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Stochastic process
Stochastischer Prozess
19,672
Theorie
10,752
Theory
10,518
Volatilität
4,190
Volatility
4,127
Optionspreistheorie
3,767
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Optionsgeschäft
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876
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875
Statistische Verteilung
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Statistical distribution
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Dynamische Optimierung
840
Börsenkurs
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Simulation
835
Dynamic programming
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CAPM
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Derivat
823
Derivative
821
Prognoseverfahren
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McAleer, Michael
92
Phillips, Peter C. B.
79
Koopman, Siem Jan
74
Sethi, Suresh
64
Ferrari, Giorgio
60
Chiarella, Carl
56
Platen, Eckhard
56
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
Linton, Oliver
40
Shephard, Neil G.
40
Wong, Wing Keung
39
Elliott, Robert J.
36
Escobar, Marcos
36
Gao, Jiti
36
Gil-Alaña, Luis A.
36
Todorov, Viktor
36
Hainaut, Donatien
35
Härdle, Wolfgang
35
Gendreau, Michel
34
Tsionas, Efthymios G.
34
Zhang, Qing
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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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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Queen Mary College / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Ekonomiska forskningsinstitutet <Stockholm>
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Institutionen för Skogsekonomi <Umeå>
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Judge Institute of Management Studies
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Nuffield College
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European University Institute / Department of Economics
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Springer-Verlag GmbH
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University of Essex / Department of Economics
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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
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Chambre de commerce et d'industrie de Paris
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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HWWA-Institut für Wirtschaftsforschung
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International Center for Financial Asset Management and Engineering
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Kansantaloustieteen Laitos <Helsinki>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Trinity College Dublin / Department of Economics
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
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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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ECONIS (ZBW)
19,165
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1
Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A.
;
Xu, Haiyang
- In:
The theory of monetary aggregation
,
(pp. 274-295)
.
2000
Persistent link: https://www.econbiz.de/10001508715
Saved in:
2
Common stochastic trends in a system of shadow exchange rates
Rangvid, Jesper
;
Sørensen, Carsten
- In:
Exchange rate policies for small open economies
,
(pp. 153-168)
.
1999
Persistent link: https://www.econbiz.de/10001508996
Saved in:
3
Stochastic user equilibrium assignment with traffic-responsive signal control
Meneguzzer, Claudio
- In:
Spatial economic science : new frontiers in theory and …
,
(pp. 382-400)
.
2000
Persistent link: https://www.econbiz.de/10001509451
Saved in:
4
Efficient intertemporal allocations with recursive utility
Dumas, Bernard
;
Uppal, Raman
;
Wang, Tan
- In:
Journal of economic theory
93
(
2000
)
2
,
pp. 240-259
Persistent link: https://www.econbiz.de/10001509471
Saved in:
5
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
6
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
7
Dynamic efficiency and Pareto optimality in a stochastic OLG model with production and social security
Barbie, Martin
;
Hagedorn, Marcus
;
Kaul, Ashok
-
2000
Persistent link: https://www.econbiz.de/10001510207
Saved in:
8
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001510446
Saved in:
9
Decisions to replace consumer durables goods : an econometric application of Wiener and renewal processes
Fernández, Viviana
- In:
The review of economics and statistics
82
(
2000
)
3
,
pp. 452-461
Persistent link: https://www.econbiz.de/10001510650
Saved in:
10
Break-Even-Analysen bei kundenauftragsorientierter Produktion unter Unsicherheit
Schweitzer, Marcus
-
2000
Persistent link: https://www.econbiz.de/10001511311
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