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  • Search: subject:"STOCHASTIC PROCESSES"
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Year of publication
Subject
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Stochastischer Prozess 19,219 Stochastic process 19,037 Theorie 10,469 Theory 10,456 Volatilität 4,119 Volatility 4,115 Optionspreistheorie 3,701 Option pricing theory 3,695 Mathematical programming 2,639 Mathematische Optimierung 2,639 Portfolio selection 1,872 Portfolio-Management 1,872 Zeitreihenanalyse 1,733 Time series analysis 1,725 Estimation theory 1,667 Schätztheorie 1,667 Estimation 1,505 Schätzung 1,500 Markov chain 1,351 Markov-Kette 1,351 Risk 1,231 Risiko 1,223 Option trading 886 Optionsgeschäft 886 Monte-Carlo-Simulation 866 Monte Carlo simulation 865 Statistical distribution 841 Statistische Verteilung 841 Simulation 830 Dynamische Optimierung 824 CAPM 823 Dynamic programming 823 Derivat 818 Derivative 818 Börsenkurs 811 Share price 808 Forecasting model 798 Prognoseverfahren 798 Wahrscheinlichkeitsrechnung 698 Probability theory 691
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Online availability
All
Free 6,342 Undetermined 6,312 CC license 322
Type of publication
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Article 12,033 Book / Working Paper 7,828 Other 10 Journal 8
Type of publication (narrower categories)
All
Article in journal 10,760 Aufsatz in Zeitschrift 10,760 Graue Literatur 3,045 Non-commercial literature 3,045 Working Paper 2,988 Arbeitspapier 2,972 Aufsatz im Buch 741 Book section 741 Hochschulschrift 464 Thesis 351 Lehrbuch 126 Textbook 114 Collection of articles of several authors 96 Sammelwerk 96 Conference paper 93 Konferenzbeitrag 93 Aufsatzsammlung 63 Collection of articles written by one author 62 Sammlung 62 Konferenzschrift 55 Forschungsbericht 41 Bibliografie enthalten 40 Bibliography included 40 Amtsdruckschrift 28 Government document 28 Conference proceedings 24 Dissertation u.a. Prüfungsschriften 21 research-article 18 Systematic review 16 Übersichtsarbeit 16 Einführung 14 Article 13 Festschrift 13 Mikroform 10 Case study 9 Fallstudie 9 Reprint 8 Glossar enthalten 7 Glossary included 7 Handbook 6
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Language
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English 18,918 Undetermined 540 German 371 French 23 Polish 11 Spanish 11 Russian 5 Italian 3 Swedish 2 Finnish 1 Ancient Greek (to 1453) 1 Portuguese 1 Romanian 1
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Author
All
McAleer, Michael 92 Phillips, Peter C. B. 80 Koopman, Siem Jan 74 Sethi, Suresh 64 Chiarella, Carl 58 Platen, Eckhard 57 Ferrari, Giorgio 56 Madan, Dilip B. 53 Benth, Fred Espen 52 Cui, Zhenyu 51 Takahashi, Akihiko 51 Post, Thierry 50 Chan, Joshua 46 Escudero, Laureano F. 45 Barndorff-Nielsen, Ole E. 44 Yu, Jun 43 Fabozzi, Frank J. 41 Asai, Manabu 40 Linton, Oliver 40 Shephard, Neil G. 40 Wong, Wing Keung 39 Elliott, Robert J. 36 Gao, Jiti 36 Todorov, Viktor 36 Escobar, Marcos 35 Gil-Alaña, Luis A. 35 Hainaut, Donatien 35 Härdle, Wolfgang 35 Zhang, Qing 35 Gendreau, Michel 34 Tsionas, Efthymios G. 34 Račev, Svetlozar T. 33 Wong, Hoi Ying 33 Stein, Jerome L. 32 Carr, Peter 31 Kleijnen, Jack P. C. 30 Lucas, André 30 Siu, Tak Kuen 30 Whang, Yoon-jae 30 Schenk-Hoppé, Klaus Reiner 28
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Institution
All
National Bureau of Economic Research 74 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 63 International Monetary Fund (IMF) 38 Centre for Analytical Finance <Århus> 17 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 14 Tilburg University, Center for Economic Research 11 Springer Fachmedien Wiesbaden 9 Department of Economics, University of Washington 6 Econometrisch Instituut <Rotterdam> 6 Erasmus Research Institute of Management 6 International Monetary Fund 5 Queen Mary College / Department of Economics 5 Tilburg University, School of Economics and Management 5 Aarhus Universitet / Afdeling for Nationaløkonomi 4 Ekonomiska forskningsinstitutet <Stockholm> 4 HWWA Institut für Wirtschaftsforschung 4 Institutionen för Skogsekonomi <Umeå> 4 Judge Institute of Management Studies 4 Nuffield College 4 University of Exeter / Department of Economics 4 Australian National University / Faculty of Economics and Commerce 3 CentER for Economic Research, Universiteit van Tilburg 3 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 3 Centre for Actuarial Studies 3 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 3 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 3 EconWPA 3 Econometrics Research Program, Department of Economics 3 European University Institute / Department of Economics 3 Faculté des Sciences Économiques, Sociales et de Gestion (FSESG), Université de Namur 3 HAL 3 Springer-Verlag GmbH 3 University of Chicago / Graduate School of Business 3 University of Essex / Department of Economics 3 University of Western Ontario, Department of Economics 3 Université Paris-Dauphine (Paris IX) 3 Walter de Gruyter GmbH & Co. KG 3 Weierstraß-Institut für Angewandte Analysis und Stochastik 3 Bonn Graduate School of Economics 2 Books on Demand GmbH <Norderstedt> 2
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Published in...
All
European journal of operational research : EJOR 716 International journal of theoretical and applied finance 360 Insurance / Mathematics & economics 336 Journal of econometrics 283 Finance and stochastics 245 Operations research 213 Quantitative finance 210 Mathematics of operations research 207 Operations research letters 196 Computers & operations research : and their applications to problems of world concern ; an international journal 194 International journal of production research 189 Journal of economic dynamics & control 154 Risks : open access journal 152 Applied mathematical finance 142 Discussion paper / Tinbergen Institute 140 Computational economics 139 International journal of production economics 131 Economics letters 127 Physica A: Statistical Mechanics and its Applications 126 The journal of computational finance 124 Mathematical finance : an international journal of mathematics, statistics and financial theory 122 The European Physical Journal B - Condensed Matter and Complex Systems 110 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 108 Finance research letters 105 Journal of mathematical finance 105 Management science : journal of the Institute for Operations Research and the Management Sciences 103 Econometric reviews 98 Energy economics 93 Mathematical methods of operations research 92 International journal of financial engineering 90 INFORMS journal on computing : JOC 87 Omega : the international journal of management science 84 Annals of finance 82 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 81 Annals of operations research 80 Economic modelling 80 Journal of banking & finance 79 Working paper 79 Journal of economic theory 78 Computational Management Science : CMS 76
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Source
All
ECONIS (ZBW) 19,132 RePEc 561 USB Cologne (EcoSocSci) 106 EconStor 31 BASE 25 Other ZBW resources 24
Showing 19,811 - 19,820 of 19,879
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Stochastic point processes and their applications
Srinivasan, Sumangali K.; Srinivasan, Sumangali K. - 1974
Persistent link: https://www.econbiz.de/10000054642
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An introduction to stochastic processes
Kannan, Dhandapani; Kannan, D. - 1979
Persistent link: https://www.econbiz.de/10000005111
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Reversibility and stochastic networks
Kelly, F. P. - 1979
Persistent link: https://www.econbiz.de/10000005306
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Stochastic automata simulation system
Ho Van Di-Han - 1979
Persistent link: https://www.econbiz.de/10000006050
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Stochastic optimization models in finance
Ziemba, William T. (ed.); Vickson, R. G. (contributor) - 1975
Persistent link: https://www.econbiz.de/10000029923
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Stochastic theory of a risk business
Seal, Hilary L. - 1969
Persistent link: https://www.econbiz.de/10000032793
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General stochastic processes in the theory of queues
Beneš, Vaclav E. - 1963
Persistent link: https://www.econbiz.de/10000035940
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Stochastic models of economic dynamics and equilibrium
Evstigneev, Igor V.; Katushev, P. K. - 1979
Persistent link: https://www.econbiz.de/10000003671
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Stochastic programming
Kolbin, Vjačeslav V. - 1977
Persistent link: https://www.econbiz.de/10000003672
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Linear estimation and stochastic control
Davis, Mark H. A. - 1977 - 1. publ.
Persistent link: https://www.econbiz.de/10000089406
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