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~institution:"Econometrisch Instituut <Rotterdam>"
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Stochastic process
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Stochastischer Prozess
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4
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3
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3
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1967-2000
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Franses, Philip Hans
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Hafner, Christian M.
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Pietersz, Raoul
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Asperen, Eelco van
1
Bi̇rbi̇l, Ş. İlker
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Dekker, Rommert
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1
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1
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1
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1
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1
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1
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1
Polman, Mark
1
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Econometrisch Instituut <Rotterdam>
International Monetary Fund (IMF)
417
National Bureau of Economic Research
310
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
127
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
84
HAL
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International Monetary Fund
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42
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41
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36
Center for Economic Research <Tilburg>
26
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24
Society for Computational Economics - SCE
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National Centre for Social and Economic Modelling <Canberra>
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Southern Agricultural Economics Association - SAEA
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C.E.P.R. Discussion Papers
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IGI Global
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Shaker Verlag
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Verlag Dr. Kovač
13
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12
Chambre de commerce et d'industrie de Paris
12
Department of Economics and Business, Universitat Pompeu Fabra
12
Technische Universität <München> / Lehrstuhl für Fördertechnik Materialfluß Logistik
12
Erasmus Research Institute of Management
11
Erasmus University Rotterdam, Econometric Institute
11
Tilburg University, School of Economics and Management
11
Universitat Pompeu Fabra / Departament d'Economia i Empresa
11
Department of Economics, Oxford University
10
Institut für Weltwirtschaft
10
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10
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10
World Bank
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ECONIS (ZBW)
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Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
2
Rank reduction of
correlation
matrics by majorization
Pietersz, Raoul
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989947
Saved in:
3
A generalized dynamic conditional
correlation
model for many asset returns
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
Saved in:
4
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
5
An interior-point and decomposition approach to multiple stage stochastic programming
Zhang, Shuzhong
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701889
Saved in:
6
A decomposition approach to a stochastic model for supply-and-return network design
Listes, Ovidiu
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722267
Saved in:
7
Discrete vs continuous time for large extremes of Gaussian processes
Piterbarg, Vladimir I.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655902
Saved in:
8
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
(
contributor
);
Paap, Richard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
Saved in:
9
Determining optimal disassembly and recovery strategies
Teunter, Ruud H.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001969408
Saved in:
10
Arrival processes in port modeling : insights from a case study
Asperen, Eelco van
;
Dekker, Rommert
;
Polman, Mark
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055680
Saved in:
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