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Search: subject:"Poisson Process"
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Subject
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Poisson process
158
Stochastischer Prozess
131
Stochastic process
123
Theorie
94
Theory
88
Levy process
40
Levy-Prozess
40
Compound Poisson process
32
Option pricing theory
31
Optionspreistheorie
31
Markov chain
29
Poisson Process
29
Markov-Kette
28
Probability theory
28
Wahrscheinlichkeitsrechnung
28
Bayesian Learning
21
Estimation theory
21
Schätztheorie
21
Strategic Experimentation
21
Markov Perfect Equilibrium
20
compound Poisson process
20
Portfolio-Management
19
Spieltheorie
19
Bayesian learning
18
Risiko
18
Risk
18
poisson process
18
Two-Armed Bandit
17
Game theory
16
Portfolio selection
16
Risikomodell
16
Risk model
16
Volatilität
16
Volatility
15
Queueing theory
14
Markov perfect equilibrium
13
Statistical distribution
13
Warteschlangentheorie
13
Lernprozess
12
Risk management
12
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Undetermined
240
Free
168
CC license
5
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Article
307
Book / Working Paper
154
Other
4
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Article in journal
150
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150
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51
Graue Literatur
35
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35
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28
Article
9
Hochschulschrift
9
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6
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4
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3
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English
284
Undetermined
177
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3
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1
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Rady, Sven
27
Keller, Godfrey
19
Winkelmann, Rainer
12
Burnecki, Krzysztof
9
Klein, Nicolas
9
Sennewald, Ken
9
Wälde, Klaus
7
Baetschmann, Gregori
6
Klein, Nicolas Alexandre
6
Li, Dong
5
Ling, Shiqing
5
Seo, Sang Byung
5
Wu, Shaomin
5
Brigo, Damiano
4
Caliendo, Marco
4
Campbell, John Y.
4
Gapeev, Pavel V.
4
Helmers, Roelof
4
Janczura, Joanna
4
Liang, Zhibin
4
Martin, Ian
4
Wachter, Jessica
4
Weron, Rafal
4
Yu, Ping
4
Albrecher, Hansjörg
3
Beran, Jan
3
Cripps, Martin W.
3
El-Bachir, Naoufel
3
Giuricich, Mario Nicoló
3
Krichene, Noureddine
3
Ocker, Dirk
3
Zhao, Xia
3
Zhou, Ming
3
Aggarwal, Anu Gupta
2
Aguilera, A.
2
Arts, Joachim
2
Assareh, Hassan
2
Ayough, Ashkan
2
Azcue, Pablo
2
Bai, Lihua
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
International Monetary Fund (IMF)
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
C.E.P.R. Discussion Papers
3
HAL
3
Henley Business School, University of Reading
3
National Bureau of Economic Research
3
CESifo
2
Department of Economics, Boston University
2
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
2
Econometric Society
2
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
2
Forschungsbasierte Infrastruktureinrichtung "Sozio-oekonomisches Panel (SOEP)", DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
2
Judge Institute of Management Studies
2
Agricultural and Applied Economics Association - AAEA
1
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
BANCO DE LA REPÚBLICA
1
Banco de la Republica de Colombia
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Economics, Adam Smith Business School
1
Department of Economics, University of Munich
1
Department of Economics, University of Oxford
1
Department of Economics, University of Texas-Austin
1
Department of Economics, University of Waterloo
1
Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
European Association of Agricultural Economists - EAAE
1
Facoltà di Economia, Università degli Studi dell'Insubria
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Finance Discipline Group, Business School
1
Graduate School of Economics, Hitotsubashi University
1
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
1
Institute for the Study of Labor (IZA)
1
Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
1
International Centre for Economic Research (ICER)
1
Istituto Nazionale di Statistica (ISTAT)
1
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Published in...
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Annals of the Institute of Statistical Mathematics
16
European journal of operational research : EJOR
13
Insurance / Mathematics & economics
13
Metrika
11
IMF Working Papers
8
Management Science
8
Statistics & Probability Letters
8
Stochastic Processes and their Applications
8
Computational Statistics & Data Analysis
6
Insurance: Mathematics and Economics
6
Risks : open access journal
6
SFB 649 Discussion Papers
6
Statistical Inference for Stochastic Processes
6
International journal of production economics
5
MPRA Paper
5
Opsearch : journal of the Operational Research Society of India
5
Physica A: Statistical Mechanics and its Applications
5
Theoretical Economics
5
Computational Statistics
4
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
4
Discussion papers / Governance and the Efficiency of Economic Systems
4
Dresden Discussion Paper Series in Economics
4
European Journal of Operational Research
4
INFORMS journal on computing : JOC
4
Operations research letters
4
Risks
4
SFB/TR 15 Discussion Paper
4
SOEPpapers on Multidisciplinary Panel Data Research
4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
4
Asia-Pacific Financial Markets
3
CEPR Discussion Papers
3
Finance research letters
3
ICMA Centre Discussion Papers in Finance
3
International journal of production research
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mathematical Methods of Operations Research
3
Operations research
3
Quality & Quantity: International Journal of Methodology
3
Stochastics and Quality Control
3
The journal of operational risk
3
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Source
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RePEc
214
ECONIS (ZBW)
203
EconStor
34
BASE
7
Other ZBW resources
7
Showing
51
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60
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465
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51
On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
-
2018
Persistent link: https://www.econbiz.de/10012533193
Saved in:
52
Stochastic interest model driven by compound
Poisson
process
and Brownian motion with applications in life contingencies
Li, Shilong
;
Zhao, Xia
;
Yin, Chuancun
;
Huang, Zhiyue
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 246-260
Persistent link: https://www.econbiz.de/10012137937
Saved in:
53
Nonhomogeneous bivariate compound
Poisson
process
with short-term periodicity
Sakhaei, Ali
;
Nasiri, Parviz
- In:
The journal of operational risk
16
(
2021
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10013534116
Saved in:
54
Technical note : approximating systems fed by poisson processes with rapidly changing arrival rates
Zheng, Zeyu
;
Honnappa, Harsha
;
Glynn, Peter W.
- In:
Operations research
69
(
2021
)
5
,
pp. 1566-1574
Persistent link: https://www.econbiz.de/10012660307
Saved in:
55
Green investment under time-dependent subsidy retraction risk
Hagspiel, Verena
;
Nunes, Cláudia
;
Oliveira, Carlos
; …
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012667915
Saved in:
56
Sustainability in a risky world
Martin, Ian
;
Campbell, John Y.
-
2021
Persistent link: https://www.econbiz.de/10012521268
Saved in:
57
Markov chain analysis for the neonatal inpatient flow in a hospital
Kanai, Yuta
;
Takagi, Hideaki
- In:
Health care management science : a new journal serving …
24
(
2021
)
1
,
pp. 92-116
Persistent link: https://www.econbiz.de/10012544537
Saved in:
58
A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes
Jang, Jiwook
;
Oh, Rosy
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
3
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012656713
Saved in:
59
The theory of uncertaintism
Sebehela, Tumellano
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
3
,
pp. 2150025-1-2150025-37
Persistent link: https://www.econbiz.de/10012657791
Saved in:
60
Pricing climate-related risks in the bond market
Agliardi, Elettra
;
Agliardi, Rossella
- In:
Journal of financial stability
54
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012794081
Saved in:
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