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Search: subject:"diffusion models"
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Subject
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Innovation diffusion
43
Diffusion models
42
Innovationsdiffusion
42
Stochastischer Prozess
41
Stochastic process
40
Optionspreistheorie
38
diffusion models
38
Option pricing theory
37
Theorie
37
Theory
35
Volatilität
34
Volatility
33
Forecasting model
22
Prognoseverfahren
22
Jump-diffusion models
21
Option trading
15
Optionsgeschäft
15
Zeitreihenanalyse
15
Time series analysis
14
Diffusion Models
13
Markov chain
13
Markov-Kette
13
Monte-Carlo-Simulation
13
Estimation
12
Monte Carlo simulation
12
Schätzung
12
jump-diffusion models
12
Capital income
10
Estimation theory
10
Kapitaleinkommen
10
Schätztheorie
10
Innovation
8
stochastic volatility
8
Consumer behaviour
7
Derivat
7
Derivative
7
Konsumentenverhalten
7
forecasting
7
Central Limit Theorem
6
High-Frequency Data
6
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Online availability
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Undetermined
105
Free
69
CC license
1
Type of publication
All
Article
148
Book / Working Paper
63
Type of publication (narrower categories)
All
Article in journal
91
Aufsatz in Zeitschrift
91
Working Paper
29
Arbeitspapier
18
Graue Literatur
17
Non-commercial literature
17
Thesis
2
Conference Paper
1
Research Report
1
research-article
1
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Language
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English
133
Undetermined
77
German
1
Author
All
Podolskij, Mark
9
Guseo, Renato
7
Kinnebrock, Silja
7
Rodrigues, Paulo Jorge Maurício
6
Seeger, Norman
6
Ignatieva, Ekaterina
5
Lohse, Johannes
5
Merkel, Anna
5
Dalla Valle, Alessandra
4
Furlan, Claudia
4
Gentle, James E.
4
Härdle, Wolfgang Karl
4
Koster, Maurice
4
Lindner, Ines
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
Molina, Elisenda
4
Pollastri, Alessandro
4
Schlag, Christian
4
Dyussekeneva, Karima
3
Filipović, Damir
3
Franses, Philip Hans
3
Goodwin, Paul
3
Guidolin, Mariangela
3
Horst, Ulrich
3
Kaur, Harleen
3
Lechman, Ewa
3
Marszk, Adam
3
Meeran, Sheik
3
Mortarino, Cinzia
3
Takahashi, Akihiko
3
Albuquerque, Paulo
2
Babin, Gilbert
2
Bacha, Radia
2
Bayraktar, Erhan
2
Bollinger, Bryan
2
Bruckner, Thomas
2
Bégin, Jean-François
2
Cai, Ning
2
Ceci, Claudia
2
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Institution
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School of Economics and Management, University of Aarhus
3
Department of Economics, Oxford University
2
Finance Research Centre, Oxford University
2
HAL
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Berkeley Electronic Press
1
C.E.P.R. Discussion Papers
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Econometrics and Business Statistics, Monash Business School
1
EconWPA
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
European Central Bank
1
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
1
Gazdaság- és Társadalomtudományi Kar, Szent István Egyetem
1
Institut für Weltwirtschaft (IfW)
1
Networks Financial Institute, Scott College of Business
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Instituut
1
University of Toronto, Department of Economics
1
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Published in...
All
Technological forecasting & social change : an international journal
7
Management Science
6
Physica A: Statistical Mechanics and its Applications
6
Energy economics
5
International journal of forecasting
5
Marketing Science
5
European journal of operational research : EJOR
4
Finance and Stochastics
4
International journal of theoretical and applied finance
4
CREATES Research Papers
3
International Journal of Forecasting
3
Journal of banking & finance
3
Journal of empirical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Marketing science
3
Beiträge des Instituts für Infrastruktur und Ressourcenmanagement
2
Discussion Paper Series
2
Discussion paper series / University of Heidelberg, Department of Economics
2
Economics Series Working Papers / Department of Economics, Oxford University
2
Estudios de Economía Aplicada
2
International review of financial analysis
2
Journal of economic dynamics & control
2
MPRA Paper
2
Mathematics of operations research
2
OFRC Working Papers Series
2
Operations research letters
2
Post-Print / HAL
2
Renewable and Sustainable Energy Reviews
2
Research paper series / Swiss Finance Institute
2
Review of quantitative finance and accounting
2
SFB 649 Discussion Paper
2
SFB 649 Discussion Papers
2
Telecommunications policy : the international journal on knowledge infrastructure development, management and regulation
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
31st European Conference of the International Telecommunications Society (ITS): "Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes", Gothenburg, Sweden, 20th - 21st June 2022
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Abante
1
Applied Mathematical Finance
1
Bulletin of the Szent Istvan University
1
Business Economics Working Papers
1
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Source
All
ECONIS (ZBW)
109
RePEc
84
EconStor
13
BASE
4
Other ZBW resources
1
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1
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211
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1
Generating the term structure of interest rates with
diffusion
models
Fukunishi, Yosuke
;
Qiu, Haorong
;
Takahashi, Akihiko
;
Ye, Fan
-
2025
Persistent link: https://www.econbiz.de/10015467236
Saved in:
2
Generation of synthetic financial time series by
diffusion
models
Takahashi, Tomonori
;
Mizuno, Takayuki
- In:
Quantitative finance
25
(
2025
)
10
,
pp. 1507-1516
Persistent link: https://www.econbiz.de/10015534204
Saved in:
3
Generating the term structure of interest rates with
diffusion
models
Fukunishi, Yosuke
;
Qiu, Haorong
;
Takahashi, Akihiko
;
Ye, Fan
-
2025
-
Revised version:November 30, 2025
Persistent link: https://www.econbiz.de/10015553639
Saved in:
4
A selective survey on mathematical programmings in macroeconomics
Cai, Zongwu
;
Hu, Jingxian
-
2025
Persistent link: https://www.econbiz.de/10015386813
Saved in:
5
The stochastic behavior of electricity prices under scrutiny : evidence from spot and futures markets
Bégin, Jean-François
;
Gómez, Fabio
;
Ignatieva, Ekaterina
- In:
Energy economics
144
(
2025
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015583207
Saved in:
6
Empirical analysis of crude oil dynamics using affine vs. non-affine jump-
diffusion
models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Journal of empirical finance
78
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015101647
Saved in:
7
The role of civic capital on vaccination
Buonanno, Paolo
;
Galletta, Sergio
;
Puca, Marcello
- In:
Health economics
32
(
2023
)
5
,
pp. 993-999
Persistent link: https://www.econbiz.de/10014278025
Saved in:
8
The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices
Arık, Ayşe
;
Uğur, Ömür
;
Kleinow, Torsten
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 392-417
Persistent link: https://www.econbiz.de/10014320277
Saved in:
9
Flowers and bees: spatial network effects in the adoption of a sharing-economy platform
Stourm, Ludovic
;
Albuquerque, Paulo
-
2023
Persistent link: https://www.econbiz.de/10014474805
Saved in:
10
Electric vehicle forecasts : a review of models and methods including diffusion and substitution effects
Domarchi, Cristian
;
Cherchi, Elisabetta
- In:
Transport reviews : a transnational transdisciplinary …
43
(
2023
)
6
,
pp. 1118-1143
Persistent link: https://www.econbiz.de/10014414327
Saved in:
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