Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"weak convergence"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Weak convergence
82
weak convergence
75
Stochastischer Prozess
19
Theorie
19
Stochastic process
18
Theory
17
Estimation theory
15
Schätztheorie
15
Bootstrap
13
Brownian bridge
10
Option pricing theory
10
Optionspreistheorie
10
Probability theory
9
Wahrscheinlichkeitsrechnung
9
Bootstrap approach
7
Bootstrap-Verfahren
7
Portfolio selection
7
Portfolio-Management
7
Statistischer Test
7
Stochastic volatility
7
Time series analysis
7
Zeitreihenanalyse
7
Hedging
6
Statistical test
6
Volatility
6
Volatilität
6
Weak convergence of probability measures
6
empirical process
6
nonparametric regression
6
option pricing
6
Euler-Maruyama
5
Heston
5
simulation
5
Empirical process
4
Gaussian process
4
Goodness-of-fit
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Option trading
4
Optionsgeschäft
4
more ...
less ...
Online availability
All
Undetermined
111
Free
80
CC license
2
Type of publication
All
Article
127
Book / Working Paper
78
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Working Paper
22
Arbeitspapier
11
Graue Literatur
10
Non-commercial literature
10
Article
3
more ...
less ...
Language
All
Undetermined
115
English
89
Hungarian
1
Author
All
Phillips, Peter C.B.
10
Berti, Patrizia
6
Platen, Eckhard
6
Pratelli, Luca
6
Rigo, Pietro
6
Dette, Holger
5
Dolinsky, Yan
5
Koekkoek, Remmert
5
Lee, Sangyeol
5
Lord, Roger
5
Cavaliere, Giuseppe
4
Georgiev, Iliyan
4
Bo, Lijun
3
Burnecki, Krzysztof
3
Bücher, Axel
3
Cho, Jin Seo
3
Dijk, Dick van
3
Einmahl, John
3
Genest, Christian
3
Korn, Ralf
3
Küchler, Uwe
3
Prigent, Jean-Luc
3
Rahbek, Anders
3
Scaillet, Olivier
3
Staudigl, Mathias
3
Steg, Jan-Henrik
3
Wied, Dominik
3
van Keilegom, I.
3
Aly, Emad-Eldin
2
Andrews, Donald W.K.
2
Avram, Florin
2
Bayraktar, Erhan
2
Berkes, István
2
Bock, Alona
2
Boswijk, Herman Peter
2
Bouzar, Nadjib
2
Bruti-Liberati, Nicola
2
Campi, Luciano
2
Capponi, Agostino
2
Davidson, James
2
more ...
less ...
Institution
All
Cowles Foundation for Research in Economics, Yale University
12
Finance Discipline Group, Business School
3
Tilburg University, Center for Economic Research
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Departamento de Estadistica, Universidad Carlos III de Madrid
2
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
2
Econometric Society
2
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
Swiss Finance Institute
2
Business School, University of Exeter
1
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH)
1
Departamento de Economía, Pontificia Universidad Católica del Perú
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Department of Economics, Boston College
1
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
1
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
1
HAL
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institute of Economic Research, Korea University
1
National Centre of Competence in Research North South <Bern>
1
School of Economics and Management, University of Aarhus
1
School of Economics, Singapore Management University
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Tinbergen Institute
1
Tinbergen Instituut
1
Université <Genève> / Section des Hautes Etudes Commerciales
1
Økonomisk institutt, Universitetet i Oslo
1
more ...
less ...
Published in...
All
Annals of the Institute of Statistical Mathematics
17
Statistics & Probability Letters
15
Stochastic Processes and their Applications
15
Journal of Multivariate Analysis
14
Cowles Foundation Discussion Papers
12
Metrika
6
Finance and Stochastics
5
Quaderni di Dipartimento
5
Finance and stochastics
4
Insurance
4
Journal of econometrics
4
Risks : open access journal
4
Statistical Inference for Stochastic Processes
4
Discussion Paper / Tilburg University, Center for Economic Research
3
MPRA Paper
3
Mathematics of operations research
3
Research Paper Series / Finance Discipline Group, Business School
3
Risks
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
Discussion paper / Tinbergen Institute
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Econometric Society 2004 Far Eastern Meetings
2
FAME Research Paper Series
2
Mathematics and Computers in Simulation (MATCOM)
2
Networks and spatial economics : a journal of infrastructure modeling and computation
2
Operations research
2
Operations research letters
2
Preprints of the Max Planck Institute for Research on Collective Goods
2
Quaderni del Dipartimento
2
Statistics and Econometrics Working Papers
2
Technical Report
2
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
Tinbergen Institute Discussion Paper
2
Tinbergen Institute Discussion Papers
2
AStA Advances in Statistical Analysis
1
Annals of finance
1
Arbeitspapiere
1
Boston College Working Papers in Economics
1
CREATES Research Papers
1
Center for Mathematical Economics Working Papers
1
more ...
less ...
Source
All
RePEc
140
ECONIS (ZBW)
48
EconStor
14
USB Cologne (business full texts)
3
Showing
1
-
10
of
205
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Approximations of multi-period liability values by simple formulas
Engler, Nils
;
Lindskog, Filip
- In:
Insurance : mathematics and economics
123
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015432098
Saved in:
2
A unified theory of extreme Expected Shortfall inference
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2024
Persistent link: https://www.econbiz.de/10015097279
Saved in:
3
Speeding up the Euler scheme for killed diffusions
Çetin, Umut
;
Hok, Julien
- In:
Finance and stochastics
28
(
2024
)
3
,
pp. 663-707
Persistent link: https://www.econbiz.de/10015130359
Saved in:
4
Correlated equilibria for mean field games with progressive strategies
Bonesini, Ofelia
;
Campi, Luciano
;
Fischer, Markus
- In:
Mathematics of operations research
50
(
2025
)
2
,
pp. 1072-1111
Persistent link: https://www.econbiz.de/10015444096
Saved in:
5
Diffusion approximations of the ruin probability for the insurer-Reinsurer model driven by a renewal process
Burnecki, Krzysztof
;
Teuerle, Marek A.
;
Wilkowska, …
- In:
Risks : open access journal
10
(
2022
)
6
,
pp. 1-16
approximation presented here is based on the
weak
convergence
of stochastic processes, which enables one to replace the original …
Persistent link: https://www.econbiz.de/10013359170
Saved in:
6
On the relation between extremal dependence and concomitants
Khorrami Chokami, Amir
;
Kratz, Marie
-
2023
Persistent link: https://www.econbiz.de/10014327421
Saved in:
7
On approximating solutions to non-monotone variational inequality problems : an approach through the modified projection and contraction method
Duong Viet Thong
;
Vu Tien Dung
;
Pham Thi Huong Huyen
; …
- In:
Networks and spatial economics : a journal of …
24
(
2024
)
4
,
pp. 789-818
Persistent link: https://www.econbiz.de/10015195230
Saved in:
8
General conditions of
weak
convergence
of discrete-time multiplicative scheme to asset price with memory
Mišura, Julija S.
;
Ralchenko, Kostiantyn
;
Shklyar, S. V.
- In:
Risks : open access journal
8
(
2020
)
1/11
,
pp. 1-29
We present general conditions for the
weak
convergence
of a discrete-time additive scheme to a stochastic process with …
Persistent link: https://www.econbiz.de/10012204032
Saved in:
9
Alternated inertial subgradient extragradient method for equilibrium problems
Shehu, Yekini
;
Dong, Qiao-Li
;
Liu, Lulu
;
Yao, Jen Chih
- In:
Top : an official journal of the Spanish Society of …
31
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014276684
Saved in:
10
General conditions of
weak
convergence
of discrete-time multiplicative scheme to asset price with memory
Mišura, Julija S.
;
Ralchenko, Kostiantyn
;
Shklyar, S. V.
- In:
Risks
8
(
2020
)
1
,
pp. 1-29
We present general conditions for the
weak
convergence
of a discrete-time additive scheme to a stochastic process with …
Persistent link: https://www.econbiz.de/10013200546
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
