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Search: subject:"STochastic process"
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Stochastischer Prozess
19,254
Stochastic process
19,141
Theorie
10,475
Theory
10,472
Volatilität
4,122
Volatility
4,117
Optionspreistheorie
3,711
Option pricing theory
3,704
Mathematical programming
2,650
Mathematische Optimierung
2,650
Portfolio selection
1,878
Portfolio-Management
1,878
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
1,233
Risiko
1,227
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
Undetermined
6,044
CC license
324
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Article
11,746
Book / Working Paper
7,725
Journal
8
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Article in journal
10,788
Aufsatz in Zeitschrift
10,788
Graue Literatur
3,044
Non-commercial literature
3,044
Working Paper
2,982
Arbeitspapier
2,972
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
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54
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41
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40
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40
Amtsdruckschrift
28
Government document
28
Conference proceedings
23
Dissertation u.a. Prüfungsschriften
21
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16
Übersichtsarbeit
16
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14
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13
Mikroform
10
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9
Fallstudie
9
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8
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7
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7
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English
18,888
German
370
Undetermined
178
French
22
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10
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6
Russian
5
Italian
3
Swedish
2
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1
Ancient Greek (to 1453)
1
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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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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
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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)
19,157
RePEc
201
USB Cologne (EcoSocSci)
99
EconStor
17
Other ZBW resources
5
Showing
2,081
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2,090
of
19,479
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2081
Is index concentration an inevitable consequence of market-capitalization weighting?
Goldberg, Lisa
;
Madhavan, Ananth Narayan
;
Selwitz, Harrison
- In:
Journal of investment management : JOIM
21
(
2023
)
2
,
pp. 50-71
Persistent link: https://www.econbiz.de/10014390410
Saved in:
2082
The role of jumps in realized volatility modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
Saved in:
2083
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
2084
Problem-driven scenario clustering in stochastic optimization
Keutchayan, Julien
;
Ortmann, Janosch
;
Rei, Walter
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014391949
Saved in:
2085
Multi-period dynamic bond portfolio optimization utilizing a stochastic interest rate model
Shimai, Yoshiyuki
;
Makimoto, Naoki
- In:
Asia Pacific financial markets
30
(
2023
)
4
,
pp. 817-844
Persistent link: https://www.econbiz.de/10014391968
Saved in:
2086
Technical note: stochastic scheduling with abandonment : necessary and sufficient conditions for the optimality of a strict priority policy
Chen, Gang
;
Gayon, Jean-Philippe
;
Lemaire, Pierre
- In:
Operations research
71
(
2023
)
5
,
pp. 1789-1793
Persistent link: https://www.econbiz.de/10014393276
Saved in:
2087
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
2088
Benders adaptive-cuts method for two-stage stochastic programs
Ramírez-Pico, Cristian
;
Ljubić, Ivana
;
Moreno, Eduardo
- In:
Transportation science
57
(
2023
)
5
,
pp. 1252-1275
Persistent link: https://www.econbiz.de/10014393356
Saved in:
2089
The traveling salesman problem with stochastic and correlated customers
Wissink, Pascal L. J.
- In:
Transportation science
57
(
2023
)
5
,
pp. 1321-1339
Persistent link: https://www.econbiz.de/10014393360
Saved in:
2090
Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
Kornilov, Nikita
;
Gasnikov, Alexander
;
Dvurechensky, Pavel
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014393407
Saved in:
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