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Search: subject:"Diffusion Process"
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Subject
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Stochastischer Prozess
80
Stochastic process
78
diffusion process
61
Diffusion process
59
Theorie
48
Option pricing theory
47
Optionspreistheorie
47
Theory
43
Jump-diffusion process
38
Volatilität
28
Volatility
25
jump-diffusion process
24
Markov chain
20
Markov-Kette
19
Portfolio selection
19
Portfolio-Management
19
Option trading
16
Optionsgeschäft
16
equations
15
equation
14
probabilities
14
CAPM
13
probability
13
statistics
13
Economic models
12
Innovationsdiffusion
11
covariance
11
stochastic differential equation
11
time series
11
Diffusion Process
10
Estimation theory
10
Innovation diffusion
10
Real options analysis
10
Realoptionsansatz
10
Schätztheorie
10
Statistische Verteilung
10
Zeitreihenanalyse
10
correlation
10
probability distribution
10
Credit risk
9
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Undetermined
173
Free
96
CC license
3
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Article
232
Book / Working Paper
85
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Article in journal
109
Aufsatz in Zeitschrift
109
Working Paper
20
Arbeitspapier
9
Graue Literatur
9
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9
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5
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2
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English
169
Undetermined
147
Spanish
1
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Yoshida, Nakahiro
10
Alfarano, Simone
8
Iacus, Stefano
6
Gao, Jiti
5
Gapeev, Pavel V.
5
Milaković, Mishael
5
Swanson, Norman R.
5
Asai, Manabu
4
Irle, Albrecht
4
Kauschke, Jonas
4
Krichene, Noureddine
4
Kristensen, Dennis
4
McAleer, Michael
4
Mundt, Philipp
4
Negri, Ilia
4
Uchida, Masayuki
4
Cai, Lili
3
Christiansen, Marcus C.
3
Duong, Diep
3
Jang, Jiwook
3
Lee, Sangyeol
3
Lin, Shih-kuei
3
Milakovic, Mishael
3
Nishiyama, Yoichi
3
Vaugirard, Victor
3
Yu, Jun
3
Anand, Adarsh
2
Andergassen, Rainer
2
Barraclough, Kathryn
2
Beck, Nikolaus
2
Beskos, Alexandros
2
Blanchet-Scalliet, Christophette
2
Blessi, Giorgio Tavano
2
Buscema, Massimo
2
Cadenillas, Abel
2
Casas, Isabel
2
Chakrabarti, Anindya S.
2
Chan-Lau, Jorge A.
2
Chen, Xianzhe
2
Dehling, Herold
2
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Institution
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International Monetary Fund (IMF)
15
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
HAL
6
International Monetary Fund
3
Department of Economics, Rutgers University-New Brunswick
2
Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
2
School of Economics and Management, University of Aarhus
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Agricultural and Applied Economics Association - AAEA
1
Bamberg Economic Research Group on Government and Growth (BERG), Volkswirtschaftslehre
1
Berkeley Electronic Press
1
Business School, University of Exeter
1
Departament d'Economia, Universitat Jaume I
1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, University of Texas-Austin
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
1
Econometric Society
1
Economic Research Southern Africa (ERSA)
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Forschungsstelle Nachhaltige Umweltentwicklung (ZMK), Universität Hamburg
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Institute for Monetary and Economic Studies, Bank of Japan
1
International Centre for Economic Research (ICER)
1
London School of Economics (LSE)
1
Morrison School of Agribusiness & Resource Management, Arizona State University East
1
Staatswissenschaftliche Fakultät, Wirtschaftswissenschaft, Universität Erfurt
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Tinbergen Instituut
1
University of Bonn, Germany
1
Zentrum für Europäische Wirtschaftsforschung (ZEW)
1
Økonomisk Institut, Københavns Universitet
1
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Statistical Inference for Stochastic Processes
23
IMF Working Papers
14
Physica A: Statistical Mechanics and its Applications
12
Annals of the Institute of Statistical Mathematics
8
Insurance / Mathematics & economics
7
International journal of theoretical and applied finance
7
MPRA Paper
7
Stochastic Processes and their Applications
7
Statistics & Probability Letters
5
International Journal of Theoretical and Applied Finance (IJTAF)
4
Working Papers / HAL
4
Applied Mathematical Finance
3
BERG Working Paper Series
3
International journal of financial engineering
3
Journal of econometrics
3
Quantitative finance
3
Risks
3
Risks : open access journal
3
Studies in Nonlinear Dynamics & Econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of finance
2
Applied mathematical finance
2
Asia-Pacific Journal of Operational Research (APJOR)
2
Astin bulletin : the journal of the International Actuarial Association
2
BERG working paper series
2
CREATES Research Papers
2
Computational Statistics
2
Computational Statistics & Data Analysis
2
Computational economics
2
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick
2
Economics Letters
2
European journal of operational research : EJOR
2
Finance and Stochastics
2
Insurance: Mathematics and Economics
2
International review of economics & finance : IREF
2
Journal of Income Distribution
2
Journal of economic dynamics & control
2
Journal of economic theory
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical Methods of Operations Research
2
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Source
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RePEc
176
ECONIS (ZBW)
119
EconStor
17
Other ZBW resources
3
BASE
2
Showing
11
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317
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11
Tail risk management and the skewness premium
Kipp, Martin
;
Koziol, Christian
- In:
The journal of asset management : a major new, …
23
(
2022
)
6
,
pp. 534-546
Persistent link: https://www.econbiz.de/10013392130
Saved in:
12
Valuations of generalized variance swaps under the jump-diffusion model with stochastic liquidity risk
Wang, Ke
;
Guo, Xun-xiang
;
Zhang, Hong-yu
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014581051
Saved in:
13
An enhanced SIR dynamic model : the timing and changes in public opinion in the process of information diffusion
Zhou, Xiao
;
Du, Rong
- In:
Electronic commerce research
24
(
2024
)
3
,
pp. 2021-2044
Persistent link: https://www.econbiz.de/10015078502
Saved in:
14
Stability and mean growth rate of stochastic Solow model driven by jump-
diffusion
process
Liao, Zhong-Wei
;
Shao, Jinghai
- In:
Journal of mathematical economics
111
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015071631
Saved in:
15
Time-changed GARCH versus GARJI model for extreme events : an empirical study
Kao, Lie-Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046799
Saved in:
16
Effect of the U.S.-China trade war on stock markets : a financial contagion perspective
Oh, Minseog
;
Kim, Donggyu
-
2024
Persistent link: https://www.econbiz.de/10015338760
Saved in:
17
On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.
;
Economidesa, D.-J.
;
Vaggelatou, E.
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 64-88
Persistent link: https://www.econbiz.de/10014519936
Saved in:
18
Valuing equity-linked annuities under high-water mark fee structure
Yan, Kaixin
;
Li, Shuanming
;
Zhang, Aili
- In:
Scandinavian actuarial journal
2024
(
2024
)
5
,
pp. 506-531
Persistent link: https://www.econbiz.de/10014520719
Saved in:
19
Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model
Liu, Yanyun
;
Sun, Baiqing
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
3
,
pp. 377-410
Persistent link: https://www.econbiz.de/10014514935
Saved in:
20
Utility maximization in a stochastic affine interest rate and CIR risk premium framework : a BSDE approach
Zhang, Yumo
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 97-128
Persistent link: https://www.econbiz.de/10014321379
Saved in:
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