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Search: subject:"Diffusion processes"
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diffusion processes
63
Diffusion processes
44
Stochastischer Prozess
38
Stochastic process
37
Diffusion Processes
32
Technological Change: Choices and Consequences
22
Option pricing theory
20
Optionspreistheorie
20
Theorie
17
Asset and Liability Management
16
Benchmarked Asset Management
16
Classical Solutions
16
Dynamic Investment Management
16
Hamilton–Jacobi–Bellman Equations
16
Innovationsdiffusion
16
Jump Diffusion Processes
16
Kelly Criterion
16
Lévy Processes
16
Risk Sensitive Control
16
Stochastic Control
16
Viscosity Solutions
16
Innovation diffusion
15
Jump-diffusion processes
15
Volatility
14
Volatilität
14
jump-diffusion processes
14
Theory
13
stochastic volatility
10
Schätztheorie
9
equation
9
Derivat
8
Derivative
8
Economic models
8
Estimation theory
8
Jump diffusion processes
8
Option trading
8
Optionsgeschäft
8
correlation
8
equations
8
time series
8
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Undetermined
107
Free
104
CC license
1
Type of publication
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Article
138
Book / Working Paper
111
Type of publication (narrower categories)
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Article in journal
46
Aufsatz in Zeitschrift
46
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
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1
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1
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Undetermined
152
English
95
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
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
Bhardwaj, Geetesh
2
Cheang, Gerald H. L.
2
Christensen, Sören
2
Crespi G.A.
2
Cufaro Petroni, Nicola
2
Dai, Hongshuai
2
De Gregorio, Alessandro
2
Diallo, Amadou Sekou
2
Droste-Franke, Bert
2
Fabrizio, Kira R.
2
Fazekas, Károly
2
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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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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
4
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
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RePEc
173
ECONIS (ZBW)
58
EconStor
14
BASE
4
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31
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249
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31
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
Saved in:
32
Pricing exchange options with correlated jump
diffusion
processes
Cufaro Petroni, Nicola
;
Sabino, Piergiacomo
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1811-1823
Persistent link: https://www.econbiz.de/10012313516
Saved in:
33
Diffusion in random networks : impact of degree distribution
Manshadi, Vahideh
;
Misra, Sidhant
;
Rodilitz, Scott
- In:
Operations research
68
(
2020
)
6
,
pp. 1722-1741
Persistent link: https://www.econbiz.de/10012392158
Saved in:
34
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
Saved in:
35
On the consistency of jump-diffusion dynamics for FX rates under inversion
Graceffa, Federico
;
Brigo, Damiano
;
Pallavicini, Andrea
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012603771
Saved in:
36
A systematic and efficient simulation scheme for the Greeks of financial derivatives
Lyuu, Yuh-dauh
;
Teng, Huei-Wen
;
Tseng, Yao-Te
;
Wang, …
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1199-1219
Persistent link: https://www.econbiz.de/10012194755
Saved in:
37
Country-level technological disparities, market feedback, and scientists' choice of technologies
Jin, Byungchae
- In:
Research policy : policy, management and economic …
48
(
2019
)
1
,
pp. 385-400
Persistent link: https://www.econbiz.de/10012127111
Saved in:
38
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego
;
Boudreault, Mathieu
;
McLeish, Don L.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
Saved in:
39
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
Saved in:
40
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
Saved in:
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