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  • Search: subject:"Stochastischer Prozess"
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Year of publication
Subject
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Stochastischer Prozess 19,675 Stochastic process 19,167 Theorie 10,780 Theory 10,541 Volatilität 4,193 Volatility 4,127 Optionspreistheorie 3,768 Option pricing theory 3,716 Mathematische Optimierung 2,683 Mathematical programming 2,670 Portfolio-Management 1,900 Portfolio selection 1,891 Zeitreihenanalyse 1,809 Time series analysis 1,751 Schätztheorie 1,697 Estimation theory 1,677 Schätzung 1,549 Estimation 1,510 Markov-Kette 1,368 Markov chain 1,366 Risiko 1,249 Risk 1,238 Optionsgeschäft 895 Option trading 893 Monte-Carlo-Simulation 878 Monte Carlo simulation 877 Statistische Verteilung 859 Statistical distribution 846 Börsenkurs 841 Dynamische Optimierung 841 Simulation 835 Dynamic programming 830 CAPM 826 Derivat 823 Derivative 821 Prognoseverfahren 819 Share price 810 Forecasting model 800 Wahrscheinlichkeitsrechnung 707 Probability theory 693
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Online availability
All
Free 6,535 Undetermined 6,003 CC license 338
Type of publication
All
Article 11,736 Book / Working Paper 8,019 Journal 9
Type of publication (narrower categories)
All
Article in journal 10,846 Aufsatz in Zeitschrift 10,846 Working Paper 3,315 Graue Literatur 3,076 Non-commercial literature 3,076 Arbeitspapier 3,005 Aufsatz im Buch 745 Book section 745 Hochschulschrift 474 Thesis 350 Lehrbuch 129 Textbook 117 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 56 Bibliografie enthalten 41 Bibliography included 41 Forschungsbericht 41 Amtsdruckschrift 28 Dissertation u.a. Prüfungsschriften 28 Government document 28 Conference proceedings 23 Systematic review 16 Übersichtsarbeit 16 Einführung 15 Festschrift 13 Article 11 Mikroform 10 Case study 9 Fallstudie 9 Reprint 8 Glossar enthalten 7 Glossary included 7 Handbook 6 Handbuch 6
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Language
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English 19,277 German 398 Undetermined 47 French 24 Polish 10 Russian 5 Spanish 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 99 Koopman, Siem Jan 82 Phillips, Peter C. B. 79 Sethi, Suresh 64 Ferrari, Giorgio 63 Chiarella, Carl 59 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 Asai, Manabu 43 Linton, Oliver 43 Yu, Jun 43 Fabozzi, Frank J. 40 Shephard, Neil G. 40 Wong, Wing Keung 39 Stein, Jerome L. 38 Elliott, Robert J. 36 Escobar, Marcos 36 Gao, Jiti 36 Gil-Alaña, Luis A. 36 Todorov, Viktor 36 Hainaut, Donatien 35 Härdle, Wolfgang 35 Zhang, Qing 35 Gendreau, Michel 34 Tsionas, Efthymios G. 34 Wong, Hoi Ying 33 Račev, Svetlozar T. 32 Kohlmann, Michael 31 Kleijnen, Jack P. C. 30 Lucas, André 30 Siu, Tak Kuen 30 Whang, Yoon-jae 30 Carr, Peter 29
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Institution
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National Bureau of Economic Research 74 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 63 Centre for Analytical Finance <Århus> 17 Springer Fachmedien Wiesbaden 9 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 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 Centre for Actuarial Studies 3 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 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 Bonn Graduate School of Economics 2 Books on Demand GmbH <Norderstedt> 2 Center for Economic Research <Tilburg> 2 Centre for Economic Policy Research 2 Chambre de commerce et d'industrie de Paris 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 European University Institute / Department of Law 2 Federal Reserve System / Division of Research and Statistics 2 HWWA-Institut für Wirtschaftsforschung 2 International Center for Financial Asset Management and Engineering 2 Kansantaloustieteen Laitos <Helsinki> 2 Meeting on Stochastic Programming <1979, Oberwolfach> 2 School of Economics and Finance <Brisbane> 2 Social Systems Research Institute 2 Springer International Publishing 2 Trinity College Dublin / Department of Economics 2 Umeå Universitet / Institutionen för Nationalekonomi 2 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 2
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Published in...
All
European journal of operational research : EJOR 745 International journal of theoretical and applied finance 360 Insurance / Mathematics & economics 336 Journal of econometrics 282 Finance and stochastics 245 Operations research 215 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 143 Discussion paper / Tinbergen Institute 142 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 109 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 108 Management science : journal of the Institute for Operations Research and the Management Sciences 107 Journal of mathematical finance 105 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
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ECONIS (ZBW) 19,298 EconStor 322 USB Cologne (EcoSocSci) 139 USB Cologne (business full texts) 2 OLC EcoSci 2 BASE 1
Showing 61 - 70 of 19,764
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Supply chain viability by integrating R-imperatives, product development, and design decisions : a stochastic programming framework
Darmian, Sobhan Mostafayi; Sgarbossa, Fabio; Fattahi, … - In: Omega : the international journal of management science 136 (2025), pp. 1-21
Persistent link: https://www.econbiz.de/10015407892
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A rolling horizon heuristic approach for a multi-stage stochastic waste collection problem
Spinelli, Andrea; Maggioni, Francesca; Ramos, Tânia … - In: European journal of operational research : EJOR 323 (2025) 1, pp. 276-296
Persistent link: https://www.econbiz.de/10015415603
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Estimating non-overfitted convex production technologies : a stochastic machine learning approach
Guillen, Maria D.; Charles, Vincent; Aparicio, Juan - In: European journal of operational research : EJOR 323 (2025) 1, pp. 224-240
Persistent link: https://www.econbiz.de/10015415547
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Stochastic approach for price optimization problems with decision-dependent uncertainty
Hikima, Yuya; Takeda, Akiko - In: European journal of operational research : EJOR 322 (2025) 2, pp. 541-553
Persistent link: https://www.econbiz.de/10015411980
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Capacity planning of renewable energy systems using stochastic dual dynamic programming
Hole, Jarant; Philpott, A. B.; Dowson, O. - In: European journal of operational research : EJOR 322 (2025) 2, pp. 573-588
Persistent link: https://www.econbiz.de/10015411996
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Pensions, income taxes, and homeownership : a cross-country analysis
Fehr, Hans; Hofmann, Maurice; Kudrna, George - In: International economic review 66 (2025) 1, pp. 143-174
Persistent link: https://www.econbiz.de/10015399126
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Resilient transportation network design with disruption uncertainty and lead times
Müllerklein, Daniel; Fontaine, Pirmin - In: European journal of operational research : EJOR 322 (2025) 3, pp. 827-840
Persistent link: https://www.econbiz.de/10015412261
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Queues with service resetting
Bonomo, Ofek Lauber; 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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Robust multilinear target-based decision analysis considering high-dimensional interactions
Feng, Qiong; Tong, Shurong; Corrente, Salvatore; Zhang, … - In: European journal of operational research : EJOR 322 (2025) 3, pp. 920-936
Persistent link: https://www.econbiz.de/10015412296
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Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment
Garces, Len Patrick Dominic M.; Shen, Yang - In: European journal of operational research : EJOR 322 (2025) 2, pp. 693-712
Persistent link: https://www.econbiz.de/10015412196
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