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Search: subject:"stochastic processes"
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Stochastischer Prozess
19,260
Stochastic process
19,078
Theorie
10,490
Theory
10,477
Volatilität
4,123
Volatility
4,119
Optionspreistheorie
3,711
Option pricing theory
3,705
Mathematical programming
2,650
Mathematische Optimierung
2,650
Portfolio selection
1,878
Portfolio-Management
1,878
Zeitreihenanalyse
1,733
Time series analysis
1,725
Estimation theory
1,668
Schätztheorie
1,668
Estimation
1,504
Schätzung
1,499
Markov chain
1,355
Markov-Kette
1,355
Risk
1,234
Risiko
1,226
Option trading
890
Optionsgeschäft
890
Monte-Carlo-Simulation
869
Monte Carlo simulation
868
Statistical distribution
842
Statistische Verteilung
842
Simulation
833
Dynamische Optimierung
828
Dynamic programming
827
CAPM
825
Derivat
819
Derivative
819
Börsenkurs
812
Share price
809
Forecasting model
800
Prognoseverfahren
800
Wahrscheinlichkeitsrechnung
701
Probability theory
694
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Free
6,365
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6,329
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325
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Article
12,067
Book / Working Paper
7,835
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10
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8
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Article in journal
10,795
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10,795
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3,050
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3,050
Working Paper
2,994
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2,978
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740
Book section
740
Hochschulschrift
463
Thesis
351
Lehrbuch
126
Textbook
114
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96
Sammelwerk
96
Conference paper
93
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93
Aufsatzsammlung
63
Collection of articles written by one author
62
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55
Forschungsbericht
41
Bibliografie enthalten
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Amtsdruckschrift
28
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24
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21
research-article
18
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16
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16
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14
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13
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13
Mikroform
10
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English
18,959
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540
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371
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23
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11
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5
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3
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2
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1
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1
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Author
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McAleer, Michael
92
Phillips, Peter C. B.
80
Koopman, Siem Jan
74
Sethi, Suresh
64
Chiarella, Carl
58
Ferrari, Giorgio
57
Platen, Eckhard
57
Madan, Dilip B.
53
Benth, Fred Espen
52
Cui, Zhenyu
51
Takahashi, Akihiko
51
Post, Thierry
50
Chan, Joshua
46
Escudero, Laureano F.
45
Barndorff-Nielsen, Ole E.
44
Yu, Jun
43
Fabozzi, Frank J.
41
Asai, Manabu
40
Linton, Oliver
40
Shephard, Neil G.
40
Wong, Wing Keung
39
Elliott, Robert J.
36
Gao, Jiti
36
Todorov, Viktor
36
Escobar, Marcos
35
Gil-Alaña, Luis A.
35
Hainaut, Donatien
35
Härdle, Wolfgang
35
Zhang, Qing
35
Gendreau, Michel
34
Tsionas, Efthymios G.
34
Račev, Svetlozar T.
33
Wong, Hoi Ying
33
Stein, Jerome L.
32
Carr, Peter
31
Kleijnen, Jack P. C.
30
Lucas, André
30
Siu, Tak Kuen
30
Whang, Yoon-jae
30
Schenk-Hoppé, Klaus Reiner
28
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National Bureau of Economic Research
74
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
International Monetary Fund (IMF)
38
Centre for Analytical Finance <Århus>
17
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
14
Tilburg University, Center for Economic Research
11
Springer Fachmedien Wiesbaden
9
Department of Economics, University of Washington
6
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
International Monetary Fund
5
Queen Mary College / Department of Economics
5
Tilburg University, School of Economics and Management
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Ekonomiska forskningsinstitutet <Stockholm>
4
HWWA Institut für Wirtschaftsforschung
4
Institutionen för Skogsekonomi <Umeå>
4
Judge Institute of Management Studies
4
Nuffield College
4
University of Exeter / Department of Economics
4
Australian National University / Faculty of Economics and Commerce
3
CentER for Economic Research, Universiteit van Tilburg
3
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
3
EconWPA
3
Econometrics Research Program, Department of Economics
3
European University Institute / Department of Economics
3
Faculté des Sciences Économiques, Sociales et de Gestion (FSESG), Université de Namur
3
HAL
3
Springer-Verlag GmbH
3
University of Chicago / Graduate School of Business
3
University of Essex / Department of Economics
3
University of Western Ontario, Department of Economics
3
Université Paris-Dauphine (Paris IX)
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
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Published in...
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European journal of operational research : EJOR
730
International journal of theoretical and applied finance
360
Insurance / Mathematics & economics
336
Journal of econometrics
283
Finance and stochastics
245
Operations research
213
Quantitative finance
210
Mathematics of operations research
207
Operations research letters
196
Computers & operations research : and their applications to problems of world concern ; an international journal
194
International journal of production research
189
Journal of economic dynamics & control
153
Risks : open access journal
153
Applied mathematical finance
142
Discussion paper / Tinbergen Institute
141
Computational economics
139
International journal of production economics
131
Economics letters
127
Physica A: Statistical Mechanics and its Applications
126
The journal of computational finance
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
The European Physical Journal B - Condensed Matter and Complex Systems
110
Finance research letters
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Journal of mathematical finance
105
Econometric reviews
98
Energy economics
93
Mathematical methods of operations research
92
International journal of financial engineering
90
Omega : the international journal of management science
89
INFORMS journal on computing : JOC
87
Annals of finance
82
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
81
Working paper
81
Annals of operations research
80
Economic modelling
80
Journal of banking & finance
79
Journal of economic theory
78
Computational Management Science : CMS
76
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Source
All
ECONIS (ZBW)
19,173
RePEc
561
USB Cologne (EcoSocSci)
106
EconStor
31
BASE
25
Other ZBW resources
24
Showing
1,341
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1341
En-route charge scheduling for an electric bus network : stochasticity and real-world practice
Zeng, Ziling
;
Wang, Tingsong
;
Qu, Xiaobo
- In:
Transportation research : an international journal
185
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015078359
Saved in:
1342
Estimating Markov chain mixing times : convergence rate towards equilibrium of a stochastic process traffic assignment model
Iryo, Takamasa
;
Watling, David
;
Hazelton, Martin
-
2024
Persistent link: https://www.econbiz.de/10015359257
Saved in:
1343
A mutual catastrophe insurance framework for horizontal collaboration in prepositioning strategic reserves
Zbib, Hani
;
Balcik, Burcu
;
Rancourt, Marie-Ève
; …
- In:
Operations research
72
(
2024
)
5
,
pp. 2014-2041
Persistent link: https://www.econbiz.de/10015361764
Saved in:
1344
Technical note: on hiring secretaries with stochastic departures
Kesselheim, Thomas
;
Psomas, Alexandros
;
Vardi, Shai
- In:
Operations research
72
(
2024
)
5
,
pp. 2076-2081
Persistent link: https://www.econbiz.de/10015361767
Saved in:
1345
Real-time spatial-intertemporal pricing and relocation in a ride-hailing network : near-optimal policies and the value of dynamic pricing
Chen, Qi
;
Lei, Yanzhe
;
Jasin, Stefanus
- In:
Operations research
72
(
2024
)
5
,
pp. 2097-2118
Persistent link: https://www.econbiz.de/10015361769
Saved in:
1346
Survey of dynamic resource-constrained reward collection problems : unified model and analysis
Balseiro, Santiago R.
;
Besbes, Omar
;
Pizarro, Dana
- In:
Operations research
72
(
2024
)
5
,
pp. 2168-2189
Persistent link: https://www.econbiz.de/10015361773
Saved in:
1347
A converging Benders’ decomposition algorithm for two-stage mixed-integer recourse models
Laan, Niels van der
;
Romeijnders, Ward
- In:
Operations research
72
(
2024
)
5
,
pp. 2190-2214
Persistent link: https://www.econbiz.de/10015361774
Saved in:
1348
An exponential cone programming approach for managing electric vehicle charging
Chen, Li
;
He, Long
;
Zhou, Yangfang
- In:
Operations research
72
(
2024
)
5
,
pp. 2215-2240
Persistent link: https://www.econbiz.de/10015361807
Saved in:
1349
The generalized c/μ rule for queues with heterogeneous server pools
Long, Zhenghua
;
Zhang, Hailun
;
Zhang, Jiheng
;
Zhang, …
- In:
Operations research
72
(
2024
)
6
,
pp. 2488-2506
Persistent link: https://www.econbiz.de/10015371481
Saved in:
1350
Adaptive importance sampling for efficient stochastic root finding and quantile estimation
He, Shengyi
;
Jiang, Guangxin
;
Lam, Henry
;
Fu, Michael
- In:
Operations research
72
(
2024
)
6
,
pp. 2612-2630
Persistent link: https://www.econbiz.de/10015371528
Saved in:
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