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~subject:"Stochastischer Prozess"
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Search: subject_exact:"Stochastisches Modell"
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Stochastischer Prozess
Stochastic process
16,646
Theorie
9,331
Theory
9,331
Volatilität
3,804
Volatility
3,786
Optionspreistheorie
3,199
Option pricing theory
3,184
Mathematical programming
2,065
Mathematische Optimierung
2,065
Portfolio selection
1,459
Portfolio-Management
1,459
Estimation
1,413
Schätzung
1,410
Zeitreihenanalyse
1,372
Time series analysis
1,369
Schätztheorie
1,005
Estimation theory
1,003
Markov-Kette
871
Markov chain
870
Risk
803
Risiko
800
Simulation
731
Statistical distribution
656
Statistische Verteilung
656
Börsenkurs
650
Share price
648
Forecasting model
647
Prognoseverfahren
647
Derivat
644
Derivative
644
Monte-Carlo-Simulation
586
Monte Carlo simulation
583
USA
576
United States
576
Zinsstruktur
563
CAPM
559
Yield curve
559
Bayesian inference
558
Bayes-Statistik
553
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Free
5,203
Undetermined
4,925
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Article
10,025
Book / Working Paper
6,627
Journal
7
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Article in journal
9,291
Aufsatz in Zeitschrift
9,291
Graue Literatur
2,812
Non-commercial literature
2,812
Arbeitspapier
2,724
Working Paper
2,724
Aufsatz im Buch
673
Book section
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Hochschulschrift
441
Thesis
334
Lehrbuch
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Textbook
107
Collection of articles of several authors
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Sammelwerk
91
Conference paper
81
Konferenzbeitrag
81
Collection of articles written by one author
60
Sammlung
60
Aufsatzsammlung
55
Konferenzschrift
47
Bibliografie enthalten
37
Bibliography included
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Forschungsbericht
36
Amtsdruckschrift
26
Government document
26
Conference proceedings
20
Systematic review
16
Übersichtsarbeit
16
Festschrift
11
Case study
9
Einführung
9
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9
Multi-volume publication
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English
16,293
German
319
French
21
Polish
10
Russian
5
Spanish
5
Undetermined
5
Italian
3
Swedish
2
Finnish
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Ancient Greek (to 1453)
1
Portuguese
1
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Author
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McAleer, Michael
93
Phillips, Peter C. B.
75
Koopman, Siem Jan
62
Chiarella, Carl
54
Platen, Eckhard
52
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Asai, Manabu
39
Madan, Dilip B.
38
Benth, Fred Espen
37
Fabozzi, Frank J.
37
Shephard, Neil G.
37
Chan, Joshua
36
Gao, Jiti
35
Todorov, Viktor
34
Escobar, Marcos
33
Elliott, Robert J.
31
Hainaut, Donatien
31
Gendreau, Michel
30
Linton, Oliver
30
Gil-Alaña, Luis A.
29
Račev, Svetlozar T.
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Siu, Tak Kuen
28
Carr, Peter
27
Wong, Wing Keung
27
Topaloglou, Nikolas
26
Wallace, Stein W.
26
Batabyal, Amitrajeet A.
25
Mumtaz, Haroon
25
Nguyen, Duy
25
Bayraktar, Erhan
24
Grasselli, Martino
24
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Institution
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National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
University of Exeter / Department of Economics
5
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Judge Institute of Management Studies
4
Nuffield College
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Institutionen för Skogsekonomi <Ume°a>
3
Springer-Verlag GmbH
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Deutsche Forschungsgemeinschaft
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Institut für Wirtschaftswissenschaften <Wien>
2
International Center for Financial Asset Management and Engineering
2
Kansantaloustieteen Laitos <Helsinki>
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
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Published in...
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European journal of operational research : EJOR
643
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
176
International journal of production research
169
Quantitative finance
167
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
142
Risks : open access journal
127
Discussion paper / Tinbergen Institute
125
International journal of production economics
124
Applied mathematical finance
122
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
Econometric reviews
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
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
Finance research letters
78
Annals of operations research
77
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
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ECONIS (ZBW)
16,649
USB Cologne (EcoSocSci)
10
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1
A simulation optimization framework to solve Stochastic Flexible Job-Shop Scheduling Problems- case : semiconductor manufacturing
Ghaedy-Heidary, Ensieh
;
Nejati, Erfan
;
Ghasemi, Amir
; …
- In:
Computers & operations research : an international journal
163
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014560652
Saved in:
2
Can customer arrival rates be modelled by sine waves?
Chen, Ningyuan
;
Gürlek, Ragıp
;
Lee, Donald K. K.
; …
- In:
Service science
16
(
2024
)
2
,
pp. 70-84
Persistent link: https://www.econbiz.de/10014564195
Saved in:
3
Distributionally robust scheduling of stochastic knapsack arrivals
Bos, Hayo
;
Boucherie, Richard J.
;
Hans, Erwin W.
; …
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014565010
Saved in:
4
Balancing resources for dynamic vehicle routing with stochastic customer requests
Soeffker, Ninja
;
Ulmer, Marlin Wolf
;
Mattfeld, Dirk C.
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 331-373
Persistent link: https://www.econbiz.de/10014566057
Saved in:
5
Consistent routing for local same-day delivery via micro-hubs
Ackva, Charlotte
;
Ulmer, Marlin Wolf
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 375-409
Persistent link: https://www.econbiz.de/10014566061
Saved in:
6
An efficient and provable sequential quadratic programming method for American and swing option pricing
Shen, Jinye
;
Huang, Weizhang
;
Ma, Jingtang
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10014566281
Saved in:
7
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014566344
Saved in:
8
A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
Zhang, Hongyu
;
Mazzi, Nicolò
;
McKinnon, Ken
;
Nava, …
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014566414
Saved in:
9
A variational inequality formulation for stochastic user equilibrium with a bounded choice set
Jiang, Yu
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014566429
Saved in:
10
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
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