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Search: subject:"stochastic processes"
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Stochastischer Prozess
19,262
Stochastic process
19,080
Theorie
10,492
Theory
10,479
Volatilität
4,123
Volatility
4,119
Optionspreistheorie
3,711
Option pricing theory
3,705
Mathematical programming
2,650
Mathematische Optimierung
2,650
Portfolio selection
1,879
Portfolio-Management
1,879
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
1,235
Risiko
1,227
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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6,331
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325
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Article
12,069
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7,835
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10
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8
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10,797
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3,050
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3,050
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2,994
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2,978
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740
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463
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351
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114
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Sammelwerk
96
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93
Aufsatzsammlung
63
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62
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55
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41
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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
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10
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18,961
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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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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...
All
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)
19,175
RePEc
561
USB Cologne (EcoSocSci)
106
EconStor
31
BASE
25
Other ZBW resources
24
Showing
1,621
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19,922
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1621
Dynamic pricing provides robust equilibria in stochastic ridesharing networks
Cashore, J. Massey
;
Frazier, Peter I.
;
Tardos, Éva
- In:
Mathematics of operations research
49
(
2024
)
3
,
pp. 1647-1677
Persistent link: https://www.econbiz.de/10015047762
Saved in:
1622
On strategic measures and optimality properties in discrete-time stochastic control with universally measurable policies
Yu, Huizhen
- In:
Mathematics of operations research
49
(
2024
)
3
,
pp. 1734-1760
Persistent link: https://www.econbiz.de/10015047785
Saved in:
1623
Stochastic subgradient descent escapes active strict saddles on weakly convex functions
Bianchi, Pascal
;
Hachem, Walid
;
Schechtman, Sholom
- In:
Mathematics of operations research
49
(
2024
)
3
,
pp. 1761-1790
Persistent link: https://www.econbiz.de/10015047790
Saved in:
1624
A perturbation framework for convex minimization and monotone inclusion problems with nonlinear compositions
Briceño-Arias, Luis M.
;
Combettes, Patrick L.
- In:
Mathematics of operations research
49
(
2024
)
3
,
pp. 1890-1914
Persistent link: https://www.econbiz.de/10015047846
Saved in:
1625
A localized progressive hedging algorithm for solving nonmonotone stochastic variational inequalities
Cui, Xingbang
;
Zhang, Liping
- In:
Mathematics of operations research
49
(
2024
)
3
,
pp. 1915-1937
Persistent link: https://www.econbiz.de/10015047847
Saved in:
1626
A disaggregated integer L-shaped method for stochastic vehicle routing problems with monotonic recourse
Parada, Lucas
;
Legault, Robin
;
Côté, Jean-François
; …
- In:
European journal of operational research : EJOR
318
(
2024
)
2
,
pp. 520-533
Persistent link: https://www.econbiz.de/10015047961
Saved in:
1627
Monotone additive statistics
Mu, Xiaosheng
;
Pomatto, Luciano
;
Strack, Philipp
; …
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
4
,
pp. 995-1031
Persistent link: https://www.econbiz.de/10015048010
Saved in:
1628
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
1629
Fourth-party logistics network design with demand surge : a greedy scenario-reduction and scenario-price based decomposition algorithm
Jiang, Songchen
;
Huang, Min
;
Zhang, Yuxin
;
Wang, Xingwei
; …
- In:
International journal of production economics
269
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015048802
Saved in:
1630
Portfolio management with big data
Peñaranda, Francisco
;
Sentana, Enrique
-
2024
Persistent link: https://www.econbiz.de/10015049063
Saved in:
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