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  • Search: subject_exact:"Stochastic process"
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Year of publication
Subject
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Stochastischer Prozess 19,339 Stochastic process 19,226 Theorie 10,521 Theory 10,518 Volatilität 4,131 Volatility 4,126 Optionspreistheorie 3,723 Option pricing theory 3,716 Mathematical programming 2,668 Mathematische Optimierung 2,668 Portfolio selection 1,890 Portfolio-Management 1,890 Zeitreihenanalyse 1,741 Time series analysis 1,731 Schätztheorie 1,677 Estimation theory 1,676 Estimation 1,509 Schätzung 1,503 Markov-Kette 1,367 Markov chain 1,366 Risk 1,238 Risiko 1,232 Option trading 893 Optionsgeschäft 893 Monte-Carlo-Simulation 875 Monte Carlo simulation 873 Statistical distribution 846 Statistische Verteilung 846 Dynamische Optimierung 834 Dynamic programming 829 CAPM 826 Simulation 825 Derivat 821 Derivative 821 Börsenkurs 811 Share price 809 Forecasting model 798 Prognoseverfahren 798 Wahrscheinlichkeitsrechnung 704 Probability theory 693
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Online availability
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Free 6,291 Undetermined 6,068 CC license 337
Type of publication
All
Article 11,795 Book / Working Paper 7,722 Journal 8
Type of publication (narrower categories)
All
Article in journal 10,842 Aufsatz in Zeitschrift 10,842 Graue Literatur 3,056 Non-commercial literature 3,056 Working Paper 2,994 Arbeitspapier 2,986 Aufsatz im Buch 744 Book section 744 Hochschulschrift 463 Thesis 343 Lehrbuch 126 Textbook 114 Collection of articles of several authors 95 Sammelwerk 95 Conference paper 93 Konferenzbeitrag 93 Aufsatzsammlung 63 Collection of articles written by one author 62 Sammlung 62 Konferenzschrift 54 Forschungsbericht 41 Bibliografie enthalten 40 Bibliography included 40 Amtsdruckschrift 28 Government document 28 Conference proceedings 23 Dissertation u.a. Prüfungsschriften 21 Systematic review 16 Übersichtsarbeit 16 Einführung 14 Festschrift 13 Mikroform 10 Case study 9 Fallstudie 9 Reprint 8 Glossar enthalten 7 Glossary included 7 Handbook 6 Handbuch 6 Nachschlagewerk 6
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Language
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English 18,962 German 370 Undetermined 150 French 22 Polish 10 Spanish 6 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 100 Phillips, Peter C. B. 79 Koopman, Siem Jan 74 Sethi, Suresh 64 Ferrari, Giorgio 60 Chiarella, Carl 58 Platen, Eckhard 57 Cui, Zhenyu 51 Madan, Dilip B. 51 Takahashi, Akihiko 51 Benth, Fred Espen 50 Post, Thierry 50 Chan, Joshua 46 Escudero, Laureano F. 45 Barndorff-Nielsen, Ole E. 44 Yu, Jun 43 Asai, Manabu 40 Fabozzi, Frank J. 40 Gao, Jiti 40 Linton, Oliver 40 Shephard, Neil G. 40 Wong, Wing Keung 39 Elliott, Robert J. 36 Escobar, Marcos 36 Gil-Alaña, Luis A. 36 Todorov, Viktor 36 Hainaut, Donatien 35 Härdle, Wolfgang 35 Zhang, Qing 35 Gendreau, Michel 34 Tsionas, Efthymios G. 34 Wong, Hoi Ying 33 Račev, Svetlozar T. 32 Stein, Jerome L. 32 Kleijnen, Jack P. C. 30 Lucas, André 30 Siu, Tak Kuen 30 Whang, Yoon-jae 30 Carr, Peter 29 Schenk-Hoppé, Klaus Reiner 28
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Institution
All
National Bureau of Economic Research 74 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 63 International Monetary Fund (IMF) 54 Centre for Analytical Finance <Århus> 17 Springer Fachmedien Wiesbaden 9 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 7 Econometrisch Instituut <Rotterdam> 6 Erasmus Research Institute of Management 6 Queen Mary College / Department of Economics 5 Aarhus Universitet / Afdeling for Nationaløkonomi 4 Ekonomiska forskningsinstitutet <Stockholm> 4 Institutionen för Skogsekonomi <Umeå> 4 International Monetary Fund 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 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 European University Institute / Department of Economics 3 Springer-Verlag GmbH 3 University of Chicago / Graduate School of Business 3 University of Essex / Department of Economics 3 Walter de Gruyter GmbH & Co. KG 3 Weierstraß-Institut für Angewandte Analysis und Stochastik 3 Berkeley Electronic Press 2 Bonn Graduate School of Economics 2 Books on Demand GmbH <Norderstedt> 2 Center for Economic Research <Tilburg> 2 Centre for Economic Policy Research 2 Chambre de commerce et d'industrie de Paris 2 Cowles Foundation for Research in Economics, Yale University 2 Department of Economics, Oxford University 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 European University Institute / Department of Law 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Federal Reserve System / Division of Research and Statistics 2 HWWA-Institut für Wirtschaftsforschung 2 International Center for Financial Asset Management and Engineering 2
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Published in...
All
European journal of operational research : EJOR 745 International journal of theoretical and applied finance 360 Insurance / Mathematics & economics 336 Journal of econometrics 282 Finance and stochastics 245 Operations research 215 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 143 Discussion paper / Tinbergen Institute 141 Computational economics 139 International journal of production economics 130 Economics letters 127 The journal of computational finance 124 Mathematical finance : an international journal of mathematics, statistics and financial theory 122 Finance research letters 109 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 Annals of operations research 80 Economic modelling 80 Working paper 80 Journal of banking & finance 79 Journal of economic theory 78 Computational Management Science : CMS 76 Transportation research / E : an international journal 75 Scandinavian actuarial journal 73
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Source
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ECONIS (ZBW) 19,241 RePEc 170 USB Cologne (EcoSocSci) 99 EconStor 10 Other ZBW resources 5
Showing 1 - 10 of 19,525
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Real option valuation of an emerging renewable technology design in wave energy conversion
DiLellio, James A.; Butler, John C.; Rizaev, Igor; … - In: Econometrics : open access journal 13 (2025) 1, pp. 1-18
The untapped potential of wave energy offers another alternative to diversifying renewable energy sources and addressing climate change by reducing CO2 emissions. However, development costs to mature the technology remain significant hurdles to adoption at scale and the technology often must...
Persistent link: https://www.econbiz.de/10015408163
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The effect of spot price control on the future electricity supply
Barrientos, Jorge Hugo; Hoyos, Santiago; Alviar, Mauricio - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 3, pp. 114-119
Persistent link: https://www.econbiz.de/10015425671
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A hybrid biobjective Markov chain based optimization model for sustainable aggregate production planning
Tirkolaee, Erfan Babaee; Aydın, Nadi Serhan; Mahdavi, Iraj - In: IEEE transactions on engineering management : EM ; a … 71 (2024), pp. 4273-4283
Persistent link: https://www.econbiz.de/10015407828
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Adaptive decision-making strategy for supply chain systems under stochastic disruptions
Roi, Ho Van; You, Sam-Sang; Duy Anh Nguyen; Kim, Hwan-Seong - In: LogForum : elektroniczne czasopismo naukowe z dziedziny … 19 (2023) 3, pp. 497-514
Persistent link: https://www.econbiz.de/10014450257
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Identifying the underlying components of high-frequency data : pure vs jump diffusion processes
Hizmeri, Rodrigo; Izzeldin, Marwan; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191535
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Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
Aleksian, Ashot; Villeneuve, Stéphane - 2025
Persistent link: https://www.econbiz.de/10015192337
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Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
Huber, Florian; Kastner, Gregor; Pfarrhofer, Michael - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 535-553
Persistent link: https://www.econbiz.de/10015193830
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A sample average approximation-based heuristic for the stochastic production routing problem
In: Central European journal of operations research 33 (2025) 1, pp. 121-144
Persistent link: https://www.econbiz.de/10015195688
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Stochastic exchange rate dynamics, intervention dynamics and the market efficiency hypothesis
Drakonakis, Emmanouil; Kotsios, Stelios - In: Computational economics 65 (2025) 1, pp. 463-481
Persistent link: https://www.econbiz.de/10015195774
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Artificial intelligence asset pricing models
Kelly, Bryan T.; Kuznetsov, Boris; Malamud, Semyon; Xu, … - 2025 - This version: December 2024
Persistent link: https://www.econbiz.de/10015196776
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