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Search: subject:"Stochastic processes"
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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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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
All
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
All
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
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10
of
20,641
Sort
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date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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