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Search: subject:"Processes"
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All
Stochastischer Prozess
16,768
Stochastic process
16,567
Theorie
9,788
Theory
9,733
Volatilität
3,815
Volatility
3,808
Optionspreistheorie
3,208
Option pricing theory
3,197
Mathematische Optimierung
2,121
Mathematical programming
2,120
Portfolio-Management
1,482
Portfolio selection
1,480
Zeitreihenanalyse
1,475
Time series analysis
1,463
Estimation
1,443
Schätzung
1,443
Schätztheorie
1,086
Estimation theory
1,081
Markov chain
1,080
Markov-Kette
1,072
Risk
830
Risiko
818
Simulation
781
Prognoseverfahren
687
Forecasting model
683
Börsenkurs
680
Statistische Verteilung
679
Statistical distribution
676
Share price
669
USA
660
United States
656
Derivat
652
Derivative
652
Dynamic programming
618
Monte Carlo simulation
605
Monte-Carlo-Simulation
595
Bayesian inference
589
Dynamische Optimierung
586
Bayes-Statistik
576
CAPM
572
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All
Undetermined
8,137
Free
7,848
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Article
14,939
Book / Working Paper
8,733
Other
41
Journal
7
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All
Article in journal
11,116
Aufsatz in Zeitschrift
11,116
Working Paper
3,165
Graue Literatur
3,044
Non-commercial literature
3,044
Arbeitspapier
2,932
Aufsatz im Buch
763
Book section
763
Hochschulschrift
486
Thesis
400
Article
154
Lehrbuch
130
Textbook
115
Conference paper
108
Konferenzbeitrag
108
Collection of articles of several authors
107
Sammelwerk
107
Aufsatzsammlung
69
Konferenzschrift
63
Collection of articles written by one author
62
Sammlung
62
Bibliografie enthalten
42
Bibliography included
42
Forschungsbericht
37
Amtsdruckschrift
29
Government document
29
Conference proceedings
24
Dissertation u.a. Prüfungsschriften
24
Case study
23
Fallstudie
23
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19
Übersichtsarbeit
19
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17
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15
Einführung
13
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11
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9
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English
19,483
Undetermined
3,646
German
477
Spanish
41
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28
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14
Italian
10
Russian
10
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5
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5
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4
Finnish
2
Slovenian
2
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2
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1
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Author
All
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
Escobar, Marcos
33
Elliott, Robert J.
32
Gil-Alaña, Luis A.
32
Hainaut, Donatien
32
Branger, Nicole
31
Bayraktar, Erhan
30
Gendreau, Michel
30
Siu, Tak Kuen
30
Račev, Svetlozar T.
29
Wilfling, Bernd
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Lucas, André
28
Lux, Thomas
28
Nielsen, Bent
28
Riedel, Frank
28
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Institution
All
International Monetary Fund (IMF)
102
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
93
National Bureau of Economic Research
67
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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Published in...
All
European journal of operational research : EJOR
742
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
Computers & operations research : and their applications to problems of world concern ; an international journal
191
Operations research
188
Operations research letters
184
Mathematics of operations research
179
Quantitative finance
176
Journal of economic dynamics & control
145
International journal of production economics
140
Discussion paper / Tinbergen Institute
133
Risks : open access journal
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
Journal of mathematical finance
90
Energy economics
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
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
International journal of financial engineering
82
Working paper
81
Finance research letters
79
Annals of operations research
77
Computational Management Science : CMS
74
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Source
All
ECONIS (ZBW)
18,968
RePEc
4,017
EconStor
416
USB Cologne (EcoSocSci)
148
BASE
144
Other ZBW resources
26
USB Cologne (business full texts)
1
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Showing
21
-
30
of
23,720
Sort
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date (newest first)
date (oldest first)
21
Optimal entry and exit decisions under uncertainty and the impact of mean reversion
Tvedt, Jostein
- In:
Operations research forum
3
(
2022
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013461934
Saved in:
22
Matrix gamma distributions and related stochastic
processes
Kozubowski, Tomasz J.
;
Mazur, Stepan
;
Podgórski, Krzysztof
-
2022
distributions to matrix-valued L'evy
processes
of a vector argument is made. Namely, a L'evy process, termed a matrix gammaLaplace …
Persistent link: https://www.econbiz.de/10013469607
Saved in:
23
American options and stochastic interest rates
Battauz, Anna
;
Rotondi, Francesco
- In:
Computational management science
19
(
2022
)
4
,
pp. 567-604
Persistent link: https://www.econbiz.de/10013447493
Saved in:
24
Moments of maximum of Lévy
processes
: application to barrier and lookback option pricing
Li, Yuan
;
Shiraya, Kenichiro
;
Umezawa, Yuji
;
Yamazaki, Akira
-
2022
Persistent link: https://www.econbiz.de/10013271751
Saved in:
25
Pricing energy derivatives in markets driven by tempered stable and CGMY
processes
of Ornstein-Uhlenbeck type
Sabino, Piergiacomo
- In:
Risks : open access journal
10
(
2022
)
8
,
pp. 1-23
transition law of such
processes
in closed form. This result is instrumental for the derivation of nonarbitrage conditions such … simulation of the skeleton of such
processes
and propose a novel procedure when they coincide with compound Poisson
processes
of …
Persistent link: https://www.econbiz.de/10013368314
Saved in:
26
Optimal withdrawal strategies in GLWB variable annuities
Bacinello, Anna Rita
;
Maggistro, Rosario
;
Zoccolan, Ivan
-
2022
Persistent link: https://www.econbiz.de/10013341541
Saved in:
27
Monetary risk measures for stochastic
processes
via Orlicz duality
Kountzakis, Christos E.
;
Rossello, Damiano
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10013380529
Saved in:
28
An infinite-dimensional affine stochastic volatility model
Cox, Sonja
;
Karbach, Sven
;
Khedher, Asma
- In:
Mathematical finance : an international journal of …
32
(
2022
)
3
,
pp. 878-906
Persistent link: https://www.econbiz.de/10013331066
Saved in:
29
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:
30
Interpretable policies and the price of interpretability in hypertension treatment planning
Garcia, Gian-Gabriel P.
;
Steimle, Lauren N.
;
Marrero, …
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10014471260
Saved in:
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