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Stochastic process
Volatility
43,938
Volatilität
42,856
Simulation
22,527
Theorie
21,367
Theory
21,177
Börsenkurs
9,997
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8,700
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4,927
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4,689
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4,663
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4,262
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4,175
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Realoptionsansatz
3,711
Real options analysis
3,701
Portfolio-Management
3,656
Portfolio selection
3,651
Schätztheorie
3,183
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3,158
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volatility
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McAleer, Michael
65
Chan, Joshua
40
Koopman, Siem Jan
39
Asai, Manabu
38
Cui, Zhenyu
35
Todorov, Viktor
34
Chiarella, Carl
30
Shephard, Neil G.
26
Mumtaz, Haroon
25
Tauchen, George Eugene
25
Barndorff-Nielsen, Ole E.
23
Escobar, Marcos
23
Platen, Eckhard
23
Benth, Fred Espen
22
Clark, Todd E.
22
Fouque, Jean-Pierre
22
Yu, Jun
21
Alòs, Elisa
20
Andersen, Torben
20
Marcellino, Massimiliano
20
Nguyen, Duy
20
Takahashi, Akihiko
20
Bos, Charles S.
19
Jacquier, Antoine (Jack)
19
Kleijnen, Jack P. C.
19
Martin, Gael M.
19
Härdle, Wolfgang
18
Carriero, Andrea
17
Hafner, Christian M.
17
Kang, Boda
17
Renò, Roberto
17
Wong, Hoi Ying
17
Grasselli, Martino
16
Renault, Eric
16
Scaillet, Olivier
16
Sircar, Kaushik Ronnie
16
Carr, Peter
15
Forde, Martin
15
Gatheral, Jim
15
Jacquier, Antoine
15
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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>
5
Nuffield College
3
University of Chicago / Graduate School of Business
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
2
University of British Columbia / Finance Division
2
University of Canterbury / Dept. of Economics and Finance
2
Universität Ulm
2
Walter de Gruyter GmbH & Co. KG
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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1
Ekonomiska forskningsinstitutet <Stockholm>
1
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1
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1
IGI Global
1
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
1
Springer International Publishing
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Springer-Verlag GmbH
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1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of theoretical and applied finance
147
Journal of econometrics
121
Quantitative finance
112
European journal of operational research : EJOR
96
Applied mathematical finance
76
Discussion paper / Tinbergen Institute
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
The journal of computational finance
64
Finance and stochastics
60
Computational economics
58
Finance research letters
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
Journal of economic dynamics & control
48
Econometric reviews
46
Energy economics
42
Journal of mathematical finance
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
International journal of financial engineering
40
Journal of banking & finance
40
Risks : open access journal
40
Insurance / Mathematics & economics
39
Annals of finance
37
Economics letters
36
Working paper
35
The journal of futures markets
34
Journal of empirical finance
33
Research paper series / Swiss Finance Institute
32
The North American journal of economics and finance : a journal of financial economics studies
31
International journal of production research
28
Applied economics
27
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Review of derivatives research
26
Economic modelling
25
Operations research
25
Econometrics : open access journal
24
CAMA working paper series
23
CREATES research paper
23
INFORMS journal on computing : JOC
22
Journal of risk and financial management : JRFM
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
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ECONIS (ZBW)
4,968
RePEc
1
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1
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10
of
4,969
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date (oldest first)
1
Duopolistic competition and capacity choice with jump-diffusion process
Chen, Danmei
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 192-201
Persistent link: https://www.econbiz.de/10011398997
Saved in:
2
Step-by-step development of a model simulating returns on farm from investments : the example of hazelnut plantation in Italy
Spiegel, Alisa
;
Severini, Simone
;
Britz, Wolfgang
; …
- In:
Bio-based and applied economics
9
(
2020
)
1
,
pp. 53-83
stepwise develops a model extending a simple net present value calculation to a farm-scale
simulation
model based on …
Persistent link: https://www.econbiz.de/10012427377
Saved in:
3
Asset pricing in incomplete markets : valuing gas storage capacity
Zhao, Lin
;
Wijnbergen, Sweder van
-
2015
common belief, the auction prices for gas storage are mostly affected by the
volatility
of current market prices rather than … with the
volatility
of the spot market. This is an intuitive result because storage capacity can serve as an effective …
Persistent link: https://www.econbiz.de/10011333083
Saved in:
4
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
5
Stochastic valuation of energy investments : important aspects for
simulation
and real option valuation
Weber, Florian
-
2012
Persistent link: https://www.econbiz.de/10009783882
Saved in:
6
Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects
Vianello, Juliano Melquiades
;
Costa, Letícia de Almeida
; …
- In:
Energy economics
45
(
2014
),
pp. 10-18
Persistent link: https://www.econbiz.de/10010504801
Saved in:
7
Bewertung von Venture-Capital-Investitionen : Verfahren der Unternehmensbewertung und Beteiligungsquotenbestimmung unter Berücksichtigung der Finanzierungsstrukturierung
Tallau, Christian
-
2007
Persistent link: https://www.econbiz.de/10003504790
Saved in:
8
Real option valuation of power transmission investments by stochastic
simulation
Pringles, Rolando
;
Olsina, Fernando
;
Garcés, Francisco
- In:
Energy economics
47
(
2015
),
pp. 215-226
Persistent link: https://www.econbiz.de/10011527490
Saved in:
9
Superiority of Monte Carlo
simulation
in valuing real options within public-private partnerships
Berk, Ales S.
;
Podhraski, Dejan
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011859007
Saved in:
10
Integrating Real Options Analysis with long-term electricity market models
Rios, Daniel
;
Blanco, Gerardo
;
Olsina, Fernando
- In:
Energy economics
80
(
2019
),
pp. 188-205
Persistent link: https://www.econbiz.de/10012172352
Saved in:
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