//--> //--> //--> //-->
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
~accessRights:"restricted"
~subject:"Estimation"
~subject:"Mathematical programming"
~subject:"Share price"
~subject:"Volatilität"
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:"Brownian bridge"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Mathematical programming
Share price
Volatilität
Stochastic process
4,770
Stochastischer Prozess
4,770
Theorie
2,540
Theory
2,540
Volatility
1,092
Mathematische Optimierung
1,039
Option pricing theory
1,020
Optionspreistheorie
1,020
Portfolio selection
562
Portfolio-Management
562
Markov chain
367
Markov-Kette
367
Schätzung
362
Time series analysis
355
Zeitreihenanalyse
355
Risk
344
Risiko
340
Stochastic programming
281
Stochastic volatility
275
Estimation theory
266
Schätztheorie
266
Simulation
252
Derivat
241
Derivative
241
Dynamic programming
237
Dynamische Optimierung
232
Option trading
221
Optionsgeschäft
221
Inventory model
220
Lagerhaltungsmodell
220
Scheduling problem
215
Scheduling-Verfahren
215
Statistical distribution
213
Statistische Verteilung
213
Monte Carlo simulation
204
Monte-Carlo-Simulation
203
Capital income
189
more ...
less ...
Online availability
All
Undetermined
Free
2,059
Type of publication
All
Article
2,188
Book / Working Paper
93
Type of publication (narrower categories)
All
Article in journal
2,130
Aufsatz in Zeitschrift
2,130
Aufsatz im Buch
55
Book section
55
Arbeitspapier
36
Working Paper
36
Graue Literatur
35
Non-commercial literature
35
Conference paper
26
Konferenzbeitrag
26
Hochschulschrift
6
Lehrbuch
3
Amtsdruckschrift
2
Government document
2
Textbook
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Case study
1
Fallstudie
1
Handbook
1
Handbuch
1
Konferenzschrift
1
Nachruf
1
Ratgeber
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,277
German
4
Author
All
Cui, Zhenyu
15
Escobar, Marcos
15
Chan, Joshua
13
Gendreau, Michel
13
Escudero, Laureano F.
12
Maggioni, Francesca
12
Shapiro, Alexander
12
McAleer, Michael
11
Wang, Xingchun
11
Marcellino, Massimiliano
10
Todorov, Viktor
10
Nguyen, Duy
9
Ahmed, Shabbir
8
Carriero, Andrea
8
Clark, Todd E.
8
He, Xin-Jiang
8
Kim, Jeong-Hoon
8
Kirkby, J. Lars
8
Marti, Kurt
8
Ackooij, Wim van
7
Lejeune, Miguel A.
7
Li, Jia
7
Morton, David P.
7
Mumtaz, Haroon
7
Noyan, Nilay
7
Pichler, Alois
7
Rodriguez, Gabriel
7
Sen, Suvrajeet
7
Shen, Siqian
7
Tauchen, George Eugene
7
Wallace, Stein W.
7
Alòs, Elisa
6
Asai, Manabu
6
Bertsimas, Dimitris
6
Cheng, Jianqiang
6
Consigli, Giorgio
6
Cross, Jamie
6
Fabozzi, Frank J.
6
Gatheral, Jim
6
Goutte, Stéphane
6
more ...
less ...
Institution
All
Centre for Economic Policy Research
1
IGI Global
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Springer Malaysia Representative Office
1
Stanford University.
1
Published in...
All
European journal of operational research : EJOR
239
Quantitative finance
89
Computers & operations research : and their applications to problems of world concern ; an international journal
66
Journal of econometrics
66
International journal of theoretical and applied finance
64
Operations research
60
Computational economics
48
Operations research letters
42
Mathematics of operations research
41
International journal of production research
38
International journal of financial engineering
37
INFORMS journal on computing : JOC
34
Journal of economic dynamics & control
34
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
31
Insurance / Mathematics & economics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Energy economics
30
Finance research letters
30
Computational Management Science : CMS
29
The journal of computational finance
29
Transportation research / E : an international journal
28
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The North American journal of economics and finance : a journal of financial economics studies
27
Omega : the international journal of management science
26
Journal of banking & finance
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Applied mathematical finance
24
Finance and stochastics
24
Journal of mathematical finance
24
Econometric reviews
22
Economic modelling
22
Economics letters
20
International journal of production economics
20
Applied economics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Annals of finance
16
Journal of empirical finance
16
SpringerLink / Bücher
15
International journal of forecasting
14
more ...
less ...
Source
All
ECONIS (ZBW)
2,281
Showing
51
-
60
of
2,281
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
52
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
53
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
54
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
55
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
56
RSOME in Python : an open-source package for robust stochastic optimization made easy
Chen, Zhi
;
Xiong, Peng
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
4
,
pp. 717-724
Persistent link: https://www.econbiz.de/10014328059
Saved in:
57
Optimized scenario reduction : solving large-scale stochastic programs with quality guarantees
Zhang, Wei
;
Wang, Kai
;
Jacquillat, Alexandre
;
Wang, Shuaian
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
4
,
pp. 886-908
Persistent link: https://www.econbiz.de/10014328127
Saved in:
58
Stochastic zeroth-order functional constrained optimization : oracle complexity and applications
Nguyen, Anthony
;
Balasubramanian, Krishnakumar
- In:
INFORMS journal on optimization
5
(
2023
)
3
,
pp. 256-272
Persistent link: https://www.econbiz.de/10014328145
Saved in:
59
Network revenue management with online inverse batch gradient descent method
Chen, Yiwei
;
Shi, Cong
- In:
Production and operations management : the flagship …
32
(
2023
)
7
,
pp. 2123-2137
Persistent link: https://www.econbiz.de/10014328577
Saved in:
60
On the egalitarian-utilitarian spectrum in stochastic capacitated resource allocation problems
Li, Linda
;
Firouz, Mohammad
;
Ahmed, Abdulaziz
;
Delen, Dursun
- In:
International journal of production economics
262
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014328963
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->