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Search: subject:"STochastic process"
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Stochastischer Prozess
19,252
Stochastic process
19,139
Theorie
10,473
Theory
10,470
Volatilität
4,122
Volatility
4,117
Optionspreistheorie
3,711
Option pricing theory
3,704
Mathematical programming
2,650
Mathematische Optimierung
2,650
Portfolio selection
1,877
Portfolio-Management
1,877
Zeitreihenanalyse
1,732
Time series analysis
1,722
Schätztheorie
1,665
Estimation theory
1,664
Estimation
1,503
Schätzung
1,497
Markov-Kette
1,355
Markov chain
1,354
Risk
1,232
Risiko
1,226
Option trading
890
Optionsgeschäft
890
Monte-Carlo-Simulation
869
Monte Carlo simulation
867
Statistical distribution
842
Statistische Verteilung
842
Dynamische Optimierung
828
CAPM
825
Dynamic programming
823
Simulation
822
Derivat
818
Derivative
818
Börsenkurs
811
Share price
809
Forecasting model
797
Prognoseverfahren
797
Wahrscheinlichkeitsrechnung
701
Probability theory
690
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Free
6,277
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6,042
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324
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11,744
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7,725
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8
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Article in journal
10,786
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10,786
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3,044
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3,044
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2,982
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2,972
Aufsatz im Buch
739
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463
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343
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126
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114
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Sammelwerk
95
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93
Aufsatzsammlung
63
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41
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9
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18,886
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370
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178
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22
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10
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6
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5
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3
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2
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1
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1
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Author
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McAleer, Michael
103
Phillips, Peter C. B.
79
Koopman, Siem Jan
74
Sethi, Suresh
64
Chiarella, Carl
58
Ferrari, Giorgio
57
Platen, Eckhard
57
Cui, Zhenyu
51
Madan, Dilip B.
51
Takahashi, Akihiko
51
Benth, Fred Espen
50
Post, Thierry
50
Chan, Joshua
46
Escudero, Laureano F.
45
Barndorff-Nielsen, Ole E.
44
Yu, Jun
43
Asai, Manabu
40
Fabozzi, Frank J.
40
Gao, Jiti
40
Linton, Oliver
40
Shephard, Neil G.
40
Wong, Wing Keung
39
Elliott, Robert J.
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
Wong, Hoi Ying
33
Račev, Svetlozar T.
32
Stein, Jerome L.
32
Kleijnen, Jack P. C.
30
Lucas, André
30
Siu, Tak Kuen
30
Whang, Yoon-jae
30
Carr, Peter
29
Schenk-Hoppé, Klaus Reiner
28
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National Bureau of Economic Research
74
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
International Monetary Fund (IMF)
54
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
8
Cowles Foundation for Research in Economics, Yale University
6
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Institutionen för Skogsekonomi <Umeå>
4
International Monetary Fund
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 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
Econometric Society
3
European University Institute / Department of Economics
3
Springer-Verlag GmbH
3
University of Chicago / Graduate School of Business
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Berkeley Electronic Press
2
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
C.E.P.R. Discussion Papers
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Chambre de commerce et d'industrie de Paris
2
Department of Economics, Oxford University
2
Economic Research Institute, College of Business and Economics
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Law
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
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Published in...
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European journal of operational research : EJOR
728
International journal of theoretical and applied finance
360
Insurance / Mathematics & economics
336
Journal of econometrics
282
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
153
Risks : open access journal
153
Applied mathematical finance
142
Discussion paper / Tinbergen Institute
141
Computational economics
139
International journal of production economics
130
Economics letters
127
The journal of computational finance
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
Finance research letters
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Journal of mathematical finance
105
Econometric reviews
98
Energy economics
93
Mathematical methods of operations research
92
International journal of financial engineering
90
Omega : the international journal of management science
89
INFORMS journal on computing : JOC
87
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
Working paper
80
Journal of banking & finance
79
Journal of economic theory
78
Computational Management Science : CMS
76
Transportation research / E : an international journal
75
Scandinavian actuarial journal
73
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Source
All
ECONIS (ZBW)
19,155
RePEc
201
USB Cologne (EcoSocSci)
99
EconStor
17
Other ZBW resources
5
Showing
1,311
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1,320
of
19,477
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1311
Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility
Han, Yuecai
;
Zhang, Fengtong
- In:
Review of derivatives research
27
(
2024
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10015133907
Saved in:
1312
An affine model for short rates when monetary policy is path dependent
Zoubi, Haitham al-
- In:
Review of derivatives research
27
(
2024
)
2
,
pp. 151-201
Persistent link: https://www.econbiz.de/10015133914
Saved in:
1313
A novel two-stage stochastic programming model to design an integrated disaster relief supply chain network : a case study
Fazli, Leyla
- In:
Operations management research : OMR ; advancing …
17
(
2024
)
4
,
pp. 1295-1327
Persistent link: https://www.econbiz.de/10015184921
Saved in:
1314
Co-volatility dynamics in global cryptocurrency and conventional asset classes : a multivariate stochastic factor volatility approach
Velappan, Shalini
- In:
Studies in economics and finance
41
(
2024
)
5
,
pp. 1023-1043
Persistent link: https://www.econbiz.de/10015199621
Saved in:
1315
VIX option pricing for non-parameter Heston stochastic local volatility model
Ma, Junmei
;
Gong, Jiaxing
;
Xu, Wei
- In:
The journal of derivatives : JOD
31
(
2024
)
3
,
pp. 50-73
Persistent link: https://www.econbiz.de/10015199824
Saved in:
1316
Analytical formula for pricing European options with stochastic volatility under the GARCH-PDE approximation
Wang, Qi
;
Zhang, Qian
;
Wang, Zerong
;
Zhang, Yuanyuan
- In:
The journal of derivatives : JOD
31
(
2024
)
4
,
pp. 98-124
Persistent link: https://www.econbiz.de/10015200172
Saved in:
1317
Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps
Itkin, Andrey
- In:
The journal of derivatives : JOD
32
(
2024
)
1
,
pp. 110-137
Persistent link: https://www.econbiz.de/10015202619
Saved in:
1318
Dynamic container slot allocation with empty container repositioning under stochastic demand
Liang, Jinpeng
;
Ma, Zhongyuan
;
Wang, Shuang
;
Liu, Haitao
; …
- In:
Transportation research : an international journal
187
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015095049
Saved in:
1319
Are shocks to electricity consumption permanent or transitory? : Evidence from new panel stationarity tests with gradual structural breaks for 18 MENA countries
Husein, Jamal G.
;
Kara, S. Murat
- In:
Applied economics letters
31
(
2024
)
21
,
pp. 2322-2327
Persistent link: https://www.econbiz.de/10015095232
Saved in:
1320
A multi-period multi-product stochastic inventory problem with order-based loan
Chen, Zhen
;
Zhang, Ren-qian
- In:
International journal of production research
62
(
2024
)
22
,
pp. 8129-8142
Persistent link: https://www.econbiz.de/10015095391
Saved in:
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