//--> //--> //--> //-->
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
~person:"Bos, Charles S."
~person:"Koskela, Erkki"
~person:"Mumtaz, Haroon"
~person:"Takahashi, Akihiko"
~subject:"Estimation theory"
~subject:"Holzeinschlag"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Suchtheorie"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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:"Stochastisches Modell "
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Holzeinschlag
Schätzung
Stochastic process
Suchtheorie
Theory
Stochastischer Prozess
56
Theorie
35
Volatility
29
Volatilität
29
Estimation
16
Time series analysis
14
Zeitreihenanalyse
14
VAR model
13
VAR-Modell
13
Bayes-Statistik
10
Bayesian inference
10
Schock
10
Shock
10
Stochastic volatility
10
Asymptotic expansion
9
Business cycle
9
Forest economics
9
Forstökonomie
9
Konjunktur
9
Deep learning
8
Option pricing theory
8
Optionspreistheorie
8
Analysis
7
Malliavin calculus
7
Mathematical analysis
7
State space model
7
Zustandsraummodell
7
stochastic volatility
7
ARCH model
6
ARCH-Modell
6
Dynamic equilibrium
6
Dynamisches Gleichgewicht
6
Interest rate
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Risiko
6
Risk
6
more ...
less ...
Online availability
All
Free
48
Type of publication
All
Book / Working Paper
56
Type of publication (narrower categories)
All
Arbeitspapier
Non-commercial literature
Graue Literatur
56
Working Paper
56
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
56
Author
All
Bos, Charles S.
Koskela, Erkki
Mumtaz, Haroon
Takahashi, Akihiko
McAleer, Michael
49
Koopman, Siem Jan
39
Phillips, Peter C. B.
30
Platen, Eckhard
30
Ferrari, Giorgio
29
Chiarella, Carl
24
Shephard, Neil G.
24
Barndorff-Nielsen, Ole E.
22
Linton, Oliver
22
Küchler, Uwe
20
Gao, Jiti
19
Gil-Alaña, Luis A.
18
Härdle, Wolfgang
18
Kohlmann, Michael
18
Chan, Joshua
17
Yu, Jun
17
Clark, Todd E.
15
Kleijnen, Jack P. C.
15
Lucas, André
15
Marcellino, Massimiliano
15
Martin, Gael M.
15
Whang, Yoon-jae
15
Hafner, Christian M.
14
Lux, Thomas
13
Podolskij, Mark
13
Riedel, Frank
13
Scaillet, Olivier
13
Asai, Manabu
12
Carriero, Andrea
12
Föllmer, Hans
11
Reiß, Markus
11
Sornette, Didier
11
Alvarez, Luis H. R.
10
Alòs, Elisa
10
Evstigneev, Igor V.
10
Forbes, Catherine Scipione
10
Kilian, Lutz
10
more ...
less ...
Institution
All
Kansantaloustieteen Laitos <Helsinki>
1
Published in...
All
Discussion paper / Tinbergen Institute
17
Working paper
10
CIRJE discussion papers / F series
9
CARF working paper
5
CESifo working papers
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Discussion papers / Department of Economics, University of Helsinki
2
Working papers / Bank of England
2
Cardiff economics working papers
1
Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki
1
Economics working paper series
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: July 3, 2023
Persistent link: https://www.econbiz.de/10014383870
Saved in:
2
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438131
Saved in:
3
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: May 9, 2023
Persistent link: https://www.econbiz.de/10014289121
Saved in:
4
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version : May 9, 2023
Persistent link: https://www.econbiz.de/10014266288
Saved in:
5
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2022
-
Revised in November 2022
Persistent link: https://www.econbiz.de/10013463761
Saved in:
6
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
7
Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
Saved in:
8
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10012813680
Saved in:
9
Deep Asymptotic Expansion : Application to Financial Mathematics
Iguchi, Yuga
;
Naito, Riu
;
Takahashi, Akihiko
;
Yamada, …
-
2021
-
Revised in February 2022
Persistent link: https://www.econbiz.de/10013339086
Saved in:
10
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->