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Search: subject:"Brownian"
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Subject
All
Stochastischer Prozess
16,700
Stochastic process
16,690
Theorie
9,343
Theory
9,331
Volatilität
3,810
Volatility
3,807
Optionspreistheorie
3,205
Option pricing theory
3,196
Mathematical programming
2,074
Mathematische Optimierung
2,074
Portfolio selection
1,464
Portfolio-Management
1,464
Estimation
1,411
Schätzung
1,405
Zeitreihenanalyse
1,378
Time series analysis
1,375
Estimation theory
1,014
Schätztheorie
1,014
Markov chain
876
Markov-Kette
873
Risk
810
Risiko
806
Simulation
729
Statistische Verteilung
657
Statistical distribution
656
Börsenkurs
653
Share price
650
Forecasting model
645
Prognoseverfahren
645
Derivat
642
Derivative
642
Monte Carlo simulation
595
Monte-Carlo-Simulation
591
USA
576
United States
574
CAPM
565
Bayesian inference
558
Zinsstruktur
557
Dynamic programming
555
Yield curve
555
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Undetermined
5,719
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5,562
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All
Article
10,902
Book / Working Paper
6,987
Journal
7
Other
1
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All
Article in journal
9,392
Aufsatz in Zeitschrift
9,392
Graue Literatur
2,846
Non-commercial literature
2,846
Working Paper
2,790
Arbeitspapier
2,754
Aufsatz im Buch
676
Book section
676
Hochschulschrift
446
Thesis
347
Lehrbuch
121
Textbook
108
Collection of articles of several authors
89
Sammelwerk
89
Conference paper
82
Konferenzbeitrag
82
Collection of articles written by one author
62
Sammlung
62
Aufsatzsammlung
54
Konferenzschrift
47
Bibliografie enthalten
37
Bibliography included
37
Forschungsbericht
36
Amtsdruckschrift
26
Government document
26
Article
22
Conference proceedings
20
Systematic review
16
Übersichtsarbeit
16
Festschrift
11
Einführung
10
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9
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9
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research-article
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English
16,628
Undetermined
897
German
321
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23
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11
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10
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5
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3
Swedish
2
Finnish
1
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1
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1
Romanian
1
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1
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Author
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McAleer, Michael
103
Phillips, Peter C. B.
81
Koopman, Siem Jan
62
Chiarella, Carl
54
Platen, Eckhard
52
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
46
Cui, Zhenyu
44
Escudero, Laureano F.
44
Asai, Manabu
43
Ferrari, Giorgio
43
Yu, Jun
43
Takahashi, Akihiko
42
Post, Thierry
41
Madan, Dilip B.
40
Benth, Fred Espen
38
Fabozzi, Frank J.
38
Chan, Joshua
37
Shephard, Neil G.
37
Gao, Jiti
36
Todorov, Viktor
34
Escobar, Marcos
33
Hainaut, Donatien
32
Elliott, Robert J.
31
Gendreau, Michel
31
Linton, Oliver
30
Račev, Svetlozar T.
30
Wong, Hoi Ying
30
Gil-Alaña, Luis A.
29
Carr, Peter
28
Clark, Todd E.
28
Podolskij, Mark
28
Siu, Tak Kuen
28
Härdle, Wolfgang
27
Phillips, Peter C.B.
27
Wong, Wing Keung
27
Bayraktar, Erhan
26
Topaloglou, Nikolas
26
Wallace, Stein W.
26
Yor, Marc
26
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Institution
All
National Bureau of Economic Research
68
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Cowles Foundation for Research in Economics, Yale University
31
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
25
Centre for Analytical Finance <Århus>
17
London School of Economics (LSE)
13
School of Economics and Management, University of Aarhus
13
EconWPA
10
HAL
10
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Judge Institute of Management Studies
6
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
6
C.E.P.R. Discussion Papers
5
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
5
Queen Mary College / Department of Economics
5
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
5
University of Exeter / Department of Economics
5
Business School, University of Exeter
4
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
4
Chambre de commerce et d'industrie de Paris
4
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
4
Nuffield College
4
Society for Computational Economics - SCE
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Tinbergen Instituut
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
Departamento de Estadistica, Universidad Carlos III de Madrid
3
Department of Economics, Oxford University
3
Department of Economics, University of California-San Diego (UCSD)
3
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
3
European University Institute / Department of Economics
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Institute for Economic Research, Division of Economics
3
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Published in...
All
European journal of operational research : EJOR
644
International journal of theoretical and applied finance
327
Insurance / Mathematics & economics
283
Physica A: Statistical Mechanics and its Applications
234
Journal of econometrics
221
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
170
Quantitative finance
170
Operations research letters
167
Mathematics of operations research
163
The European Physical Journal B - Condensed Matter and Complex Systems
161
Journal of economic dynamics & control
144
Risks : open access journal
129
Discussion paper / Tinbergen Institute
125
International journal of production economics
125
Applied mathematical finance
123
Mathematical finance : an international journal of mathematics, statistics and financial theory
116
Computational economics
111
The journal of computational finance
106
Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Journal of mathematical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
87
Econometric reviews
86
Finance research letters
86
Energy economics
84
Economic modelling
83
International journal of financial engineering
81
INFORMS journal on computing : JOC
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
80
Mathematical methods of operations research
77
Annals of operations research
76
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
72
Journal of economic theory
72
Stochastic Processes and their Applications
71
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Source
All
ECONIS (ZBW)
16,807
RePEc
998
EconStor
58
BASE
12
Other ZBW resources
10
USB Cologne (business full texts)
6
USB Cologne (EcoSocSci)
6
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Showing
1
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10
of
17,897
Sort
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articles prioritized
date (newest first)
date (oldest first)
1
Imposing commitment to rein in overconfidence in learning
Fernandez, Marcelo Ariel
;
Majskaja, Tatʹjana
; …
- In:
Games and economic behavior
144
(
2024
),
pp. 29-48
Persistent link: https://www.econbiz.de/10014545377
Saved in:
2
A Schumpeterian microfoundation of the geometric
Brownian
motion of firm size and Zipf’s law
Haruyama, Tetsugen
-
2024
Persistent link: https://www.econbiz.de/10014533796
Saved in:
3
On the separation cut-off phenomenon for
Brownian
motions on high dimensional spheres
Arnaudon, Marc
;
Coulibaly-Pasquier, Koléhè
;
Miclo, Laurent
-
2024
Persistent link: https://www.econbiz.de/10014476100
Saved in:
4
Arbitrage problems with reflected geometric
Brownian
motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
5
Faking
Brownian
motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
6
Interest rate convexity in a Gaussian framework
Jacquier, Antoine
;
Oumgari, Mugad
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 677-689
Persistent link: https://www.econbiz.de/10015050786
Saved in:
7
ARMA-GARCH model with fractional generalized hyperbolic innovations
Kim, Sung Ik
- In:
Financial innovation : FIN
8
(
2022
),
pp. 1-25
process, the non-fractional variant is derived by subordinating time-changed
Brownian
motion to the generalized inverse …
Persistent link: https://www.econbiz.de/10013272653
Saved in:
8
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:
9
A singular stochastic control problem with direction switching cost
Kruk, Łukasz
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
3
,
pp. 325-349
Persistent link: https://www.econbiz.de/10014514912
Saved in:
10
On bounded completeness and the l1-densensess of likelihood ratios
Hallin, Marc
;
Werker, Bas J. M.
;
Zhou, Bo
-
2023
Persistent link: https://www.econbiz.de/10014251867
Saved in:
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