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  • Search: subject:"Stochastic Processes"
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Year of publication
Subject
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Stochastischer Prozess 19,980 Stochastic process 19,797 Theorie 10,864 Theory 10,851 Volatilität 4,247 Volatility 4,243 Optionspreistheorie 3,846 Option pricing theory 3,840 Mathematical programming 2,808 Mathematische Optimierung 2,808 Portfolio selection 1,957 Portfolio-Management 1,957 Zeitreihenanalyse 1,793 Time series analysis 1,785 Estimation theory 1,744 Schätztheorie 1,744 Estimation 1,560 Schätzung 1,555 Markov chain 1,417 Markov-Kette 1,417 Risk 1,297 Risiko 1,289 Option trading 921 Optionsgeschäft 921 Monte-Carlo-Simulation 901 Monte Carlo simulation 900 Statistical distribution 881 Statistische Verteilung 881 Dynamische Optimierung 876 Dynamic programming 875 Simulation 862 Derivat 854 Derivative 854 CAPM 850 Börsenkurs 835 Forecasting model 833 Prognoseverfahren 833 Share price 832 Wahrscheinlichkeitsrechnung 729 Probability theory 722
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Online availability
All
Undetermined 6,759 Free 6,714 CC license 383
Type of publication
All
Article 12,635 Book / Working Paper 7,988 Other 10 Journal 8
Type of publication (narrower categories)
All
Article in journal 11,271 Aufsatz in Zeitschrift 11,271 Graue Literatur 3,159 Non-commercial literature 3,159 Working Paper 3,102 Arbeitspapier 3,086 Aufsatz im Buch 753 Book section 753 Hochschulschrift 464 Thesis 351 Lehrbuch 126 Textbook 114 Collection of articles of several authors 96 Sammelwerk 96 Conference paper 93 Konferenzbeitrag 93 Aufsatzsammlung 65 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 17 Systematic review 16 Übersichtsarbeit 16 Article 14 Einführung 14 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 19,680 Undetermined 540 German 372 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. 81 Koopman, Siem Jan 74 Ferrari, Giorgio 64 Sethi, Suresh 64 Chiarella, Carl 58 Platen, Eckhard 57 Madan, Dilip B. 54 Benth, Fred Espen 53 Cui, Zhenyu 51 Takahashi, Akihiko 51 Post, Thierry 50 Chan, Joshua 47 Escudero, Laureano F. 45 Barndorff-Nielsen, Ole E. 44 Yu, Jun 44 Fabozzi, Frank J. 41 Shephard, Neil G. 41 Asai, Manabu 40 Linton, Oliver 40 Wong, Wing Keung 39 Elliott, Robert J. 37 Gil-Alaña, Luis A. 37 Todorov, Viktor 37 Escobar, Marcos 36 Gao, Jiti 36 Gendreau, Michel 36 Hainaut, Donatien 36 Härdle, Wolfgang 36 Zhang, Qing 36 Tsionas, Efthymios G. 34 Wong, Hoi Ying 34 Račev, Svetlozar T. 33 Stein, Jerome L. 32 Carr, Peter 31 Siu, Tak Kuen 31 Kleijnen, Jack P. C. 30 Lucas, André 30 Whang, Yoon-jae 30 Wallace, Stein W. 29
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Institution
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National Bureau of Economic Research 75 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 63 International Monetary Fund (IMF) 38 Centre for Analytical Finance <Århus> 17 World Scientific (Firm) 16 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
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Published in...
All
European journal of operational research : EJOR 747 International journal of theoretical and applied finance 360 Insurance 336 Journal of econometrics 287 Operations research 265 Finance and stochastics 245 Quantitative finance 231 Mathematics of operations research 222 Operations research letters 196 Computers & operations research : and their applications to problems of world concern ; an international journal 194 International journal of production research 192 Computational economics 168 Risks : open access journal 166 Journal of economic dynamics & control 158 Applied mathematical finance 143 Discussion paper / Tinbergen Institute 141 International journal of production economics 141 Economics letters 132 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 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 120 Management science : journal of the Institute for Operations Research and the Management Sciences 118 Finance research letters 110 The European Physical Journal B - Condensed Matter and Complex Systems 110 Energy economics 105 Journal of mathematical finance 105 Econometric reviews 101 International journal of financial engineering 98 Mathematical methods of operations research 92 Omega : the international journal of management science 89 INFORMS journal on computing : JOC 87 Scandinavian actuarial journal 85 Working paper 84 Annals of finance 83 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 81 Annals of operations research 80 Economic modelling 80 Journal of banking & finance 79 Journal of economic theory 78
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Source
All
ECONIS (ZBW) 19,894 RePEc 561 USB Cologne (EcoSocSci) 106 EconStor 32 BASE 25 Other ZBW resources 23
Showing 1 - 10 of 20,641
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Stochastic exchange rate dynamics, intervention dynamics and the market efficiency hypothesis
Drakonakis, Emmanouil; Kotsios, Stelios - In: Computational economics 65 (2025) 1, pp. 463-481
Persistent link: https://www.econbiz.de/10015195774
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Queues with service resetting
Lauber Bonomo, Ofek; Yechiali, Uri; Reuveni, Shlomi - In: European journal of operational research : EJOR 322 (2025) 3, pp. 908-919
Persistent link: https://www.econbiz.de/10015412284
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An optional semimartingales approach to risk theory
Shahrokhabadi, Mahdieh Aminian; Melnikov, Alexander; … - In: Risks : open access journal 13 (2025) 4, pp. 1-27
. Optional semimartingales are left-continuous with right-limit stochastic processes defined on a probability space where the …
Persistent link: https://www.econbiz.de/10015408385
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Orbit while in service
Hanukov, Gabi; Yechiali, Uri - In: Operational research : an international journal 24 (2024) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10015135008
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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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On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian; Nolan, Charles - In: Journal of economic dynamics & control 162 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015050299
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Green horizons : sustainable global logistics in dynamic supply chain management
Mohammadi, Mahsa; Tosarkani, Babak Mohamadpour - In: Computers & operations research : an international journal 185 (2026), pp. 1-29
Persistent link: https://www.econbiz.de/10015519790
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The dynamic interplay between inflation, economic policy uncertainty, and economic resilience in emerging markets : a time-varying parameter stochastic volatility vector autoregression analysis
Barguellil, Achouak - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 608-617
Persistent link: https://www.econbiz.de/10015620224
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The theory of storage in a power system with stochastic demand
Biggar, Darryl; Hesamzadeh, Mohammad Reza - In: Energy economics 153 (2026), pp. 1-16
Persistent link: https://www.econbiz.de/10015620550
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The two-echelon multicommodity location-routing problem with stochastic and correlated demands
Escobar-Vargas, David; Crainic, Teodor Gabriel; Rei, Walter - 2026
Persistent link: https://www.econbiz.de/10015613599
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