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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 11 - 20 of 204
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The broadband diffusion process and its determinants in Algeria : a simultaneous estimation
Bacha, Radia; Gasmi, Farid - 2022
Persistent link: https://www.econbiz.de/10012888149
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Flowers and bees : spatial network effects in the adoption of a sharing-economy platform
Stourm, Ludovic; Albuquerque, Paulo - In: Journal of marketing research 61 (2024) 6, pp. 1015-1040
Persistent link: https://www.econbiz.de/10015168597
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Fast and accurate computation of the regime-switching jump-diffusion option prices using laplace transform and compact difference with convergence guarantee
In: Computational economics 64 (2024) 1, pp. 57-80
Persistent link: https://www.econbiz.de/10015078003
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Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model
Zhang, Shu; Chen, Peimin; Wu, Chunchi - In: Review of quantitative finance and accounting 62 (2024) 3, pp. 911-951
Persistent link: https://www.econbiz.de/10014503200
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Broadband adoption in Algeria and the structural determinants of its pace
Bacha, Radia; Gasmi, Farid; Metevier, Samantha - In: Telecommunications policy : the international journal … 48 (2024) 6, pp. 1-23
Persistent link: https://www.econbiz.de/10015069577
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The development of a novel framework based on a review of market penetration models for energy technologies
Radpour, Saiedreza; Mondal, Md. Alam Hossain; … - In: Energy strategy reviews 38 (2021), pp. 1-15
The aim of this paper is to review and evaluate models used to assess the market penetration of energy technologies. While there are different models and tools, choosing the appropriate approach for a particular application is very challenging. In this paper, each model is reviewed and discussed...
Persistent link: https://www.econbiz.de/10013185746
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Peer effects on photovoltaics (PV) adoption and air quality spillovers in Poland
Sokołowski, Jakub - In: Energy economics 125 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014478816
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A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu; Ma, Feng; Bouri, Elie; Huang, Dengshi - In: International review of financial analysis 87 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
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Shot-noise cojumps : exact simulation and option pricing
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao - In: Journal of the Operational Research Society 74 (2023) 3, pp. 647-665
Persistent link: https://www.econbiz.de/10014331928
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A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro; Rodrigues, Paulo Jorge Maurício; … - In: Journal of empirical finance 70 (2023), pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
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