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  • Search: subject:"Diffusion Processes"
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Year of publication
Subject
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diffusion processes 65 Diffusion processes 44 Stochastischer Prozess 41 Stochastic process 40 Diffusion Processes 34 Option pricing theory 22 Optionspreistheorie 22 Technological Change: Choices and Consequences 22 Innovationsdiffusion 18 Innovation diffusion 17 Jump-diffusion processes 17 Theorie 17 Asset and Liability Management 16 Benchmarked Asset Management 16 Classical Solutions 16 Dynamic Investment Management 16 Hamilton–Jacobi–Bellman Equations 16 Jump Diffusion Processes 16 Kelly Criterion 16 Lévy Processes 16 Risk Sensitive Control 16 Stochastic Control 16 Viscosity Solutions 16 jump-diffusion processes 15 Volatility 14 Volatilität 14 Theory 13 stochastic volatility 10 Option trading 9 Optionsgeschäft 9 Schätztheorie 9 equation 9 Derivat 8 Derivative 8 Economic models 8 Estimation theory 8 Jump diffusion processes 8 Technischer Fortschritt 8 Technological change 8 correlation 8
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Online availability
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Undetermined 111 Free 107 CC license 1
Type of publication
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Article 145 Book / Working Paper 111
Type of publication (narrower categories)
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Article in journal 53 Aufsatz in Zeitschrift 53 Working Paper 19 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 9 Article 3 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Thesis 1
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Language
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Undetermined 152 English 102 French 1 Romanian 1
Author
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Lleo, Sébastien 17 Davis, Mark H. A. 16 Corradi, Valentina 9 Iacus, Stefano 7 Swanson, Norman R. 6 Gregorio, Alessandro De 5 Platen, Eckhard 5 Bruti-Liberati, Nicola 4 Wang, Xingchun 4 Chan-Lau, Jorge A. 3 Chiarella, Carl 3 Grebel, Thomas 3 Hashemi, Fariba 3 Hoffmann, Marc 3 Iacus, Stefano Maria 3 Koo, Bonsoo 3 Krichene, Noureddine 3 Linton, Oliver 3 Moloche, Guillermo 3 Müller-Langer, Frank 3 Sabino, Piergiacomo 3 Trede, Mark 3 Wilfer, Tom 3 Wilfling, Bernd 3 Yoshida, Nakahiro 3 Ziogas, Andrew 3 Akcomak, Semih 2 Amaya, Diego 2 Antonioni, Alberto 2 Bandi, Federico 2 Ben-Abdellatif, Malek 2 Ben-Ameur, Hatem 2 Bhardwaj, Geetesh 2 Cheang, Gerald H. L. 2 Christensen, Sören 2 Chérif, Rim 2 Crespi G.A. 2 Cufaro Petroni, Nicola 2 Dai, Hongshuai 2 De Gregorio, Alessandro 2
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Institution
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United Nations University-Maastricht Economic Research Institute of Innovation and Technology (UNU-MERIT) 15 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 Department of Economics, Rutgers University-New Brunswick 3 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Graduate School of Business and Economics (GSBE), School of Business and Economics 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 C.E.P.R. Discussion Papers 1 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 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Econometric Society 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 Society for Computational Economics - SCE 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 UNIVERSIDAD CATOLICA DE COLOMBIA 1 Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena 1 World Scientific Publishing Co. Pte. Ltd. 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
All
MERIT Working Papers 15 Risk-Sensitive Investment Management 15 Stochastic Processes and their Applications 10 IMF Working Papers 9 MPRA Paper 7 UNIMI - Research Papers in Economics, Business, and Statistics 7 Physica A: Statistical Mechanics and its Applications 6 Research Paper Series / Finance Discipline Group, Business School 6 International Journal of Theoretical and Applied Finance (IJTAF) 5 Quantitative finance 5 Statistical Inference for Stochastic Processes 4 Working Paper 4 Annals of the Institute of Statistical Mathematics 3 CIRANO Working Papers 3 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 3 Finance and Stochastics 3 International journal of theoretical and applied finance 3 Quantitative Finance 3 Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche 3 ASTIN bulletin : the journal of the International Actuarial Association 2 Annals of Faculty of Economics 2 CREATES Research Papers 2 Computational Statistics 2 Empirical Economics 2 Finance research letters 2 Games 2 Jena Economic Research Papers 2 Journal of Evolutionary Economics 2 Journal of economic dynamics & control 2 Journal of mathematical finance 2 LSE Research Online Documents on Economics 2 Management Science 2 Mathematical Methods of Operations Research 2 Post-Print / HAL 2 Quaderni di Dipartimento 2 Research Memorandum / Graduate School of Business and Economics (GSBE), School of Business and Economics 2 Research Policy 2 Research policy : policy, management and economic studies of science, technology and innovation 2 Statistics & Probability Letters 2 Swiss Finance Institute Research Paper 2
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Source
All
RePEc 173 ECONIS (ZBW) 65 EconStor 14 BASE 4
Showing 41 - 50 of 256
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Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
Cheang, Gerald H. L.; Garces, Len Patrick Dominic M. - In: Quantitative finance 20 (2020) 2, pp. 291-310
Persistent link: https://www.econbiz.de/10012194867
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Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
Wang, Xingchun - In: International review of economics & finance : IREF 70 (2020), pp. 16-26
Persistent link: https://www.econbiz.de/10012486761
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Regional economic transformation : the role of clusters in specialised diversification
Paton, Jonatan; Castillo, Jaime del; Barroeta, Belén - 2014
Regarding context conditions and the role of territories on competitiveness and innovation, clusters have become progressively a spreading phenomenon all around the world. Recently, the importance of clusters has been mixed with the concept of smart specialization, a territorial development...
Persistent link: https://www.econbiz.de/10011495668
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Regional Economic Transformation: The role of clusters in specialised diversification
Paton, Jonatan; Castillo, Jaime Del; Barroeta, Belen - 2014
Regarding context conditions and the role of territories on competitiveness and innovation, clusters have become progressively a spreading phenomenon all around the world. Recently, the importance of clusters has been mixed with the concept of smart specialization, a territorial development...
Persistent link: https://www.econbiz.de/10011399978
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The Hybrid Open Access Citation Advantage: How Many More Cites is a $3,000 Fee Buying You?
Müller-Langer, Frank; Watt, Richard - Volkswirtschaftliche Fakultät, … - 2014
We study the hybrid open access (HOA) citation effect. Under HOA Pilot agreements, HOA is assigned for all articles of eligible authors. We use unique data on 208 (1,121) HOA (closed access) economics articles. We control for the quality of journals, articles and institutions and citations to...
Persistent link: https://www.econbiz.de/10011156978
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On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio; Podolskij, Mark - School of Economics and Management, University of Aarhus - 2014
In this paper we present the asymptotic theory for spectral distributions of high dimensional covariation matrices of Brownian diffusions. More specifically, we consider N-dimensional Itô integrals with time varying matrix-valued integrands. We observe n equidistant high frequency data points...
Persistent link: https://www.econbiz.de/10011098644
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Portuguese public services: past experiences and new trends in management
Tomé, Ricardo; TEIXEIRA, José - European Regional Science Association - 2014
With the recent global economic and financial crisis, the governments throughout Europe have been closing, concentrating, restructuring or privatizing some public services and, at the same time, the number of services available in electronic platforms (e.g., by Internet or telephone) has been...
Persistent link: https://www.econbiz.de/10011075805
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Dynamic pricing in retail with diffusion process demand
Riseth, Asbjørn Nilsen - In: IMA journal of management mathematics 30 (2019) 3, pp. 323-344
Persistent link: https://www.econbiz.de/10012057124
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A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang; Hu, Meidi; Song, Xiaojun - In: Econometric reviews 38 (2019) 5, pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
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Optimal control of electricity input given an uncertain demand
Göttlich, Simone; Korn, Ralf; Lux, Kerstin - In: Mathematical methods of operations research 90 (2019) 3, pp. 301-328
Persistent link: https://www.econbiz.de/10012153862
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