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  • Search: subject:"STochastic process"
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Year of publication
Subject
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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
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Online availability
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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
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Language
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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
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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
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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...
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
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Source
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ECONIS (ZBW) 19,142 RePEc 201 USB Cologne (EcoSocSci) 99 EconStor 17 Other ZBW resources 5
Showing 271 - 280 of 19,464
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An efficient and provable sequential quadratic programming method for American and swing option pricing
Shen, Jinye; Huang, Weizhang; Ma, Jingtang - In: European journal of operational research : EJOR 316 (2024) 1, pp. 19-35
Persistent link: https://www.econbiz.de/10014566281
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Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto; Majoni, Blessings - 2024
Persistent link: https://www.econbiz.de/10014566344
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Skewness-seeking behavior and financial investments
Benuzzi, Matteo; Ploner, Matteo - In: Annals of finance 20 (2024) 1, pp. 129-165
Persistent link: https://www.econbiz.de/10014566400
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A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
Zhang, Hongyu; Mazzi, Nicolò; McKinnon, Ken; Nava, … - In: Computers & operations research : an international journal 167 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014566414
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A variational inequality formulation for stochastic user equilibrium with a bounded choice set
Jiang, Yu - In: Computers & operations research : an international journal 167 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014566429
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On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien; Runggaldier, Wolfgang J. - In: European journal of operational research : EJOR 316 (2024) 1, pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
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Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto; Majoni, Blessings - 2024 - This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
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Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.; Doctor, Obonye - In: International journal of financial engineering 11 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
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The method of moments for multivariate random sums
Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024
Multivariate random sums appear in many scientific fields, most notably in actuarial science, where they model both the number of claims and their sizes. Unfortunately, they pose severe inferential problems. For example, their density function is analytically intractable, in the general case,...
Persistent link: https://www.econbiz.de/10014575595
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Handling ambiguity in stochastic humanitarian supply chain network design
Daneshvar, Mohammad; Jena, Sanjay Dominik; Rei, Walter - 2024
Persistent link: https://www.econbiz.de/10014575743
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