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  • Search: subject:"perturbation theory"
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Year of publication
Subject
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Perturbation theory 15 Stochastic process 10 Stochastischer Prozess 10 Option pricing theory 9 Optionspreistheorie 8 perturbation theory 8 Theorie 7 Theory 7 Volatility 7 Volatilität 7 Matrix Perturbation Theory 6 Rank Estimation 6 Rank Testing 6 Singular Value Decomposition 6 Derivat 5 Derivative 5 Information Theoretic Criterion 5 Panel data 5 factor models 5 interactive fixed effects 5 perturbation theory of linear operators 5 random matrix theory 5 singular perturbation theory 5 Sequential Testing Strategy 4 Subspace Methods 4 Weighting Matrices 4 stochastic volatility 4 Black-Scholes model 3 Black-Scholes-Modell 3 Correlation 3 Factor analysis 3 Faktorenanalyse 3 Korrelation 3 Panel 3 Panel study 3 Perturbation Theory 3 CAPM 2 Composed functions 2 Conjugate duality 2 Convex programming 2
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Online availability
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Undetermined 33 Free 13
Type of publication
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Article 38 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 8 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
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Undetermined 30 English 24
Author
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Ratsimalahelo, Zaka 7 Moon, Hyungsik Roger 5 Weidner, Martin 5 Baker, George A. 2 Boţ, Radu 2 Escobar, Marcos 2 Götz, Barbara 2 Johnson, J.D. 2 Ma, Yong-Ki 2 Maćkowiak, J. 2 Neykova, Daniela 2 Vargyas, Emese 2 Wanka, Gert 2 Wiśniewski, M. 2 Zagst, Rudi 2 Achilleos, V.A. 1 Besse, Philippe 1 Bremer, Ton S. van den 1 Briceño-Arias, Luis M. 1 Burtnyak, Ivan 1 CUTHBERTSON, CHARLES 1 Cai, Tuo 1 Combettes, Patrick L. 1 Correia-da-Silva, João 1 Delong, Łukasz 1 Duck, Peter 1 Faria, Gonçalo 1 Ferreira, Mário F.S. 1 Ferretti, Roberto G. 1 Frantzeskakis, D.J. 1 Freund, Robert 1 Ghazaryan, Anna 1 Grindlay, J. 1 Guérin, Hervé 1 Hatamian, S.T 1 Horikis, T.P. 1 Hoseini, S.M. 1 Huh, Jeonggyu 1 Jacobo, Juan 1 Jeon, Jaegi 1
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Institution
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EconWPA 2 Economics and Econometrics Research Institute (EERI) 1 Faculdade de Economia, Universidade do Porto 1 Santa Fe Institute 1 School of Economics and Political Science, Universität St. Gallen 1 Sloan School of Management, Massachusetts Institute of Technology (MIT) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 11 Mathematics and Computers in Simulation (MATCOM) 4 EERI Research Paper Series 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Computational economics 2 EERI research paper series 2 Econometrics 2 International journal of theoretical and applied finance 2 cemmap working paper 2 Advances in Complex Systems (ACS) 1 Advances in Data Analysis and Classification 1 American economic review 1 Applied mathematical finance 1 Computational Statistics 1 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 1 FEP Working Papers 1 International Journal of Financial Markets and Derivatives 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of financial engineering 1 Investment management and financial innovations 1 MPRA Paper 1 Mathematical Methods of Operations Research 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematical methods of operations research 1 Mathematics of operations research 1 Psychometrika 1 Statistics & Probability Letters 1 Structural change and economic dynamics : SC+ED 1 The B.E. journal of macroeconomics 1 The Journal of Real Estate Finance and Economics 1 University of St. Gallen Department of Economics working paper series 2005 1 Working Papers / Santa Fe Institute 1 Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT) 1
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Source
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RePEc 32 ECONIS (ZBW) 18 EconStor 4
Showing 51 - 54 of 54
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Perturbation theory calculation of the pressure for an electron–ion system
Baker, George A.; Johnson, J.D. - In: Physica A: Statistical Mechanics and its Applications 265 (1999) 1, pp. 129-168
By means of finite-temperature, many-body perturbation theory we derive through order e4 the corrections to an ideal …
Persistent link: https://www.econbiz.de/10010664889
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Oscillatory Behavior of the Rate of Escape through an Unstable Limit Cycle
Maier, Robert S.; Stein, Daniel L. - Santa Fe Institute - 1996
Suppose a two-dimensional dynamical system has a stable attractor that is surrounded by an unstable limit cycle. If the system is additively perturbed by white noise, the rate of escape through the limit cycle will fall off exponentially as the noise strength. The presence of this slowly...
Persistent link: https://www.econbiz.de/10005623646
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PCA stability and choice of dimensionality
Besse, Philippe - In: Statistics & Probability Letters 13 (1992) 5, pp. 405-410
constructed as a risk function and can be estimated by bootstrap or jackknife methods. Furthermore, perturbation theory is used to …
Persistent link: https://www.econbiz.de/10005138015
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Influential observations in principal factor analysis
Tanaka, Yutaka; Odaka, Yoshimasa - In: Psychometrika 54 (1989) 3, pp. 475-485
Persistent link: https://www.econbiz.de/10005603708
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