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Search: subject:"stochastic processes"
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Stochastischer Prozess
19,256
Stochastic process
19,074
Theorie
10,488
Theory
10,475
Volatilität
4,122
Volatility
4,118
Optionspreistheorie
3,709
Option pricing theory
3,703
Mathematical programming
2,649
Mathematische Optimierung
2,649
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
1,354
Markov-Kette
1,354
Risk
1,234
Risiko
1,226
Option trading
889
Optionsgeschäft
889
Monte-Carlo-Simulation
869
Monte Carlo simulation
868
Statistical distribution
841
Statistische Verteilung
841
Simulation
833
Dynamische Optimierung
827
Dynamic programming
826
CAPM
825
Derivat
819
Derivative
819
Börsenkurs
812
Share price
809
Forecasting model
800
Prognoseverfahren
800
Wahrscheinlichkeitsrechnung
700
Probability theory
693
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Free
6,363
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6,327
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325
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Article
12,065
Book / Working Paper
7,833
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10
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8
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Article in journal
10,793
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3,049
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3,049
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2,993
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2,977
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740
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463
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351
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126
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114
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Sammelwerk
96
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93
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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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40
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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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9
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English
18,955
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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
Journal of mathematical finance
105
Management science : journal of the Institute for Operations Research and the Management Sciences
104
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)
19,169
RePEc
561
USB Cologne (EcoSocSci)
106
EconStor
31
BASE
25
Other ZBW resources
24
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341
Variance swaps with mean reversion and multi-factor variance
Wu, Bin
;
Chen, Pengzhan
;
Ye, Wuyi
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
Saved in:
342
Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure
Zhang, Caibin
;
Liang, Zhibin
;
Yuan, Yu
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 213-227
Persistent link: https://www.econbiz.de/10014562822
Saved in:
343
A preventive maintenance policy and a method to approximate the failure process for multi-component systems
Wu, Shaomin
;
Asadi, Majid
- In:
European journal of operational research : EJOR
318
(
2024
)
3
,
pp. 825-835
Persistent link: https://www.econbiz.de/10015048171
Saved in:
344
On Gaussian Markov processes and Polya processes
Fendick, Kerry
;
Whitt, Ward
- In:
Operations research letters : a journal of INFORMS …
52
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015049109
Saved in:
345
Variance Gamma process in the option pricing model
Drahokoupil, Jakub
-
2021
Persistent link: https://www.econbiz.de/10012493120
Saved in:
346
Editorial: AStA Advances in Statistical Analysis (2023) 107
Haupt, Harry
;
Kneib, Thomas
;
Okhrin, Yarema
- In:
AStA Advances in Statistical Analysis
107
(
2023
)
3
,
pp. 393-396
Persistent link: https://www.econbiz.de/10015191358
Saved in:
347
Multi-agent natural actor-critic reinforcement learning algorithms
Trivedi, Prashant
;
Hemachandra, Nandyala
- In:
Dynamic games and applications : DGA
13
(
2023
)
1
,
pp. 25-55
Persistent link: https://www.econbiz.de/10014225774
Saved in:
348
A two-stage stochastic programming model for collaborative asset protection routing problem enhanced with machine learning : a learning-based matheuristic algorithm
Nikzad, Erfaneh
;
Bashiri, Mahdi
- In:
International journal of production research
61
(
2023
)
1
,
pp. 81-113
Persistent link: https://www.econbiz.de/10013530851
Saved in:
349
Optimising the fermentation throughput in biomanufacturing with bleed-feed
Koca, Yesim
;
Martagan, Tugce
;
Adan, Ivo
- In:
International journal of production research
61
(
2023
)
2
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013530992
Saved in:
350
Stochastic Langevin Monte Carlo for (weakly) log-concave posterior distributions
Crespo Navas, Marelys
;
Gadat, Sébastien
;
Gendre, Xavier
-
2023
Persistent link: https://www.econbiz.de/10013486257
Saved in:
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