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  • Search: subject:"Diffusion Process"
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Year of publication
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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Online availability
All
Undetermined 173 Free 96 CC license 3
Type of publication
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Article 232 Book / Working Paper 85
Type of publication (narrower categories)
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Article in journal 109 Aufsatz in Zeitschrift 109 Working Paper 20 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 5 Thesis 2 research-article 2 Aufsatz im Buch 1 Book section 1
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Language
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English 169 Undetermined 147 Spanish 1
Author
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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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Published in...
All
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
All
RePEc 176 ECONIS (ZBW) 119 EconStor 17 Other ZBW resources 3 BASE 2
Showing 61 - 70 of 317
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Exploring factors which motivate older consumers' self-service technologies (SSTs) adoption
Lee, Hyun-Joo; Lyu, Jewon - In: The international review of retail, distribution and … 29 (2019) 2, pp. 218-239
Persistent link: https://www.econbiz.de/10012208864
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Gibrat's law redux: Think profitability instead of growth
Mundt, Philipp; Milakovic, Mishael; Alfarano, Simone - 2014
parameterizations and autocorrelation structures. We argue that a recently proposed diffusion process not only reproduces the cross …
Persistent link: https://www.econbiz.de/10010330987
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Measurement of Credit Risk of Small and Medium-sized S&T Enterprises in China
Zhang, Jia-wen; Chen, Long-hui; Liu, Xiang-yun; Ding, Fen - In: International Journal of Business Administration 5 (2014) 4, pp. 21-31
This paper mainly studies the measurement of credit risk of Chinese small and medium-sized enterprises in Science and Technology (SMEs in S&T). Starting from the characteristics of the development of S&T enterprises, this paper selects the chinext 12 Chinese small enterprises annual data as...
Persistent link: https://www.econbiz.de/10011267251
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Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach
Li, Minqiang - Volkswirtschaftliche Fakultät, … - 2014
general perturbation method to price those derivatives. We show that for any positive diffusion process, the hitting time of …
Persistent link: https://www.econbiz.de/10011113493
Saved in:
Cover Image
Gibrat's law redux: Think profitability instead of growth
Mundt, Philipp; Milakovic, Mishael; Alfarano, Simone - Departament d'Economia, Universitat Jaume I - 2014
parameterizations and autocorrelation structures. We argue that a recently proposed diffusion process not only reproduces the cross …
Persistent link: https://www.econbiz.de/10010773016
Saved in:
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ERP Diffusion and Mimetic Behaviors
Leroux, Erick; Pupion, Pierre-Charles; Sahut, Jean-Michel - Institut de Préparation à l'Administration et à la … - 2014
The emergence of enterprise resource planning systems (ERP) has often been presented as one of the main factors of organizational change within companies in the course of the last few years. The neoclassical and socio-rational analyses show that ERP adop
Persistent link: https://www.econbiz.de/10010784865
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Ambiguous Jump-Diffusions and Optimal Stopping
Boyarchenko, Svetlana; Levendorskii, Sergei - Department of Economics, University of Texas-Austin - 2014
An ambiguity averse decision-maker contemplates investment of a fixed size capital into a project with a stochastic profit stream under the Knightian uncertainty. Multiple priors are modeled as a ``cloud" of diffusion processes with embedded compound Poisson jumps. The ``cloud" contains the...
Persistent link: https://www.econbiz.de/10010944717
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Cover Image
Gibrat's law redux: Think profitability instead of growth
Mundt, Philipp; Milakovic, Mishael; Alfarano, Simone - Bamberg Economic Research Group on Government and … - 2014
parameterizations and autocorrelation structures. We argue that a recently proposed diffusion process not only reproduces the cross …
Persistent link: https://www.econbiz.de/10010954950
Saved in:
Cover Image
Are spouses more satisfied than cohabitors? A survey over the last twenty years in Italy
Pirani, Elena; Vignoli, Daniele - Dipartimento di Statistica, Informatica, Applicazioni … - 2014
On the social landscape of the high-middle-income countries, unmarried cohabitation has become an increasingly popular living arrangement over the last decades. Several observers have noted a “cohabitation gap” in the satisfaction assessment of partners, with cohabitors being less satisfied...
Persistent link: https://www.econbiz.de/10010929501
Saved in:
Cover Image
Gibrat's law redux : think profitability instead of growth
Mundt, Philipp; Milaković, Mishael; Alfarano, Simone - 2014
parameterizations and autocorrelation structures. We argue that a recently proposed diffusion process not only reproduces the cross …
Persistent link: https://www.econbiz.de/10010229886
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