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Search: subject:"Processes"
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Stochastischer Prozess
16,822
Stochastic process
16,621
Theorie
9,824
Theory
9,770
Volatilität
3,829
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3,822
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3,218
Option pricing theory
3,207
Mathematische Optimierung
2,140
Mathematical programming
2,139
Portfolio-Management
1,486
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1,484
Zeitreihenanalyse
1,477
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1,467
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Schätztheorie
1,092
Estimation theory
1,087
Markov chain
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Risk
833
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821
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Prognoseverfahren
691
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Börsenkurs
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Derivat
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623
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596
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592
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591
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579
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573
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McAleer, Michael
103
Phillips, Peter C. B.
79
Koopman, Siem Jan
72
Platen, Eckhard
65
Chiarella, Carl
63
Barndorff-Nielsen, Ole E.
53
Benth, Fred Espen
53
Sethi, Suresh
49
Madan, Dilip B.
46
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
43
Fabozzi, Frank J.
41
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
41
Asai, Manabu
39
Carr, Peter
39
Linton, Oliver
38
Shephard, Neil G.
37
Chan, Joshua
36
Gao, Jiti
35
Podolskij, Mark
35
Todorov, Viktor
35
Elliott, Robert J.
33
Escobar, Marcos
33
Gil-Alaña, Luis A.
32
Hainaut, Donatien
32
Branger, Nicole
31
Bayraktar, Erhan
30
Gendreau, Michel
30
Račev, Svetlozar T.
30
Siu, Tak Kuen
30
Wilfling, Bernd
30
Wong, Hoi Ying
29
Clark, Todd E.
28
Lucas, André
28
Lux, Thomas
28
Nielsen, Bent
28
Riedel, Frank
28
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International Monetary Fund (IMF)
102
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
93
National Bureau of Economic Research
68
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
HAL
40
Université Paris-Dauphine (Paris IX)
37
International Monetary Fund
35
EconWPA
32
School of Economics and Management, University of Aarhus
32
United Nations University-Maastricht Economic Research Institute of Innovation and Technology (UNU-MERIT)
32
London School of Economics (LSE)
18
Centre for Analytical Finance <Århus>
17
Cowles Foundation for Research in Economics, Yale University
17
Finance Discipline Group, Business School
17
Tilburg University, Center for Economic Research
15
University of Bonn, Germany
15
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
14
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
14
Department of Economics and Business, Universitat Pompeu Fabra
13
Erasmus University Rotterdam, Econometric Institute
13
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
13
Økonomisk Institut, Københavns Universitet
13
Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
11
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
11
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
11
Society for Computational Economics - SCE
11
C.E.P.R. Discussion Papers
10
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
10
Collegio Carlo Alberto, Università degli Studi di Torino
10
Department of Economics, Oxford University
10
Institute for the Study of Labor (IZA)
10
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
9
Springer Fachmedien Wiesbaden
9
Université Paris-Dauphine
9
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
8
Departamento de Estadistica, Universidad Carlos III de Madrid
8
Tinbergen Instituut
8
Economics Group, Nuffield College, University of Oxford
7
Graduate School of Business and Economics (GSBE), School of Business and Economics
7
HWWA Institut für Wirtschaftsforschung
7
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European journal of operational research : EJOR
745
International journal of theoretical and applied finance
338
Physica A: Statistical Mechanics and its Applications
328
Insurance / Mathematics & economics
292
The European Physical Journal B - Condensed Matter and Complex Systems
259
Journal of econometrics
243
International journal of production research
221
Finance and stochastics
209
Operations research
195
Computers & operations research : and their applications to problems of world concern ; an international journal
191
Operations research letters
184
Mathematics of operations research
179
Quantitative finance
176
Journal of economic dynamics & control
145
International journal of production economics
140
Risks : open access journal
136
Discussion paper / Tinbergen Institute
133
Applied mathematical finance
124
Stochastic Processes and their Applications
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
118
Computational economics
114
The journal of computational finance
107
Economics letters
103
Management science : journal of the Institute for Operations Research and the Management Sciences
97
Econometric reviews
91
MPRA Paper
91
Energy economics
90
Journal of mathematical finance
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Economic modelling
86
INFORMS journal on computing : JOC
85
Transportation research / E : an international journal
85
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
85
Omega : the international journal of management science
84
Mathematical methods of operations research
83
Finance research letters
82
International journal of financial engineering
82
Working paper
82
Annals of operations research
77
Computational Management Science : CMS
74
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Source
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ECONIS (ZBW)
19,040
RePEc
4,017
Other ZBW resources
634
EconStor
418
USB Cologne (EcoSocSci)
148
BASE
144
USB Cologne (business full texts)
1
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23581
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
23582
Sources of purchasing power disparities between the G3-economies
Weber, Axel A.
-
1997
Persistent link: https://www.econbiz.de/10000987006
Saved in:
23583
Efficient intertemporal allocations with recursive utility
Dumas, Bernard
;
Uppal, Raman
;
Wang, Tan
-
1997
Persistent link: https://www.econbiz.de/10000987025
Saved in:
23584
Geschäftsprozeßmanagement : Grundlagen, Elemente und Konzepte
Corsten, Hans
- In:
Management von Geschäftsprozessen : theoretische …
,
(pp. 9-57)
.
1997
Persistent link: https://www.econbiz.de/10001297328
Saved in:
23585
Option pricing with regularized fractional Brownian motions
Aldabe, F.
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 379-397)
.
1997
Persistent link: https://www.econbiz.de/10001298418
Saved in:
23586
Antiusury laws and market interest rate dynamics
Cifarelli, Donato M.
- In:
New operational approaches for financial modelling
,
(pp. 311-322)
.
1997
Persistent link: https://www.econbiz.de/10001299209
Saved in:
23587
GARCH models as diffusion approximation : a simulation approach for currency hedging using options
Castellano, Rosella
- In:
New operational approaches for financial modelling
,
(pp. 297-310)
.
1997
Persistent link: https://www.econbiz.de/10001299211
Saved in:
23588
Stochastic trees and medical decision making
Hazen, Gordon B.
- In:
Economic and environmental risk and uncertainty : new …
,
(pp. 65-74)
.
1997
Persistent link: https://www.econbiz.de/10001321863
Saved in:
23589
The impact of chartists on exchange rate determination : evidence from time series
Heimonen, Kari
- In:
Studies on exchange rate determination and currency …
,
(pp. 25-34)
.
1997
Persistent link: https://www.econbiz.de/10001324822
Saved in:
23590
Productive efficiency of the swine industry in Hawaii : stochastic frontier vs. data envelopment analysis
Sharma, Khem R.
- In:
Journal of productivity analysis
8
(
1997
)
4
,
pp. 447-459
Persistent link: https://www.econbiz.de/10001337180
Saved in:
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