//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research 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_exact:"Bernoulli-Prozess"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic process
16,677
Stochastischer Prozess
16,677
Theorie
9,281
Theory
9,280
Volatilität
3,796
Volatility
3,793
Optionspreistheorie
3,176
Option pricing theory
3,172
Mathematical programming
2,069
Mathematische Optimierung
2,069
Portfolio selection
1,455
Portfolio-Management
1,455
Estimation
1,404
Schätzung
1,401
Zeitreihenanalyse
1,371
Time series analysis
1,368
Estimation theory
1,003
Schätztheorie
1,003
Markov-Kette
871
Markov chain
870
Risk
802
Risiko
798
Simulation
721
Statistical distribution
654
Statistische Verteilung
654
Börsenkurs
646
Share price
644
Forecasting model
642
Prognoseverfahren
642
Derivat
637
Derivative
637
Monte-Carlo-Simulation
587
Monte Carlo simulation
585
USA
569
United States
569
Bayesian inference
557
CAPM
557
Dynamic programming
554
Bayes-Statistik
552
Yield curve
552
more ...
less ...
Online availability
All
Free
5,213
Undetermined
4,947
Type of publication
All
Article
10,051
Book / Working Paper
6,619
Journal
7
Type of publication (narrower categories)
All
Article in journal
9,315
Aufsatz in Zeitschrift
9,315
Graue Literatur
2,813
Non-commercial literature
2,813
Arbeitspapier
2,725
Working Paper
2,725
Aufsatz im Buch
673
Book section
673
Hochschulschrift
439
Thesis
333
Lehrbuch
120
Textbook
107
Collection of articles of several authors
90
Sammelwerk
90
Conference paper
81
Konferenzbeitrag
81
Collection of articles written by one author
60
Sammlung
60
Aufsatzsammlung
54
Konferenzschrift
46
Bibliografie enthalten
37
Bibliography included
37
Forschungsbericht
36
Amtsdruckschrift
26
Government document
26
Conference proceedings
20
Systematic review
16
Übersichtsarbeit
16
Festschrift
11
Case study
9
Einführung
9
Fallstudie
9
Mehrbändiges Werk
9
Multi-volume publication
9
Reprint
8
Glossar enthalten
6
Glossary included
6
Handbook
6
Handbuch
6
Mikroform
6
more ...
less ...
Language
All
English
16,319
German
316
French
21
Polish
10
Russian
5
Spanish
5
Italian
3
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Portuguese
1
Romanian
1
more ...
less ...
Author
All
McAleer, Michael
93
Phillips, Peter C. B.
75
Koopman, Siem Jan
62
Chiarella, Carl
54
Platen, Eckhard
52
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Asai, Manabu
39
Madan, Dilip B.
38
Benth, Fred Espen
37
Chan, Joshua
37
Fabozzi, Frank J.
37
Shephard, Neil G.
37
Gao, Jiti
35
Todorov, Viktor
34
Escobar, Marcos
33
Elliott, Robert J.
31
Hainaut, Donatien
31
Gendreau, Michel
30
Linton, Oliver
30
Gil-Alaña, Luis A.
29
Račev, Svetlozar T.
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Siu, Tak Kuen
28
Carr, Peter
27
Wong, Wing Keung
27
Topaloglou, Nikolas
26
Wallace, Stein W.
26
Batabyal, Amitrajeet A.
25
Mumtaz, Haroon
25
Nguyen, Duy
25
Bayraktar, Erhan
24
Grasselli, Martino
24
more ...
less ...
Institution
All
National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
University of Exeter / Department of Economics
5
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Judge Institute of Management Studies
4
Nuffield College
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Institutionen för Skogsekonomi <Ume°a>
3
Springer-Verlag GmbH
3
University of Essex / Department of Economics
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
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Deutsche Forschungsgemeinschaft
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Institut für Wirtschaftswissenschaften <Wien>
2
International Center for Financial Asset Management and Engineering
2
Kansantaloustieteen Laitos <Helsinki>
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
169
Quantitative finance
167
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
142
Risks : open access journal
127
Discussion paper / Tinbergen Institute
125
International journal of production economics
124
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of mathematical finance
89
Econometric reviews
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Finance research letters
84
Economic modelling
81
Transportation research / E : an international journal
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Mathematical methods of operations research
77
Annals of operations research
76
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
16,677
Showing
4,251
-
4,300
of
16,677
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
4251
Data-driven prediction for volatile processes based on real option theories
AlShelahi, Abdullah
;
Wang, Jingxing
;
You, Mingdi
;
Byon, …
- In:
International journal of production economics
226
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012294651
Saved in:
4252
Data-driven control of a production system by using marking-dependent threshold policy
Khayyati, Siamak
;
Tan, Barış
- In:
International journal of production economics
226
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012294652
Saved in:
4253
Optimization-driven scenario grouping
Ryan, Kevin
;
Ahmed, Shabbir
;
Dey, Santanu S.
;
Rajan, Deepak
- In:
INFORMS journal on computing : JOC
32
(
2020
)
3
,
pp. 805-821
Persistent link: https://www.econbiz.de/10012294739
Saved in:
4254
Partially observable multistage stochastic programming
Dowson, Oscar
;
Morton, David P.
;
Pagnoncelli, Bernardo K.
- In:
Operations research letters
48
(
2020
)
4
,
pp. 505-512
Persistent link: https://www.econbiz.de/10012294817
Saved in:
4255
Tractable reformulations of two-stage distributionally robust linear programs over the type-∞ Wasserstein ball
Xie, Weijun
- In:
Operations research letters
48
(
2020
)
4
,
pp. 513-523
Persistent link: https://www.econbiz.de/10012294820
Saved in:
4256
Comparison of fluid approximations for service systems with state-dependent service rates and return probabilities
Ingólfsson, Ármann
;
Almehdawe, Eman
;
Pedram, Ali
; …
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 562-575
Persistent link: https://www.econbiz.de/10012294859
Saved in:
4257
Robust university course timetabling problem subject to single and multiple disruptions
Gülcü, Ayla
;
Akkan, Can
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 630-646
Persistent link: https://www.econbiz.de/10012294868
Saved in:
4258
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
4259
When to play your advertisement? : optimal insertion policy of behavioral advertisement
Kumar, Subodha
;
Tan, Yinliang
;
Wei, Lai
- In:
Information systems research : ISR
31
(
2020
)
2
,
pp. 589-606
Persistent link: https://www.econbiz.de/10012295032
Saved in:
4260
Upper-contour strategy-proofness in the probabilistic assignment problem
Chun, Youngsub
;
Yun, Kiyong
- In:
Social choice and welfare
54
(
2020
)
4
,
pp. 667-687
Persistent link: https://www.econbiz.de/10012262286
Saved in:
4261
Flexible mixture-amount models using multivariate Gaussian processes
Ruseckaite, Aiste
;
Fok, Dennis
;
Goos, Peter
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 257-271
Persistent link: https://www.econbiz.de/10012262461
Saved in:
4262
A new approach to identifying the real effects of uncertainty shocks
Shin, Minchul
;
Zhong, Molin
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012262481
Saved in:
4263
Somewhere between utopia and dystopia : choosing from multiple incomparable prospects
Anderson, Gordon
;
Post, Thierry
;
Whang, Yoon-jae
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012262490
Saved in:
4264
A new class of change point test statistics of Rényi type
Horváth, Lajos
;
Miller, Curtis
;
Rice, Gregory
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 570-579
Persistent link: https://www.econbiz.de/10012262495
Saved in:
4265
On the first hitting time density for a reducible diffusion process
Lipton, Alexander
;
Kaushansky, Vadim
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 723-743
Persistent link: https://www.econbiz.de/10012262616
Saved in:
4266
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
4267
Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
Saved in:
4268
A comparison principle between rough and non-rough Heston models - with applications to the volatility surface
Keller-Ressel, M.
;
Majid, Assad
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 919-933
Persistent link: https://www.econbiz.de/10012262636
Saved in:
4269
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
Saved in:
4270
The implied Sharpe ratio
Agarwal, Ankush
;
Lorig, Matthew
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
Saved in:
4271
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, John M.
;
Sun, Yifan
;
Wang, Mengdi
;
Ye, Jing
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1239-1261
Persistent link: https://www.econbiz.de/10012262660
Saved in:
4272
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
4273
Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein-Uhlenbeck process
Wu, Lan
;
Zang, Xin
;
Zhao, Hongxin
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1285-1306
Persistent link: https://www.econbiz.de/10012262663
Saved in:
4274
An SFP-FCC method for pricing and hedging early-exercise options under Lévy processes
Chan, Tat Lung
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1325-1343
Persistent link: https://www.econbiz.de/10012262665
Saved in:
4275
Accelerated share repurchase and other buyback programs : what neural networks can bring
Guéant, Olivier
;
Manziuk, Iuliia
;
Pu, Jiang
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1389-1404
Persistent link: https://www.econbiz.de/10012262692
Saved in:
4276
On series expansions for scale functions and other ruin-related quantities
Landriault, David
;
Willmot, Gordon E.
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 292-306
Persistent link: https://www.econbiz.de/10012262737
Saved in:
4277
Generalized log-normal chain-ladder
Kuang, D.
;
Nielsen, Bent
- In:
Scandinavian actuarial journal
2020
(
2020
)
6
,
pp. 553-576
Persistent link: https://www.econbiz.de/10012262754
Saved in:
4278
Asset pricing bricks
Müller, Marcel
-
2020
Persistent link: https://www.econbiz.de/10012263653
Saved in:
4279
Distribution planning for multi-echelon networks considering multiple sourcing and lateral transshipments
Firoozi, Mehdi
;
Babai, M. Zied
;
Klibi, Walid
;
Ducq, Yves
- In:
International journal of production research
58
(
2020
)
7
,
pp. 1968-1986
Persistent link: https://www.econbiz.de/10012265177
Saved in:
4280
Profit-oriented distributionally robust chance constrained flowshop scheduling considering credit risk
Liu, Ming
;
Liu, Xin
;
Chu, Feng
;
Zheng, Feifeng
;
Chu, …
- In:
International journal of production research
58
(
2020
)
8
,
pp. 2527-2549
Persistent link: https://www.econbiz.de/10012265250
Saved in:
4281
A practical assessment of risk-averse approaches in production lot-sizing problems
Alem, Douglas
;
Oliveira, Fabricio
;
Ruiz Peinado, Miguel …
- In:
International journal of production research
58
(
2020
)
9
,
pp. 2581-2603
Persistent link: https://www.econbiz.de/10012265256
Saved in:
4282
On tandem stochastic networks with time-deteriorating product quality
Perlman, Yael
;
Yechiali, Uri
- In:
International journal of production research
58
(
2020
)
13
,
pp. 3956-3964
Persistent link: https://www.econbiz.de/10012265992
Saved in:
4283
A multi-objective distribution-free model and method for stochastic disassembly line balancing problem
He, Junkai
;
Chu, Feng
;
Zheng, Feifeng
;
Liu, Ming
;
Chu, …
- In:
International journal of production research
58
(
2020
)
18
,
pp. 5721-5737
Persistent link: https://www.econbiz.de/10012266622
Saved in:
4284
Managing trade-offs in protein manufacturing : how much to waste?
Martagan, Tugce
;
Krishnamurthy, Ananth
;
Leland, Peter A.
- In:
Manufacturing & service operations management : M & SOM
22
(
2020
)
2
,
pp. 330-345
Persistent link: https://www.econbiz.de/10012268361
Saved in:
4285
Analytical path-integral pricing of deterministic moving-barrier options under non-gaussian distributions
Catalão, André
;
Rosenfeld, Rogério
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012270883
Saved in:
4286
Branching particle pricers with heston examples
Kouritzin, Michael A.
;
MacKay, Anne
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270887
Saved in:
4287
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
4288
A top-down approach for the multiple exercises and valuation of employee stock options
Leung, Tim
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270937
Saved in:
4289
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
4290
A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model
Grishchenko, Olesya
;
Han, Xiao
;
Nistor, Victor
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012271002
Saved in:
4291
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
4292
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
4293
Some pricing tools for the variance gamma model
Aguilar, Jean-Philippe
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271024
Saved in:
4294
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
4295
Modulated information flows in financial markets
Hoyle, Edward
;
Macrina, Andrea
;
Mengütürk, Levent Ali
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271037
Saved in:
4296
Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 39-69
Persistent link: https://www.econbiz.de/10012253340
Saved in:
4297
An incomplete equilibrium with a stochastic annuity
Weston, Kim
;
Žitković, Gordan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10012253358
Saved in:
4298
Trading strategies generated pathwise by functions of market weights
Karatzas, Ioannis
;
Kim, Donghan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 423-463
Persistent link: https://www.econbiz.de/10012253375
Saved in:
4299
Term structure modelling for multiple curves with stochastic discontinuities
Fontana, Claudio
;
Grbac, Zorana
;
Gümbel, Sandrine
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 465-511
Persistent link: https://www.econbiz.de/10012253393
Saved in:
4300
A simulated annealing for a daily operating room scheduling problem under constraints of uncertainty and setup
Abdeljaouad, Mohamed Amine
;
Bahroun, Zied
;
Saadani, …
- In:
INFOR : information systems and operational research
58
(
2020
)
3
,
pp. 456-477
Persistent link: https://www.econbiz.de/10012253790
Saved in:
First
Prev
82
83
84
85
86
87
88
89
90
91
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->