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Search: subject:"Stochastic Process"
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Stochastischer Prozess
19,249
Stochastic process
19,136
Theorie
10,472
Theory
10,469
Volatilität
4,121
Volatility
4,116
Optionspreistheorie
3,709
Option pricing theory
3,702
Mathematical programming
2,649
Mathematische Optimierung
2,649
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
1,354
Markov chain
1,353
Risk
1,232
Risiko
1,226
Option trading
889
Optionsgeschäft
889
Monte-Carlo-Simulation
869
Monte Carlo simulation
867
Statistical distribution
841
Statistische Verteilung
841
Dynamische Optimierung
827
CAPM
825
Dynamic programming
822
Simulation
822
Derivat
818
Derivative
818
Börsenkurs
811
Share price
809
Forecasting model
797
Prognoseverfahren
797
Wahrscheinlichkeitsrechnung
700
Probability theory
689
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Free
6,275
Undetermined
6,041
CC license
324
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Article
11,742
Book / Working Paper
7,724
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8
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Article in journal
10,784
Aufsatz in Zeitschrift
10,784
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
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54
Forschungsbericht
41
Bibliografie enthalten
40
Bibliography included
40
Amtsdruckschrift
28
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28
Conference proceedings
23
Dissertation u.a. Prüfungsschriften
21
Systematic review
16
Übersichtsarbeit
16
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14
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13
Mikroform
10
Case study
9
Fallstudie
9
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8
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7
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English
18,883
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
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1
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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
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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
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
Journal of mathematical finance
105
Management science : journal of the Institute for Operations Research and the Management Sciences
104
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)
19,152
RePEc
201
USB Cologne (EcoSocSci)
99
EconStor
17
Other ZBW resources
5
Showing
19,141
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19,150
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19,474
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19141
Asymptotics for linear processes
Phillips, Peter C. B.
;
Solo, Victor
-
1989
Persistent link: https://www.econbiz.de/10000870510
Saved in:
19142
Dynamic stochastic analysis of a small open economy
Mendoza, Enrique G.
-
1989
-
[Mikrofiche-Ausg.]
Persistent link: https://www.econbiz.de/10000985102
Saved in:
19143
A game-theoretic approach to the binary stochastic choice problem
Gilboa, Itzhak
;
Monderer, Dov
-
1989
Persistent link: https://www.econbiz.de/10000888551
Saved in:
19144
Option pricing with stochastic bond prices
Solnik, Bruno
;
Henrotte, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000759158
Saved in:
19145
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth
;
Obstfeld, Maurice
-
1989
Persistent link: https://www.econbiz.de/10000761140
Saved in:
19146
Nonlinear filtering of reflecting diffusion processes
Hucke, Hans-Peter
-
1989
Persistent link: https://www.econbiz.de/10013408974
Saved in:
19147
Super contact and related optimality conditions : a supplement to Avinash Dixit's: "A simplified exposition of some results concerning regulated Brownian motion"
Dumas, Bernard
-
1989
Persistent link: https://www.econbiz.de/10013452087
Saved in:
19148
Stochastic single-machine scheduling to minimize the weighted expected flow-time and maximum expected lateness subject to precedence constraints given by an OR network
Bücker, Matthias C.
-
1989
Persistent link: https://www.econbiz.de/10014459509
Saved in:
19149
Probability, random processes, and ergodic properties
Gray, Robert M.
-
1988
Persistent link: https://www.econbiz.de/10009585064
Saved in:
19150
Security markets : stochastic models
Duffie, Darrell
-
1988
-
1. [Dr.]
Persistent link: https://www.econbiz.de/10009587243
Saved in:
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