//--> //--> //--> //-->
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
Retain my current filters
isPartOf:"SFB 649 discussion paper"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of banking & finance"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
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:"Stochastisches Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Stochastic process
Stochastischer Prozess
330
Theorie
155
Theory
155
Volatility
152
Volatilität
152
Option pricing theory
134
Optionspreistheorie
134
Estimation
58
Schätzung
58
Time series analysis
49
Zeitreihenanalyse
49
Portfolio selection
41
Portfolio-Management
41
Derivat
38
Derivative
38
Estimation theory
33
Schätztheorie
33
Yield curve
24
Zinsstruktur
24
Monte-Carlo-Simulation
23
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Option trading
23
Optionsgeschäft
23
Bayes-Statistik
21
Bayesian inference
21
CAPM
21
Capital income
21
Hedging
21
Kapitaleinkommen
21
Markov chain
21
Markov-Kette
21
USA
21
United States
21
stochastic volatility
21
Börsenkurs
20
Share price
20
Stochastic volatility
20
more ...
less ...
Online availability
All
Undetermined
129
Free
58
Type of publication
All
Article
272
Book / Working Paper
58
Type of publication (narrower categories)
All
Article in journal
276
Aufsatz in Zeitschrift
276
Arbeitspapier
53
Working Paper
53
Graue Literatur
43
Non-commercial literature
43
Collection of articles of several authors
3
Sammelwerk
3
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
330
Author
All
Reiß, Markus
10
Härdle, Wolfgang
8
McAleer, Michael
7
Belomestny, Denis
6
Asai, Manabu
5
Bibinger, Markus
4
Branger, Nicole
4
Eberlein, Ernst
4
Escobar, Marcos
4
Gapeev, Pavel V.
4
Hautsch, Nikolaus
4
Meyer-Gohde, Alexander
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
4
Yu, Jun
4
Baldeaux, Jan
3
Bordignon, Silvano
3
Elliott, Robert J.
3
Horst, Ulrich
3
Kappus, Johanna
3
Leippold, Markus
3
Maasoumi, Esfandiar
3
Post, Thomas
3
Söhl, Jakob
3
Zagst, Rudi
3
Alexander, Carol
2
Amsler, Christine Elaine
2
Backwell, Alex
2
Benth, Fred Espen
2
Chan, Joshua
2
Cheang, Gerald H. L.
2
Cheridito, Patrick
2
Chiarella, Carl
2
Dagum, Estela Bee
2
Feng, Guohua
2
Fernandes, Marcelo
2
Fouque, Jean-Pierre
2
Gardini, Matteo
2
Gouriéroux, Christian
2
Guéant, Olivier
2
more ...
less ...
Published in...
All
SFB 649 discussion paper
Applied mathematical finance
Econometric reviews
Journal of banking & finance
European journal of operational research : EJOR
635
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
171
International journal of production research
169
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
156
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
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 mathematical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Annals of operations research
77
Finance research letters
77
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
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)
330
Showing
1
-
10
of
330
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
3
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
4
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
5
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
6
Inference in the nonparametric stochastic frontier model
Parmeter, Christopher F.
;
Simar, Léopold
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 518-539
Persistent link: https://www.econbiz.de/10014551827
Saved in:
7
On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
Saved in:
8
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
9
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
10
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->