.de/10010573822
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Pricing and hedging volatility smile under multifactor interest rate models
Kuo, I.-Doun - In: Review of Quantitative Finance and Accounting 36 (2011) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10008925892
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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 (2011) 2, pp. 708-715
Persistent link: https://www.econbiz.de/10009490288
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Pricing and hedging volatility smile under multifactor interest rate models
Kuo, I.-doun - In: Review of quantitative finance and accounting 36 (2011) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10009271374
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Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky; Hobson, David G. - 2002
Persistent link: https://www.econbiz.de/10009581663
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Cellular Automata with network incubation in information technology diffusion
Guseo, Renato; Guidolin, Mariangela - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 12, pp. 2422-2433
Innovation diffusion of network goods determines direct network externalities that depress sales for long periods and delay full benefits. We model this effect through a multiplicative dynamic market potential driven by a latent individual threshold embedded in a special Cellular Automata...
Persistent link: https://www.econbiz.de/10010589204
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A review of technology diffusion models with special reference to renewable energy technologies
Rao, K. Usha; Kishore, V.V.N. - In: Renewable and Sustainable Energy Reviews 14 (2010) 3, pp. 1070-1078
diffusion models when applied to commercial products do not deal with the issues of policy influences which are critical to RET …
Persistent link: https://www.econbiz.de/10008920253
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Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich - 2001
equilibrium, and provide a microeconomic foundation for the use of diffusion models in the analysis of financial price …
Persistent link: https://www.econbiz.de/10010310419
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Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich - Sonderforschungsbereich 373, Quantifikation und … - 2001
equilibrium, and provide a microeconomic foundation for the use of diffusion models in the analysis of financial price …
Persistent link: https://www.econbiz.de/10010956382
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DIFUSION DE INTERNET EN CHILE
MARSHALL, PABLO - In: Abante 3 (2000) 2, pp. 143-163
The Internet has changed the way companies and persons communicate. This paper considers the diffusion of Internet in Chile. Using traditional methods in marketing, particularly the Bass model, the potential number of Internet users and the characteristics of the diffusion process are estimated,...
Persistent link: https://www.econbiz.de/10005075759
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