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  • Search: subject:"Stochastischer Prozess"
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Year of publication
Subject
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Stochastischer Prozess 15,549 Stochastic process 15,057 Theorie 8,657 Theory 8,419 Volatilität 3,509 Volatility 3,443 Optionspreistheorie 2,965 Option pricing theory 2,914 Mathematische Optimierung 1,777 Mathematical programming 1,766 Portfolio-Management 1,341 Portfolio selection 1,332 Schätzung 1,325 Zeitreihenanalyse 1,310 Estimation 1,285 Time series analysis 1,255 Schätztheorie 929 Estimation theory 910 Markov-Kette 782 Markov chain 780 Risiko 723 Risk 711 Simulation 648 Börsenkurs 630 Statistische Verteilung 610 Share price 600 Statistical distribution 598 Derivat 596 Derivative 595 USA 594 Prognoseverfahren 581 Forecasting model 563 United States 560 Monte Carlo simulation 531 Monte-Carlo-Simulation 531 Zinsstruktur 525 CAPM 520 Yield curve 519 Kontrolltheorie 512 Kapitaleinkommen 505
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Online availability
All
Free 4,760 Undetermined 4,248
Type of publication
All
Article 9,197 Book / Working Paper 6,432 Journal 6
Type of publication (narrower categories)
All
Article in journal 8,499 Aufsatz in Zeitschrift 8,499 Working Paper 2,919 Graue Literatur 2,694 Non-commercial literature 2,694 Arbeitspapier 2,610 Aufsatz im Buch 658 Book section 658 Hochschulschrift 458 Thesis 346 Lehrbuch 126 Textbook 116 Collection of articles of several authors 99 Sammelwerk 99 Conference paper 77 Konferenzbeitrag 77 Collection of articles written by one author 61 Sammlung 61 Aufsatzsammlung 55 Konferenzschrift 55 Bibliografie enthalten 40 Bibliography included 40 Forschungsbericht 36 Amtsdruckschrift 29 Government document 29 Dissertation u.a. Prüfungsschriften 28 Conference proceedings 23 Systematic review 15 Übersichtsarbeit 15 Einführung 13 Festschrift 13 Case study 9 Fallstudie 9 Mehrbändiges Werk 9 Multi-volume publication 9 Reprint 8 Glossar enthalten 7 Glossary included 7 Article 6 Handbook 6
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Language
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English 15,167 German 379 Undetermined 46 French 24 Polish 10 Russian 5 Spanish 5 Italian 3 Swedish 2 Finnish 1 Ancient Greek (to 1453) 1 Portuguese 1 Romany 1
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Author
All
McAleer, Michael 98 Koopman, Siem Jan 63 Phillips, Peter C. B. 62 Chiarella, Carl 54 Platen, Eckhard 52 Barndorff-Nielsen, Ole E. 43 Escudero, Laureano F. 43 Cui, Zhenyu 41 Asai, Manabu 40 Ferrari, Giorgio 40 Shephard, Neil G. 37 Benth, Fred Espen 36 Fabozzi, Frank J. 36 Post, Thierry 36 Takahashi, Akihiko 35 Madan, Dilip B. 34 Todorov, Viktor 33 Yu, Jun 33 Kohlmann, Michael 32 Linton, Oliver 32 Chan, Joshua 30 Escobar, Marcos 30 Gao, Jiti 29 Hainaut, Donatien 29 Clark, Todd E. 28 Elliott, Robert J. 28 Gil-Alaña, Luis A. 28 Račev, Svetlozar T. 28 Gendreau, Michel 27 Siu, Tak Kuen 27 Wong, Hoi Ying 27 Wong, Wing Keung 27 Carr, Peter 26 Bos, Charles S. 25 Nguyen, Duy 25 Riedel, Frank 25 Stein, Jerome L. 25 Grasselli, Martino 24 Küchler, Uwe 24 Mumtaz, Haroon 24
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Institution
All
National Bureau of Economic Research 65 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 60 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 University of Exeter / Department of Economics 5 Chambre de commerce et d'industrie de Paris 4 Ekonomiska forskningsinstitutet <Stockholm> 4 Judge Institute of Management Studies 4 Nuffield College 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 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 Institutionen för Skogsekonomi <Ume°a> 3 Springer-Verlag GmbH 3 University of Essex / Department of Economics 3 Weierstraß-Institut für Angewandte Analysis und Stochastik 3 Bonn Graduate School of Economics 2 Center for Economic Research <Tilburg> 2 Centre for Economic Policy Research 2 Deutsche Forschungsgemeinschaft 2 European University Institute / Department of Law 2 Federal Reserve System / Division of Research and Statistics 2 HWWA-Institut für Wirtschaftsforschung 2 Institut für Wirtschaftswissenschaften <Wien> 2 International Center for Financial Asset Management and Engineering 2 Kansantaloustieteen Laitos <Helsinki> 2 Kassel University Press GmbH 2 London School of Economics and Political Science 2 Meeting on Stochastic Programming <1979, Oberwolfach> 2 School of Economics and Finance <Brisbane> 2 Social Systems Research Institute 2 Springer International Publishing 2 Umeå Universitet / Institutionen för Nationalekonomi 2 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 2 Universitat Pompeu Fabra / Departament d'Economia i Empresa 2
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Published in...
All
European journal of operational research : EJOR 579 International journal of theoretical and applied finance 324 Insurance / Mathematics & economics 277 Journal of econometrics 209 Finance and stochastics 188 Computers & operations research : and their applications to problems of world concern ; an international journal 165 Operations research letters 156 International journal of production research 151 Quantitative finance 144 Journal of economic dynamics & control 139 Mathematics of operations research 135 Operations research 135 Discussion paper / Tinbergen Institute 122 Applied mathematical finance 116 International journal of production economics 115 Mathematical finance : an international journal of mathematics, statistics and financial theory 115 Risks : open access journal 109 The journal of computational finance 98 Computational economics 96 Economics letters 96 Journal of mathematical finance 89 Econometric reviews 81 INFORMS journal on computing : JOC 79 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 79 Annals of operations research 77 Economic modelling 77 Management science : journal of the Institute for Operations Research and the Management Sciences 77 Mathematical methods of operations research 77 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 76 Energy economics 75 Computational Management Science : CMS 73 International journal of financial engineering 73 Transportation research / E : an international journal 73 Journal of banking & finance 71 Journal of economic theory 71 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 67 Annals of finance 64 Finance research letters 64 Discussion papers of interdisciplinary research project 373 60 Econometric theory 60
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Source
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ECONIS (ZBW) 15,175 EconStor 316 USB Cologne (EcoSocSci) 139 USB Cologne (business full texts) 2 OLC EcoSci 2 BASE 1
Showing 1 - 10 of 15,635
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Computing perfect stationary equilibria in stochastic games
Li, Peixuan; Dang, Chuangyin; Herings, Peter Jean-Jacques - 2023
Persistent link: https://www.econbiz.de/10013549790
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Blood inventory management : ordering policies for hospital blood banks under uncertainty
Meneses, Maria; Marques, Inês; Barbosa-Póvoa, Ana Paula - In: International transactions in operational research : a … 30 (2023) 1, pp. 273-301
Persistent link: https://www.econbiz.de/10013417037
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Stochastic local search and parameters recommendation : a case study on flowshop problems
Pavelski, Lucas M.; Delgado, Myriam; Kessaci, … - In: International transactions in operational research : a … 30 (2023) 2, pp. 774-799
Persistent link: https://www.econbiz.de/10013417085
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A dynamic leverage stochastic volatility model
Nguyen, Hoang; Trong-Nghia Nguyen; Minh-Ngoc Tran - In: Applied economics letters 30 (2023) 1, pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
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A two-stage stochastic programming model for collaborative asset protection routing problem enhanced with machine learning : a learning-based matheuristic algorithm
Nikzad, Erfaneh; Bashiri, Mahdi - In: International journal of production research 61 (2023) 1, pp. 81-113
Persistent link: https://www.econbiz.de/10013530851
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Panel stochastic frontier model with endogenous inputs and correlated random components
Hung-pin, Lai; Kumbhakar, Subal - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 80-96
Persistent link: https://www.econbiz.de/10013540641
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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher - In: The econometrics journal 26 (2023) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
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An asynchronous parallel Benders decomposition method for stochastic network design problems
Rahmaniani, Ragheb; Crainic, Teodor Gabriel; Gendreau, … - 2023
Persistent link: https://www.econbiz.de/10013502324
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Optimal execution with stochastic delay
Cartea, Álvaro; Sánchez-Betancourt, Leandro - In: Finance and stochastics 27 (2023) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
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The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin; Hobson, David G.; Jerome, Joseph - In: Finance and stochastics 27 (2023) 1, pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
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