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Stochastic process
Stochastischer Prozess
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Theorie
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Volatility
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McAleer, Michael
92
Phillips, Peter C. B.
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Sethi, Suresh
64
Ferrari, Giorgio
59
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
Gao, Jiti
36
Gil-Alaña, Luis A.
36
Todorov, Viktor
36
Escobar, Marcos
35
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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Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
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Queen Mary College / Department of Economics
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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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Springer-Verlag GmbH
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International Center for Financial Asset Management and Engineering
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Kansantaloustieteen Laitos <Helsinki>
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School of Economics and Finance <Brisbane>
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Social Systems Research Institute
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Springer International Publishing
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Trinity College Dublin / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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European journal of operational research : EJOR
733
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)
19,118
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1
New reliability model for complex systems based on stochastic processes and survival signature
Chang, Miaoxin
;
Huang, Xianzhen
;
Coolen, Frank P. A.
; …
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1349-1364
Persistent link: https://www.econbiz.de/10014435017
Saved in:
2
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
Saved in:
3
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework
Yuan, Yu
;
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
European journal of operational research : EJOR
311
(
2023
)
2
,
pp. 581-595
Persistent link: https://www.econbiz.de/10014336732
Saved in:
4
Orbit while in service
Hanukov, Gabi
;
Yechiali, Uri
- In:
Operational research : an international journal
24
(
2024
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10015135008
Saved in:
5
Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
Saved in:
6
An improved approximation for the renewal function and its integral with an application in two-echelon inventory management
Parsa, Hossein
;
Jin, Mingzhou
- In:
International journal of production economics
146
(
2013
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10010221744
Saved in:
7
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi
;
Koivusalo, Alexander F. R.
- In:
Economic modelling
30
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Saved in:
8
A policy-based analysis of the impacts of casino gambling
Richard, Brian W.
- In:
The journal of gambling business and economics
8
(
2014
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10010411929
Saved in:
9
Risk assessment of progressive casino games
Revie, Matthew
;
Quigley, John
- In:
The journal of gambling business and economics
8
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010411933
Saved in:
10
Multivariate versus univariate Kriging metamodels for multi-response simulation models
Kleijnen, Jack P. C.
;
Mehdad, Ehsan
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 573-582
Persistent link: https://www.econbiz.de/10010366133
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