EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"diffusions"
Narrow search

Narrow search

Year of publication
Subject
All
Stochastischer Prozess 53 Stochastic process 52 Optionspreistheorie 35 Diffusions 34 Option pricing theory 34 Theorie 24 Volatilität 21 diffusions 21 Innovation diffusion 20 Innovationsdiffusion 20 Theory 20 jump diffusions 20 Volatility 17 optimal stopping 15 Zeitreihenanalyse 13 linear diffusions 13 Estimation theory 12 Markov chain 12 Schätztheorie 12 microstructure noise 12 Jump diffusions 11 Markov-Kette 11 stochastic volatility 11 Time series analysis 10 Optimal stopping 9 Option trading 9 Optionsgeschäft 9 Search theory 9 Suchtheorie 9 jump-diffusions 9 option pricing 9 Jump-diffusions 8 kernels 8 realized volatility measures 8 Derivat 7 Estimation 7 Hedging 7 Schätzung 7 Bayesian learning 6 CAPM 6
more ... less ...
Online availability
All
Undetermined 121 Free 89 CC license 6
Type of publication
All
Article 142 Book / Working Paper 89 Other 1
Type of publication (narrower categories)
All
Article in journal 66 Aufsatz in Zeitschrift 66 Working Paper 34 Graue Literatur 17 Non-commercial literature 17 Arbeitspapier 16 Article 2 Hochschulschrift 2 research-article 2 Collection of articles of several authors 1 Sammelwerk 1 Thesis 1
more ... less ...
Language
All
English 124 Undetermined 108
Author
All
Alvarez, Luis H. R. 14 Platen, Eckhard 9 Corradi, Valentina 8 Distaso, Walter 8 Bayraktar, Erhan 6 Ferrari, Giorgio 6 Koulovatianos, Christos 6 Swanson, Norman R. 6 De Angelis, Tiziano 5 Egami, Masahiko 5 Li, Lingfei 5 Bos, Charles S. 4 Wieland, Volker 4 Chiarella, Carl 3 Choi, Seungmoon 3 Filipović, Damir 3 Gruber, Peter H. 3 Hulley, Hardy 3 Koskela, Erkki 3 Larsson, Martin 3 Mayerhofer, Eberhard 3 Nikitopoulos-Sklibosios, Christina 3 Podolskij, Mark 3 Sørensen, Michael 3 Tebaldi, Claudio 3 Trojani, Fabio 3 Zhang, Gongqiu 3 Aase, Knut K. 2 Abate, Tsedeke 2 Asfawd, Solomon 2 Aït-Sahalia, Yacine 2 Bladt, Mogens 2 Bruti-Liberati, Nicola 2 Budhiraja, Amarjit 2 CECI, CLAUDIA 2 Christensen, Sören 2 Coulibaly-Pasquier, Koléhè 2 Cuchiero, Christa 2 Deopa, Neha 2 Feng, Han 2
more ... less ...
Institution
All
Finance Discipline Group, Business School 10 Department of Economics, Rutgers University-New Brunswick 4 School of Economics and Management, University of Aarhus 4 Turun Kauppakorkeakoulu, Turun Yliopisto 4 HAL 3 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 2 School of Economics, University of Adelaide 2 Society for Computational Economics - SCE 2 Swiss Finance Institute 2 Université Paris-Dauphine (Paris IX) 2 C.E.P.R. Discussion Papers 1 CESifo 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Economics, University of Bath 1 Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia 1 EconWPA 1 HEC Paris (École des Hautes Études Commerciales) 1 House of Finance, Goethe Universität Frankfurt am Main 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1 London School of Economics (LSE) 1 National Centre of Competence in Research - Financial Valuation and Risk Management 1 Rural Economy Research Centre (RERC), Irish Agriculture and Food Development Authority (Teagasc) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Institute 1 Tinbergen Instituut 1 Université Paris-Dauphine 1
more ... less ...
Published in...
All
Stochastic Processes and their Applications 13 Finance and stochastics 11 Research Paper Series / Finance Discipline Group, Business School 10 Statistical Inference for Stochastic Processes 8 Computational Statistics 7 Mathematical Methods of Operations Research 7 International Journal of Theoretical and Applied Finance (IJTAF) 6 Risks : open access journal 6 Statistics & Probability Letters 6 Finance and Stochastics 5 Journal of econometrics 5 CREATES Research Papers 4 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 4 Discussion Papers / Turun Kauppakorkeakoulu, Turun Yliopisto 4 Discussion paper 4 Mathematics of operations research 4 Working Paper 4 Center for Mathematical Economics Working Papers 3 International journal of theoretical and applied finance 3 Mathematical finance : an international journal of mathematics, statistics and financial economics 3 Research paper series / Swiss Finance Institute 3 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 3 Annals of the Institute of Statistical Mathematics 2 Applied mathematical finance 2 Computational economics 2 Decisions in Economics and Finance 2 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 2 Economics Papers from University Paris Dauphine 2 FAME Research Paper Series 2 IMFS Working Paper Series 2 International journal of financial engineering 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 Operations research letters 2 Quantitative finance 2 School of Economics Working Papers 2 Studies in Nonlinear Dynamics & Econometrics 2 Tinbergen Institute Discussion Papers 2 Working Papers / HAL 2 Working papers / TSE : WP 2 Agricultural and Food Economics 1
more ... less ...
Source
All
RePEc 123 ECONIS (ZBW) 85 EconStor 20 Other ZBW resources 2 USB Cologne (business full texts) 1 BASE 1
Showing 231 - 232 of 232
Cover Image
A diffusion defined on a fractal state space
Krebs, William B. - In: Stochastic Processes and their Applications 37 (1991) 2, pp. 199-212
In the plane, we define a fractal known as the Vicsek snowflake in terms of a family of affine contractions in 2. We show that the Vicsek snowflake is a nested fractal in the sense of Lindstrøm (1990). We define random walks on the Vicsek snowflake and explicitly find an invariant probability...
Persistent link: https://www.econbiz.de/10008873163
Saved in:
Cover Image
On a connection between the non-central [chi]2 distribution and Bessel diffusions
Chari, Ravi - In: Statistics & Probability Letters 10 (1990) 3, pp. 217-219
The noncentral [chi]2 random variable can be written as the sum of two independent random variables one of which is a (central) [chi]2 random variable and the other is known as the [chi]2 random variable with zero d.f. We give a probabilistic proof of this by using properties of the square of a...
Persistent link: https://www.econbiz.de/10005254256
Saved in:
  • First
  • Prev
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...