//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Stochastisches Modell "
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
57
Stochastischer Prozess
57
Theorie
54
Theory
54
Volatility
14
Volatilität
14
Estimation theory
12
Schätztheorie
12
Analysis
11
Estimation
11
Mathematical analysis
11
Schätzung
11
Time series analysis
11
Zeitreihenanalyse
11
Börsenkurs
10
Share price
10
Lag model
7
Lag-Modell
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Deutschland
6
Germany
6
Hedging
5
Option pricing theory
5
Optionspreistheorie
5
Statistical test
5
Statistischer Test
5
USA
5
United States
5
Financial economics
4
Interest rate
4
Kapitalmarkttheorie
4
Portfolio selection
4
Portfolio-Management
4
Zins
4
ARCH model
3
ARCH-Modell
3
Consumer demand theory
3
Exchange rate
3
Großbritannien
3
more ...
less ...
Type of publication
All
Book / Working Paper
57
Type of publication (narrower categories)
All
Arbeitspapier
52
Graue Literatur
52
Non-commercial literature
52
Working Paper
52
Language
All
English
56
German
1
Author
All
Küchler, Uwe
8
Föllmer, Hans
5
Gil-Alaña, Luis A.
5
Platen, Eckhard
5
Bank, Peter
4
Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Buckwar, Evelyn
2
Giesecke, Kay
2
Gilsing, Hagen
2
Hafner, Christian M.
2
Herwartz, Helmut
2
Horst, Ulrich
2
Imkeller, Peter
2
Krutchenko, R. N.
2
Nussbaum, Michael
2
Riedel, Frank
2
Riedle, Markus
2
Teyssière, Gilles
2
Vasiliev, Vjatscheslav A.
2
Wu, Ching-Tang
2
Yor, Marc
2
Abe, Makoto
1
Baker, Christopher
1
Baum, Dietmar
1
Boztuğ, Yasemin
1
Butucea, Cristina
1
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
El Karoui, Nicole
1
Feldmann, David
1
Genon-Catalot, Valentine
1
Gushchin, Alexander A.
1
Guščin, Aleksandr A.
1
Hildebrandt, Lutz
1
Hoffmann, M.
1
Hong, Yongmiao
1
Horvath, Lajos
1
Jaschke, Stefan R.
1
Kim, Woocheol
1
more ...
less ...
Published in...
All
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
European journal of operational research : EJOR
624
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
164
Operations research letters
164
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
107
The journal of computational finance
103
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
84
Management science : journal of the Institute for Operations Research and the Management Sciences
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
Annals of operations research
79
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
International journal of financial engineering
78
Mathematical methods of operations research
77
Computational Management Science : CMS
73
Finance research letters
72
Journal of banking & finance
71
Journal of economic theory
71
Working paper
70
Annals of finance
68
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
Omega : the international journal of management science
66
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Credit contagion and aggregate losses
Giesecke, Kay
;
Weber, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001730356
Saved in:
2
A stochastic representation theorem with applications to optimization with and obstacle problems
Bank, Peter
;
El Karoui, Nicole
-
2002
Persistent link: https://www.econbiz.de/10001653653
Saved in:
3
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
Saved in:
4
Lyapunov exponents for linear delay equations in arbitrary phase spaces
Riedle, Markus
-
2002
Persistent link: https://www.econbiz.de/10001697766
Saved in:
5
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
6
Efficient hedging for a complete jump-diffusion model
Kirch, Michael
;
Krutchenko, R. N.
;
Melʹnikov, Aleksandr V.
-
2002
Persistent link: https://www.econbiz.de/10001684697
Saved in:
7
Correlated default with incomplete information
Giesecke, Kay
-
2002
Persistent link: https://www.econbiz.de/10001684707
Saved in:
8
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
Persistent link: https://www.econbiz.de/10001684716
Saved in:
9
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
10
Hedging and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->