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  • Search: subject:"stochastic processes"
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Year of publication
Subject
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Stochastischer Prozess 19,257 Stochastic process 19,075 Theorie 10,489 Theory 10,476 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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Online availability
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Free 6,363 Undetermined 6,328 CC license 325
Type of publication
All
Article 12,065 Book / Working Paper 7,834 Other 10 Journal 8
Type of publication (narrower categories)
All
Article in journal 10,793 Aufsatz in Zeitschrift 10,793 Graue Literatur 3,049 Non-commercial literature 3,049 Working Paper 2,993 Arbeitspapier 2,977 Aufsatz im Buch 740 Book section 740 Hochschulschrift 463 Thesis 351 Lehrbuch 126 Textbook 114 Collection of articles of several authors 96 Sammelwerk 96 Conference paper 93 Konferenzbeitrag 93 Aufsatzsammlung 63 Collection of articles written by one author 62 Sammlung 62 Konferenzschrift 55 Forschungsbericht 41 Bibliografie enthalten 40 Bibliography included 40 Amtsdruckschrift 28 Government document 28 Conference proceedings 24 Dissertation u.a. Prüfungsschriften 21 research-article 18 Systematic review 16 Übersichtsarbeit 16 Einführung 14 Article 13 Festschrift 13 Mikroform 10 Case study 9 Fallstudie 9 Reprint 8 Glossar enthalten 7 Glossary included 7 Handbook 6
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Language
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English 18,956 Undetermined 540 German 371 French 23 Polish 11 Spanish 11 Russian 5 Italian 3 Swedish 2 Finnish 1 Ancient Greek (to 1453) 1 Portuguese 1 Romanian 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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Institution
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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 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
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ECONIS (ZBW) 19,170 RePEc 561 USB Cologne (EcoSocSci) 106 EconStor 31 BASE 25 Other ZBW resources 24
Showing 501 - 510 of 19,917
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On the growth rate of superadditive processes and the stability of functional GARCH models
Kandji, Baye Matar - 2023
Persistent link: https://www.econbiz.de/10014321021
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From optimal martingales to randomized dual optimal stopping
Belomestny, Denis; Schoenmakers, John - In: Quantitative finance 23 (2023) 7/8, pp. 1099-1113
Persistent link: https://www.econbiz.de/10014321666
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On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model
Stead, Alexander D.; Wheat, Phill; Greene, William - In: Journal of productivity analysis : an official journal … 60 (2023) 1, pp. 37-48
Persistent link: https://www.econbiz.de/10014323637
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Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
Budhi Arta Surya; Wang, Wenyuan; Zhao, Xianghua; Zhou, … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 97-122
Persistent link: https://www.econbiz.de/10014325014
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Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 123-152
Persistent link: https://www.econbiz.de/10014325034
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Relocatable modular capacities in risk aware strategic supply network planning under demand uncertainty
Kayser, Ariane; Sahling, Florian - In: Schmalenbach journal of business research : SBUR 75 (2023) 1, pp. 1-35
We propose a new model formulation for a three-echelon supply network design problem incorporating the concept of relocatable modular capacities. A robust supply network configuration must be determined based on uncertain demand. Furthermore, by incorporating the conditional value at risk...
Persistent link: https://www.econbiz.de/10014325736
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Minimum wage spillover effects and social welfare in a model of stochastic job matching
Nanos, Panagiotis - In: Journal of public economic theory 25 (2023) 4, pp. 753-802
Persistent link: https://www.econbiz.de/10014326473
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Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong; Fang, Shaomei; He, Yong - In: Computational economics 61 (2023) 4, pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
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Implementation of variance reduction techniques applied to the pricing of investment certificates
Bottasso, Anna; Fusaro, Michelangelo; Giribone, Pier … - In: Risk management magazine 18 (2023) 1, pp. 19-42
Certificates are structured financial instruments that aim to provide investors with investment solutions tailored to their needs. Certificates can be modeled using a bond component and a derivative component, typically an options strategy. The pricing of certificates is typically performed...
Persistent link: https://www.econbiz.de/10014327175
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Modeling tail dependence using stochastic volatility model
Kim, See-Woo; Ma, Yong-Ki; Necula, Ciprian - In: Computational economics 62 (2023) 1, pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
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