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  • Search: subject:"Diffusion Processes"
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Year of publication
Subject
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diffusion processes 41 Diffusion processes 18 Stochastischer Prozess 13 Stochastic process 12 Diffusion Processes 11 equation 9 Economic models 8 correlation 8 equations 8 jump-diffusion processes 8 time series 8 Innovationsdiffusion 7 Theorie 7 probability 7 statistics 7 stochastic volatility 7 Innovation diffusion 6 Technological Change: Choices and Consequences 6 computation 6 diffusion process 6 forecasting 6 normal distribution 6 probabilities 6 Option pricing theory 5 Optionspreistheorie 5 Schätztheorie 5 random variables 5 stochastic differential equations 5 stochastic process 5 stochastic processes 5 Estimation theory 4 Stochastic volatility 4 calculus 4 calibration 4 conditional expectation 4 covariance 4 econometrics 4 markov process 4 martingale 4 mathematics 4
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Online availability
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Free 107 CC license 1
Type of publication
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Book / Working Paper 86 Article 21
Type of publication (narrower categories)
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Working Paper 19 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 9 Article in journal 9 Aufsatz in Zeitschrift 9 Article 3 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 57 Undetermined 49 Romanian 1
Author
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Iacus, Stefano 7 Corradi, Valentina 6 Gregorio, Alessandro De 5 Platen, Eckhard 4 Swanson, Norman R. 4 Bruti-Liberati, Nicola 3 Chan-Lau, Jorge A. 3 Hoffmann, Marc 3 Iacus, Stefano Maria 3 Krichene, Noureddine 3 Moloche, Guillermo 3 Müller-Langer, Frank 3 Akcomak, Semih 2 Antonioni, Alberto 2 Bandi, Federico 2 Chiarella, Carl 2 De Gregorio, Alessandro 2 Diallo, Amadou Sekou 2 Droste-Franke, Bert 2 Fazekas, Károly 2 Foschi, Paolo 2 Gamkrelidze, Davit 2 Gobet, Emmanuel 2 Grebel, Thomas 2 Ioana, Adrian 2 JAPARIDZE, Dimitri 2 Koo, Bonsoo 2 Kruger, Jorg 2 Lingner, Stephan 2 Linton, Oliver 2 Lipari, Francesca 2 Lupu, Radu 2 Lüders, Erik 2 MIRELA, NICOLOV 2 Manzur, Diego 2 Marín-Sánchez, Freddy H. 2 Militaru, Gheorghe 2 Pagliarani, Stefano 2 Pareja-Vasseur, Julián A. 2 Pascucci, Andrea 2
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Institution
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International Monetary Fund (IMF) 9 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 7 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 7 Finance Discipline Group, Business School 6 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 HAL 2 London School of Economics (LSE) 2 School of Economics and Management, University of Aarhus 2 United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology 2 United Nations University-Maastricht Economic Research Institute of Innovation and Technology (UNU-MERIT) 2 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Department of Agricultural, Food and Resource Economics, Michigan State University 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, University of Utah 1 Dipartimento di Economia e Diritto, Facoltà di Economia 1 Département d'Économique, Université Laval 1 Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC) 1 European Regional Science Association 1 Facoltà di Economia, Università degli Studi di Urbino 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 HWWA Institut für Wirtschaftsforschung 1 International Monetary Fund 1 School of Economics, Faculty of Arts and Social Sciences 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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IMF Working Papers 9 MPRA Paper 7 UNIMI - Research Papers in Economics, Business, and Statistics 7 Research Paper Series / Finance Discipline Group, Business School 6 Working Paper 4 CIRANO Working Papers 3 Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche 3 Annals of Faculty of Economics 2 CREATES Research Papers 2 Games 2 Jena Economic Research Papers 2 LSE Research Online Documents on Economics 2 MERIT Working Papers 2 Post-Print / HAL 2 Quaderni di Dipartimento 2 Swiss Finance Institute Research Paper 2 UNU-MERIT Working Paper Series 2 Working papers / TSE : WP 2 ZEW Discussion Papers 2 54th Congress of the European Regional Science Association: "Regional development & globalisation: Best practices", 26-29 August 2014, St. Petersburg, Russia 1 ASTIN bulletin : the journal of the International Actuarial Association 1 Applied Econometrics 1 CEIS Research Paper 1 Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 1 Cahiers de recherche 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 ERSA conference papers 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Finance and Economics Discussion Series 1 Graduate Research Masters Degree Plan B Papers 1 HWWA Discussion Paper 1 HWWA Discussion Papers 1 Journal for Economic Forecasting 1 Journal of Accounting and Management Information Systems (JAMIS) 1 Journal of Economics, Finance and Administrative Science 1 Journal of accounting & management information systems : JAMIS 1 Journal of economics, finance & administrative science 1 KRTK-KTI Working Papers 1 KRTK-KTI working papers : KRTK-KTI WP 1
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Source
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RePEc 69 ECONIS (ZBW) 20 EconStor 14 BASE 4
Showing 1 - 10 of 107
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Harnessing Digital Transformation for Efficient Public Financial Management and Governance
Gamkrelidze, Davit; JAPARIDZE, Dimitri - 2025
The digital revolution is transforming public financial management (PFM) by introducing technologies such as artificial intelligence (AI), blockchain, and big data analytics to improve efficiency, transparency, and accountability in government operations. This article explores the role of...
Persistent link: https://www.econbiz.de/10015336281
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Harnessing Digital Transformation for Efficient Public Financial Management and Governance
Gamkrelidze, Davit; JAPARIDZE, Dimitri - 2025
The digital revolution is transforming public financial management (PFM) by introducing technologies such as artificial intelligence (AI), blockchain, and big data analytics to improve efficiency, transparency, and accountability in government operations. This article explores the role of...
Persistent link: https://www.econbiz.de/10015336651
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Risk and optimal policies in bandit experiments
Adusumilli, Karun - In: Econometrica : journal of the Econometric Society, an … 93 (2025) 3, pp. 1003-1029
Persistent link: https://www.econbiz.de/10015475225
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Structural credit risk models with stochastic default barriers and jump clustering using Hawkes jump-diffusion processes
Pasricha, Puneet; Selvamuthu, Dharmaraja; Tardelli, Paola - In: Opsearch : journal of the Operational Research Society … 62 (2025) 2, pp. 1061-1081
Persistent link: https://www.econbiz.de/10015532943
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Closed-form option formulas for Kou-like models
Gardini, Matteo; Sabino, Piergiacomo - In: Quantitative finance 25 (2025) 10, pp. 1517-1534
Persistent link: https://www.econbiz.de/10015534205
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The great rush
Fazekas, Károly - 2023
This paper provides a summary of the latest advancements in generative artificial intelligence using large language models over the past six months. The impact of this breakthrough remains uncertain, but it is evident that GPT is a General-Purpose Technology (GPT) that will significantly alter...
Persistent link: https://www.econbiz.de/10014468519
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Tokenization : A Potential Pathway for Bitcoin’s Future
Zvonka, Georgii - 2023
Tokenization is a process that may cause a transition to new monetary standards in a world of decentralized money. The possibility of tokenization explains why Bitcoin may have a high value today under expectations that the gradual decline in the mining reward will reduce security, as explained...
Persistent link: https://www.econbiz.de/10014349874
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On the convergence of global-optimization fraudulent stochastic algorithms
Miclo, Laurent - 2023
Persistent link: https://www.econbiz.de/10014283736
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The disclosure function of the U.S. patent system : evidence from the PTDL program and extreme snowfall
Martens, Tim - In: Review of accounting studies 28 (2023) 1, pp. 237-264
Persistent link: https://www.econbiz.de/10014227335
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Survival energy models for mortality prediction and future prospects
Shimizu, Yasutaka; Shirai, Kana; Kojima, Yuta; Mitsuda, … - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 377-391
Persistent link: https://www.econbiz.de/10014320272
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