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  • Search: subject:"Stochastic Processes"
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Year of publication
Subject
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Stochastischer Prozess 19,247 Stochastic process 19,065 Theorie 10,483 Theory 10,470 Volatilität 4,122 Volatility 4,118 Optionspreistheorie 3,709 Option pricing theory 3,703 Mathematical programming 2,646 Mathematische Optimierung 2,646 Portfolio selection 1,877 Portfolio-Management 1,877 Zeitreihenanalyse 1,733 Time series analysis 1,725 Estimation theory 1,668 Schätztheorie 1,668 Estimation 1,504 Schätzung 1,499 Markov chain 1,353 Markov-Kette 1,353 Risk 1,233 Risiko 1,225 Option trading 889 Optionsgeschäft 889 Monte-Carlo-Simulation 869 Monte Carlo simulation 868 Statistical distribution 841 Statistische Verteilung 841 Simulation 832 CAPM 825 Dynamische Optimierung 825 Dynamic programming 824 Derivat 819 Derivative 819 Börsenkurs 812 Share price 809 Forecasting model 800 Prognoseverfahren 800 Wahrscheinlichkeitsrechnung 699 Probability theory 692
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Online availability
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Free 6,357 Undetermined 6,324 CC license 325
Type of publication
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Article 12,056 Book / Working Paper 7,833 Other 10 Journal 8
Type of publication (narrower categories)
All
Article in journal 10,784 Aufsatz in Zeitschrift 10,784 Graue Literatur 3,049 Non-commercial literature 3,049 Working Paper 2,993 Arbeitspapier 2,977 Aufsatz im Buch 740 Book section 740 Hochschulschrift 463 Thesis 351 Lehrbuch 126 Textbook 114 Collection of articles of several authors 96 Sammelwerk 96 Conference paper 93 Konferenzbeitrag 93 Aufsatzsammlung 63 Collection of articles written by one author 62 Sammlung 62 Konferenzschrift 55 Forschungsbericht 41 Bibliografie enthalten 40 Bibliography included 40 Amtsdruckschrift 28 Government document 28 Conference proceedings 24 Dissertation u.a. Prüfungsschriften 21 research-article 18 Systematic review 16 Übersichtsarbeit 16 Einführung 14 Article 13 Festschrift 13 Mikroform 10 Case study 9 Fallstudie 9 Reprint 8 Glossar enthalten 7 Glossary included 7 Handbook 6
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Language
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English 18,946 Undetermined 540 German 371 French 23 Polish 11 Spanish 11 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 92 Phillips, Peter C. B. 80 Koopman, Siem Jan 74 Sethi, Suresh 64 Chiarella, Carl 58 Ferrari, Giorgio 57 Platen, Eckhard 57 Madan, Dilip B. 53 Benth, Fred Espen 52 Cui, Zhenyu 51 Takahashi, Akihiko 51 Post, Thierry 50 Chan, Joshua 46 Escudero, Laureano F. 45 Barndorff-Nielsen, Ole E. 44 Yu, Jun 43 Fabozzi, Frank J. 41 Asai, Manabu 40 Linton, Oliver 40 Shephard, Neil G. 40 Wong, Wing Keung 39 Elliott, Robert J. 36 Gao, Jiti 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 Račev, Svetlozar T. 33 Wong, Hoi Ying 33 Stein, Jerome L. 32 Carr, Peter 31 Kleijnen, Jack P. C. 30 Lucas, André 30 Siu, Tak Kuen 30 Whang, Yoon-jae 30 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) 38 Centre for Analytical Finance <Århus> 17 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 14 Tilburg University, Center for Economic Research 11 Springer Fachmedien Wiesbaden 9 Department of Economics, University of Washington 6 Econometrisch Instituut <Rotterdam> 6 Erasmus Research Institute of Management 6 International Monetary Fund 5 Queen Mary College / Department of Economics 5 Tilburg University, School of Economics and Management 5 Aarhus Universitet / Afdeling for Nationaløkonomi 4 Ekonomiska forskningsinstitutet <Stockholm> 4 HWWA Institut für Wirtschaftsforschung 4 Institutionen för Skogsekonomi <Umeå> 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 Economic Research, Universiteit van Tilburg 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 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 3 EconWPA 3 Econometrics Research Program, Department of Economics 3 European University Institute / Department of Economics 3 Faculté des Sciences Économiques, Sociales et de Gestion (FSESG), Université de Namur 3 HAL 3 Springer-Verlag GmbH 3 University of Chicago / Graduate School of Business 3 University of Essex / Department of Economics 3 University of Western Ontario, Department of Economics 3 Université Paris-Dauphine (Paris IX) 3 Walter de Gruyter GmbH & Co. KG 3 Weierstraß-Institut für Angewandte Analysis und Stochastik 3 Bonn Graduate School of Economics 2 Books on Demand GmbH <Norderstedt> 2
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Published in...
All
European journal of operational research : EJOR 722 International journal of theoretical and applied finance 360 Insurance / Mathematics & economics 336 Journal of econometrics 283 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 131 Economics letters 127 Physica A: Statistical Mechanics and its Applications 126 The journal of computational finance 124 Mathematical finance : an international journal of mathematics, statistics and financial theory 122 The European Physical Journal B - Condensed Matter and Complex Systems 110 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 Working paper 81 Annals of operations research 80 Economic modelling 80 Journal of banking & finance 79 Journal of economic theory 78 Computational Management Science : CMS 76
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Source
All
ECONIS (ZBW) 19,160 RePEc 561 USB Cologne (EcoSocSci) 106 EconStor 31 BASE 25 Other ZBW resources 24
Showing 31 - 40 of 19,907
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Optimizing sequential decision-making under risk : strategic allocation with switching penalties
Malekipirbazari, Milad - In: European journal of operational research : EJOR 321 (2025) 1, pp. 160-176
Persistent link: https://www.econbiz.de/10015094944
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Measure-valued processes for energy markets
Cuchiero, Christa; Di Persio, Luca; Guida, Francesco; … - 2025
Persistent link: https://www.econbiz.de/10015359128
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Long-term risk with stochastic interest rates
Severino, Federico - 2025
Persistent link: https://www.econbiz.de/10015358988
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Pricing options on the maximum or the minimum of several assets with default risk
Zhang, Jiayi; Zhou, Ke - 2025
Persistent link: https://www.econbiz.de/10015338077
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A comprehensive stochastic programming model for transfer synchronization in transit networks
Ansarilari, Zahra; Bodur, Merve; Shalaby, Amer - In: Computers & operations research : an international journal 179 (2025), pp. 1-32
Persistent link: https://www.econbiz.de/10015338567
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Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation
Jin, Bingzi; Xu, Xiaojie - In: Asian journal of economics and banking : AJEB 9 (2025) 1, pp. 64-82
Purpose - Developing price forecasts for various agricultural commodities has long been a significant undertaking for a variety of agricultural market players. The weekly wholesale price of edible oil in the Chinese market over a ten-year period, from January 1, 2010 to January 3, 2020, is the...
Persistent link: https://www.econbiz.de/10015339298
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Joint dynamic pricing and marketing-mix strategies for revenue management applications with stochastic demand
Schlosser, Rainer; Chenavaz, Régis Y. - In: International transactions in operational research : a … 32 (2025) 3, pp. 1566-1592
Persistent link: https://www.econbiz.de/10015338223
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Fat-tailed DSGE models : a survey and new results
Dave, Chetan; Sorge, Marco M. - 2025
Persistent link: https://www.econbiz.de/10015372567
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Multi-stage stochastic frontier analysis for simple networks
Johnes, Geraint; Tsionas, Efthymios G.; Izzeldin, Marwan - In: International transactions in operational research : a … 32 (2025) 5, pp. 2497-2522
Persistent link: https://www.econbiz.de/10015375681
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Unlocking university efficiency : a Bayesian stochastic frontier analysis
García-Tórtola, Zaira; Conesa, David; Crespo, Joan; … - In: International transactions in operational research : a … 32 (2025) 5, pp. 2620-2644
Persistent link: https://www.econbiz.de/10015375743
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