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Search: subject:"brownian motion"
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Brownian motion
338
Stochastischer Prozess
310
Stochastic process
301
Theorie
180
Theory
171
Optionspreistheorie
150
random processes
147
Option pricing theory
145
noise
133
Fractional Brownian motion
126
and Brownian motion
126
05.40.-a Fluctuation phenomena
118
Volatility
82
Volatilität
82
fractional Brownian motion
81
geometric Brownian motion
51
Geometric Brownian motion
49
Portfolio selection
39
Portfolio-Management
39
Time series analysis
39
Zeitreihenanalyse
38
Levy process
37
Levy-Prozess
37
Geometric Brownian Motion
31
stochastic processes
31
Brownsche Bewegung
30
Derivat
30
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30
Brownian Motion
28
Option trading
28
Optionsgeschäft
28
Estimation theory
24
Schätztheorie
24
and statistics
24
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23
Hurst exponent
23
02.50.-r Probability theory
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Phillips, Peter C.B.
21
McAleer, Michael
12
Park, Joon Y.
9
Spagnolo, B.
9
Gapeev, Pavel V.
8
Viaene, Jean-Marie
8
Feng, Runhuan
7
Mišura, Julija S.
7
Phillips, Peter C. B.
7
Yor, Marc
7
Asai, Manabu
6
Eisenberg, Julia
6
Föllmer, Hans
6
Haldrup, Niels
6
Hertrich, Markus
6
Valenti, D.
6
Bassler, Kevin E.
5
Bowen, Harry P.
5
Fabozzi, Frank J.
5
Fiasconaro, A.
5
Foldes, Lucien
5
Gunaratne, Gemunu H.
5
Jansson, Michael
5
Lee, Hangsuck
5
McCauley, Joseph L.
5
Montasser, Ghassen El
5
Munandar, Haris
5
Peskir, Goran
5
Rosenbaum, Mathieu
5
Rosso, O.A.
5
Rostek, Stefan
5
Schimansky-Geier, L.
5
Seo, Sang Byung
5
Yu, Jun
5
Ausloos, M.
4
Bianchi, Sergio
4
Breccia, Adriana
4
Chan, Leunglung
4
Chavanis, P. H.
4
Davidson, James
4
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Cowles Foundation for Research in Economics, Yale University
24
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
21
London School of Economics (LSE)
9
School of Economics and Management, University of Aarhus
8
EconWPA
7
HAL
7
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
6
C.E.P.R. Discussion Papers
5
Business School, University of Exeter
4
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
4
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Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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Départment des sciences administratives, Université du Québec en Outaouais (UQO)
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Institute for Economic Research, Division of Economics
3
International Monetary Fund (IMF)
3
BANCO DE LA REPÚBLICA
2
Banco de la Republica de Colombia
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Birkbeck, Department of Economics, Mathematics & Statistics
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Departamento de Estadistica, Universidad Carlos III de Madrid
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2
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2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
2
Institute of Economic Research, Kyoto University
2
Institutionen för Nationalekonomi, Umeå Universitet
2
Judge Institute of Management Studies
2
National Bureau of Economic Research
2
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2
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2
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2
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
2
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2
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The European Physical Journal B - Condensed Matter and Complex Systems
161
Physica A: Statistical Mechanics and its Applications
153
Stochastic Processes and their Applications
58
Statistics & Probability Letters
36
Cowles Foundation Discussion Papers
24
Statistical Inference for Stochastic Processes
23
MPRA Paper
20
International journal of theoretical and applied finance
17
Journal of mathematical finance
13
Finance and Stochastics
11
Quantitative finance
11
International Journal of Theoretical and Applied Finance (IJTAF)
10
Mathematics of operations research
10
Risks : open access journal
10
Insurance / Mathematics & economics
9
LSE Research Online Documents on Economics
9
Mathematics and financial economics
9
Finance and stochastics
8
Finance research letters
8
Risks
8
SSE/EFI Working Paper Series in Economics and Finance
8
Insurance: Mathematics and Economics
7
International journal of financial engineering
7
Mathematics and Computers in Simulation (MATCOM)
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computational Statistics
6
Computational economics
6
Econometric reviews
6
Economic Modelling
6
Economic modelling
6
SFB 373 Discussion Paper
6
SFB 373 Discussion Papers
6
Scandinavian actuarial journal
6
Tinbergen Institute Discussion Papers
6
Annals of the Institute of Statistical Mathematics
5
CEPR Discussion Papers
5
Finance
5
Management Science
5
Mathematical Methods of Operations Research
5
The European journal of finance
5
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Source
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RePEc
774
ECONIS (ZBW)
393
EconStor
49
BASE
10
Other ZBW resources
9
USB Cologne (business full texts)
6
USB Cologne (EcoSocSci)
6
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Showing
1
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1,247
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1
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:
2
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:
3
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:
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
Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
Cotticelli, Stefano
;
Savelli, Nino
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 205-236
Persistent link: https://www.econbiz.de/10014519979
Saved in:
7
On the diameter of the stopped spider process
Bednarz, Ewelina
;
Ernst, Philip A.
;
Osękowski, Adam
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 346-365
Persistent link: https://www.econbiz.de/10014527948
Saved in:
8
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:
9
Analytic valuation of guaranteed lifetime withdrawal benefits with a modified ratchet
Harcourt, Darcy
;
Daglish, Toby
;
Ulm, Eric R.
- In:
Insurance : mathematics and economics
118
(
2024
),
pp. 59-71
Persistent link: https://www.econbiz.de/10015067006
Saved in:
10
GMM estimation with Brownian kernels applied to income inequality measurement
Cho, Jin Seo
;
Phillips, Peter C. B.
-
2024
Persistent link: https://www.econbiz.de/10015077115
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