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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theory
767
Theorie
766
Forecasting model
188
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188
Agent-based modeling
168
Agentenbasierte Modellierung
165
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67
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Chiarella, Carl
4
Kang, Boda
4
Li, Yong
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Boubaker, Heni
3
Fabozzi, Frank J.
3
Kendrick, David A.
3
Amman, Hans M.
2
Bianchi, Michele Leonardo
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Blueschke, D.
2
Blueschke-Nikolaeva, V.
2
Brenner, Thomas
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Carr, Peter
2
He, Xin-Jiang
2
Huh, Jeonggyu
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Itkin, Andrey
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Juillard, Michel
2
Kim, See-Woo
2
Lin, Sha
2
Ma, Yong-Ki
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Mehrdoust, Farshid
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Adl, A.
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Computational economics
107
International journal of computational economics and econometrics
4
The Oxford handbook of computational economics and finance
4
Handbook of computational economics : volume 3
3
International journal of computational economics and econometrics : IJCEE
2
Advances in Computational Economics
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Advances in computational economics : AICE
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Handbook of computational economics : volume 2, Agent-based computational economics
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ECONIS (ZBW)
124
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1
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
2
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
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3
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
4
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
5
A novel high dimensional fitted scheme for stochastic optimal control problems
Dleuna Nyoumbi, Christelle
;
Tambue, Antoine
- In:
Computational economics
61
(
2023
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014228389
Saved in:
6
A method to pre-compile numerical integrals when solving stochastic dynamic problems
Arapakis, Karolos
- In:
Computational economics
61
(
2023
)
2
,
pp. 593-610
Persistent link: https://www.econbiz.de/10014228454
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7
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
8
Simulating and pricing CAT bonds using the spectral method based on Chebyshev basis
Aghdam, Y. Esmaeelzade
;
Neisy, A.
;
Adl, A.
- In:
Computational economics
63
(
2024
)
1
,
pp. 423-435
Persistent link: https://www.econbiz.de/10014472268
Saved in:
9
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
10
A bilinear pseudo-spectral method for solving two-asset European and American pricing options
Khasi, M.
;
Rashidinia, J.
- In:
Computational economics
63
(
2024
)
2
,
pp. 893-918
Persistent link: https://www.econbiz.de/10014475075
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