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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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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
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63
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62
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41
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16
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10
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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
1,591
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1591
A closed-form solution for spot volatility from options under limited data
Zhang, Aoran
;
Zhou, Chunyang
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062164
Saved in:
1592
Volatility or higher moments : which is more important in return density forecasts of stochastic volatility model?
Li, Chenxing
;
Zhang, Zehua
;
Zhao, Ran
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015062448
Saved in:
1593
Identifying trend nature in time series using autocorrelation functions and stationarity tests
Boutahar, Mohamed
;
Royer-Carenzi, M.
- In:
International journal of computational economics and …
14
(
2024
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015062771
Saved in:
1594
Potential pricing factors in the Korean market
Bang, Jeongseok
;
Kang, Yeonchan
;
Ryu, Doojin
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10015063069
Saved in:
1595
A Lyapunov theory for finite-sample guarantees of Markovian stochastic approximation
Chen, Zaiwei
;
Maguluri, Siva Theja
;
Shakkottai, Sanjay
; …
- In:
Operations research
72
(
2024
)
4
,
pp. 1352-1367
Persistent link: https://www.econbiz.de/10015045379
Saved in:
1596
Heavy-traffic universality of redundancy systems with assignment constraints
Cardinaels, Ellen
;
Borst, Sem
;
Leeuwaarden, Johan S. H. van
- In:
Operations research
72
(
2024
)
4
,
pp. 1539-1555
Persistent link: https://www.econbiz.de/10015045394
Saved in:
1597
Two-stage stochastic matching and pricing with applications to ride hailing
Feng, Yiding
;
Niazadeh, Rad
;
Saberi, Amin
- In:
Operations research
72
(
2024
)
4
,
pp. 1574-1594
Persistent link: https://www.econbiz.de/10015045396
Saved in:
1598
VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
-
2024
Persistent link: https://www.econbiz.de/10015045557
Saved in:
1599
Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction
Li, Man
;
Huang, Ying
;
Huang, Ya
;
Zhou, Jieming
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 49-94
Persistent link: https://www.econbiz.de/10015045572
Saved in:
1600
The perturbation method applied to a robust optimization problem with constraint
Luo, Peng
;
Schied, Alexander
;
Xue, Xiaole
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10015045584
Saved in:
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