//--> //--> //--> //-->
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
~subject:"Option pricing theory"
~subject:"Statistical test"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Statistical test
Stochastic process
Stochastischer Prozess
9,097
Theorie
4,854
Theory
4,854
Volatility
1,994
Volatilität
1,994
Optionspreistheorie
1,874
Mathematical programming
1,491
Mathematische Optimierung
1,491
Portfolio selection
932
Portfolio-Management
932
Estimation
710
Schätzung
706
Time series analysis
632
Zeitreihenanalyse
632
Markov chain
587
Markov-Kette
587
Risk
532
Risiko
524
Estimation theory
484
Schätztheorie
484
Simulation
427
Derivat
407
Derivative
407
Inventory model
398
Lagerhaltungsmodell
398
Dynamic programming
382
Statistical distribution
382
Statistische Verteilung
382
Dynamische Optimierung
373
Monte Carlo simulation
352
Monte-Carlo-Simulation
352
Stochastic volatility
348
Stochastic programming
347
Option trading
346
Optionsgeschäft
346
Capital income
341
Kapitaleinkommen
341
Scheduling problem
335
more ...
less ...
Online availability
All
Undetermined
4,328
Free
633
Type of publication
All
Article
9,063
Book / Working Paper
34
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
9,097
Graue Literatur
2,796
Non-commercial literature
2,796
Arbeitspapier
2,707
Working Paper
2,707
Aufsatz im Buch
668
Book section
668
Hochschulschrift
444
Thesis
337
Lehrbuch
124
Textbook
110
Collection of articles of several authors
90
Sammelwerk
90
Conference paper
81
Konferenzbeitrag
81
Collection of articles written by one author
63
Sammlung
63
Aufsatzsammlung
54
Konferenzschrift
47
Bibliografie enthalten
37
Bibliography included
37
Forschungsbericht
36
Amtsdruckschrift
27
Government document
27
Conference proceedings
20
Systematic review
16
Übersichtsarbeit
16
Festschrift
11
Case study
9
Einführung
9
Fallstudie
9
Mehrbändiges Werk
9
Multi-volume publication
9
Reprint
8
Glossar enthalten
6
Glossary included
6
Handbook
6
Handbuch
6
Mikroform
6
more ...
less ...
Language
All
English
9,036
German
37
French
11
Spanish
5
Polish
3
Italian
2
Portuguese
1
Russian
1
Swedish
1
more ...
less ...
Author
All
Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Gendreau, Michel
25
Siu, Tak Kuen
25
Carr, Peter
24
Fabozzi, Frank J.
24
Phillips, Peter C. B.
24
Hainaut, Donatien
23
Asai, Manabu
21
Benth, Fred Espen
21
Elliott, Robert J.
21
Wallace, Stein W.
21
Wong, Wing Keung
21
Cui, Zhenyu
20
Madan, Dilip B.
20
Todorov, Viktor
19
Tsionas, Efthymios G.
19
Wong, Hoi Ying
19
Račev, Svetlozar T.
18
Shapiro, Alexander
18
Tauchen, George Eugene
18
Yu, Jun
18
Maggioni, Francesca
16
Rossi, Roberto
16
Takahashi, Akihiko
16
Wang, Xingchun
16
Bayraktar, Erhan
15
Chan, Joshua
15
Post, Thierry
15
Tarim, S. Armagan
15
Chang, Hsu-Ling
14
Jeanblanc, Monique
14
Shen, Yang
14
Su, Chi-Wei
14
Chang, Tsangyao
13
Grasselli, Martino
13
Kim, Young Shin
13
Leung, Tim
13
Levendorskij, Sergej Z.
13
more ...
less ...
Institution
All
APMOD <8, 2006, Madrid>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Stochastic Optimization Workshop <2001>
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
613
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
217
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Operations research
165
Operations research letters
164
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
139
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
107
The journal of computational finance
102
Economics letters
95
Journal of mathematical finance
89
Econometric reviews
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Transportation research / E : an international journal
80
INFORMS journal on computing : JOC
79
International journal of financial engineering
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
74
Journal of banking & finance
71
Journal of economic theory
71
Mathematical methods of operations research
71
Computational Management Science : CMS
70
Omega : the international journal of management science
69
Annals of finance
68
Annals of operations research
64
Econometric theory
60
Scandinavian actuarial journal
56
The journal of futures markets
53
more ...
less ...
Source
All
ECONIS (ZBW)
9,097
Showing
1
-
10
of
9,097
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
Saved in:
2
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
3
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
4
Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak
;
Mohebbi, Shima
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
Saved in:
5
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
Saved in:
6
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
7
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
8
Economic production quantity for a decaying item with stochastic demand and positive lead time
Castellano, Davide
;
Glock, Christoph H.
- In:
International journal of production economics
267
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460501
Saved in:
9
Combining deep reinforcement learning and multi-stage stochastic programming to address the supply chain inventory management problem
Stranieri, Francesco
;
Fadda, Edoardo
;
Stella, Fabio Antonio
- In:
International journal of production economics
268
(
2024
),
pp. 13
Persistent link: https://www.econbiz.de/10014460541
Saved in:
10
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
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...
//-->