EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Stochastic process"
Narrow search

Narrow search

Year of publication
Subject
All
Stochastischer Prozess 19,193 Stochastic process 19,080 Theorie 10,443 Theory 10,440 Volatilität 4,117 Volatility 4,112 Optionspreistheorie 3,697 Option pricing theory 3,690 Mathematical programming 2,638 Mathematische Optimierung 2,638 Portfolio selection 1,871 Portfolio-Management 1,871 Zeitreihenanalyse 1,730 Time series analysis 1,720 Schätztheorie 1,661 Estimation theory 1,660 Estimation 1,504 Schätzung 1,498 Markov-Kette 1,349 Markov chain 1,348 Risk 1,228 Risiko 1,222 Option trading 885 Optionsgeschäft 885 Monte-Carlo-Simulation 865 Monte Carlo simulation 863 Statistical distribution 841 Statistische Verteilung 841 Dynamische Optimierung 823 CAPM 822 Simulation 819 Dynamic programming 818 Derivat 815 Derivative 815 Börsenkurs 809 Share price 807 Forecasting model 794 Prognoseverfahren 794 Wahrscheinlichkeitsrechnung 698 Probability theory 687
more ... less ...
Online availability
All
Free 6,247 Undetermined 6,016 CC license 320
Type of publication
All
Article 11,699 Book / Working Paper 7,711 Journal 8
Type of publication (narrower categories)
All
Article in journal 10,741 Aufsatz in Zeitschrift 10,741 Graue Literatur 3,036 Non-commercial literature 3,036 Working Paper 2,973 Arbeitspapier 2,963 Aufsatz im Buch 740 Book section 740 Hochschulschrift 464 Thesis 343 Lehrbuch 126 Textbook 114 Collection of articles of several authors 95 Sammelwerk 95 Conference paper 93 Konferenzbeitrag 93 Aufsatzsammlung 62 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
more ... less ...
Language
All
English 18,827 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
more ... less ...
Author
All
McAleer, Michael 103 Phillips, Peter C. B. 79 Koopman, Siem Jan 74 Sethi, Suresh 64 Chiarella, Carl 58 Platen, Eckhard 57 Ferrari, Giorgio 56 Cui, Zhenyu 51 Madan, Dilip B. 51 Benth, Fred Espen 50 Post, Thierry 50 Takahashi, Akihiko 50 Chan, Joshua 46 Escudero, Laureano F. 45 Barndorff-Nielsen, Ole E. 44 Yu, Jun 43 Asai, Manabu 40 Fabozzi, Frank J. 40 Linton, Oliver 40 Shephard, Neil G. 40 Gao, Jiti 39 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
more ... less ...
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
more ... less ...
Published in...
All
European journal of operational research : EJOR 714 International journal of theoretical and applied finance 360 Insurance / Mathematics & economics 336 Journal of econometrics 282 Finance and stochastics 237 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 154 Risks : open access journal 152 Applied mathematical finance 142 Discussion paper / Tinbergen Institute 140 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 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 108 Finance research letters 105 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 INFORMS journal on computing : JOC 87 Omega : the international journal of management science 84 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 Journal of banking & finance 79 Journal of economic theory 78 Working paper 77 Computational Management Science : CMS 76 Transportation research / E : an international journal 75 Scandinavian actuarial journal 73
more ... less ...
Source
All
ECONIS (ZBW) 19,096 RePEc 201 USB Cologne (EcoSocSci) 99 EconStor 17 Other ZBW resources 5
Showing 41 - 50 of 19,418
Cover Image
Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
Cao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, WenJun - 2025
Persistent link: https://www.econbiz.de/10015372122
Saved in:
Cover Image
Multi-step double barrier options under time-varying interest rates
Lee, Hangsuck; Kye, Yisub; Kong, Byungdoo; Song, Seongjoo - 2025
Persistent link: https://www.econbiz.de/10015372649
Saved in:
Cover Image
Valuing catastrophe equity put options with liquidity risk, default risk and jumps
Tang, Chao; Chen, Peimin; Zhang, Shu - 2025
Persistent link: https://www.econbiz.de/10015372584
Saved in:
Cover Image
Measure-valued processes for energy markets
Cuchiero, Christa; Di Persio, Luca; Guida, Francesco; … - 2025
Persistent link: https://www.econbiz.de/10015359128
Saved in:
Cover Image
Long-term risk with stochastic interest rates
Severino, Federico - 2025
Persistent link: https://www.econbiz.de/10015358988
Saved in:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
Cover Image
Fat-tailed DSGE models : a survey and new results
Dave, Chetan; Sorge, Marco M. - 2025
Persistent link: https://www.econbiz.de/10015372567
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...