Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"STochastic process"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
19,239
Stochastic process
19,126
Theorie
10,466
Theory
10,463
Volatilität
4,121
Volatility
4,116
Optionspreistheorie
3,709
Option pricing theory
3,702
Mathematical programming
2,646
Mathematische Optimierung
2,646
Portfolio selection
1,876
Portfolio-Management
1,876
Zeitreihenanalyse
1,732
Time series analysis
1,722
Schätztheorie
1,665
Estimation theory
1,664
Estimation
1,503
Schätzung
1,497
Markov-Kette
1,353
Markov chain
1,352
Risk
1,231
Risiko
1,225
Option trading
889
Optionsgeschäft
889
Monte-Carlo-Simulation
869
Monte Carlo simulation
867
Statistical distribution
841
Statistische Verteilung
841
CAPM
825
Dynamische Optimierung
825
Simulation
821
Dynamic programming
820
Derivat
818
Derivative
818
Börsenkurs
811
Share price
809
Forecasting model
797
Prognoseverfahren
797
Wahrscheinlichkeitsrechnung
699
Probability theory
688
more ...
less ...
Online availability
All
Free
6,269
Undetermined
6,037
CC license
324
Type of publication
All
Article
11,733
Book / Working Paper
7,723
Journal
8
Type of publication (narrower categories)
All
Article in journal
10,775
Aufsatz in Zeitschrift
10,775
Graue Literatur
3,043
Non-commercial literature
3,043
Working Paper
2,981
Arbeitspapier
2,971
Aufsatz im Buch
739
Book section
739
Hochschulschrift
463
Thesis
343
Lehrbuch
126
Textbook
114
Collection of articles of several authors
95
Sammelwerk
95
Conference paper
93
Konferenzbeitrag
93
Aufsatzsammlung
63
Collection of articles written by one author
62
Sammlung
62
Konferenzschrift
54
Forschungsbericht
41
Bibliografie enthalten
40
Bibliography included
40
Amtsdruckschrift
28
Government document
28
Conference proceedings
23
Dissertation u.a. Prüfungsschriften
21
Systematic review
16
Übersichtsarbeit
16
Einführung
14
Festschrift
13
Mikroform
10
Case study
9
Fallstudie
9
Reprint
8
Article
7
Glossar enthalten
7
Glossary included
7
Handbook
6
Handbuch
6
more ...
less ...
Language
All
English
18,873
German
370
Undetermined
178
French
22
Polish
10
Spanish
6
Russian
5
Italian
3
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Portuguese
1
Romanian
1
more ...
less ...
Author
All
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
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
European journal of operational research : EJOR
720
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
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
19,142
RePEc
201
USB Cologne (EcoSocSci)
99
EconStor
17
Other ZBW resources
5
Showing
151
-
160
of
19,464
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
151
A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models
Bayer, Christian
;
Belomestny, Denis
;
Butkovsky, Oleg
; …
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 1147-1178
Persistent link: https://www.econbiz.de/10015130558
Saved in:
152
Extreme ATM skew in a local volatility model with discontinuity : joint density approach
Gairat, Alexander
;
Shcherbakov, Vadim
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 1179-1202
Persistent link: https://www.econbiz.de/10015130561
Saved in:
153
Pricing VIX options based on mean-reverting models driven by information
Yin, Ya-Hua
;
Zhu, Fu-min
;
Zheng, Zun-Xin
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015133585
Saved in:
154
Optimal investment for asset-liability management with delay and partial information under Ornstein-Uhlenbeck process
Chen, Dengsheng
;
Yang, Wensheng
;
Wang, Chengben
- In:
Pacific-Basin finance journal
86
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015095152
Saved in:
155
Capacity planning in logistics corridors : deep reinforcement learning for the dynamic stochastic temporal bin packing problem
Farahani, Amirreza
;
Genga, Laura
;
Schrotenboer, Albert H.
; …
- In:
Transportation research : an international journal
191
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015097435
Saved in:
156
A stochastic non-zero-sum game of controlling the debt-to-GDP ratio
Dammann, Felix
;
Rodosthenous, Néofytos
;
Villeneuve, …
-
2024
Persistent link: https://www.econbiz.de/10015097460
Saved in:
157
Monotonicity of savings function in Endogenous Gridpoint Method with stochastic portfolio returns
Huang, Tiancheng
;
Khemka, Gaurav
;
Chong, Wing Fung
- In:
Economics letters
239
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015076675
Saved in:
158
GMM estimation with Brownian kernels applied to income inequality measurement
Cho, Jin Seo
;
Phillips, Peter C. B.
-
2024
Persistent link: https://www.econbiz.de/10015077115
Saved in:
159
Implied parameter estimation for jump diffusion option pricing models : pricing accuracy and the role of loss and evaluation functions
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ngo, Julie T. D.
- In:
Journal of commodity markets : JCM
35
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015077292
Saved in:
160
Gradient methods for stochastic optimization in relative scale
Nesterov, Jurij Evgenʹevič
;
Rodomanov, Anton
-
2024
-
Version 0.3.0
Persistent link: https://www.econbiz.de/10015077358
Saved in:
First
Prev
11
12
13
14
15
16
17
18
19
20
21
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
