//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Planung und Anwendung von unvo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
110
Stochastischer Prozess
110
Option pricing theory
48
Optionspreistheorie
48
Volatility
48
Volatilität
48
Theorie
43
Theory
43
Mathematical programming
14
Mathematische Optimierung
14
Portfolio selection
14
Portfolio-Management
14
Time series analysis
14
Zeitreihenanalyse
14
Statistical distribution
12
Statistische Verteilung
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Stochastic volatility
11
Markov chain
10
Markov-Kette
10
Simulation
10
Black-Scholes model
9
Black-Scholes-Modell
9
Estimation theory
9
Experiment
9
Option trading
9
Optionsgeschäft
9
Schätztheorie
9
Control theory
8
Kontrolltheorie
8
CAPM
7
ARCH model
6
ARCH-Modell
6
Bayes-Statistik
6
Bayesian inference
6
Derivat
6
Derivative
6
Dynamic equilibrium
6
Dynamisches Gleichgewicht
6
more ...
less ...
Online availability
All
Undetermined
82
Free
6
Type of publication
All
Article
109
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
110
Aufsatz in Zeitschrift
110
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
110
Author
All
Li, Yong
4
Boubaker, Heni
3
Fabozzi, Frank J.
3
Bianchi, Michele Leonardo
2
Blueschke, D.
2
Blueschke-Nikolaeva, V.
2
Carr, Peter
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Kendrick, David A.
2
Kim, See-Woo
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Neck, Reinhard
2
Péguin-Feissolle, Anne
2
Ranjbar, Mojtaba
2
Zhang, Jin-Yu
2
Abid, Ilyes
1
Adl, A.
1
Aghdam, Y. Esmaeelzade
1
Ahmadian, Davood
1
Akira Toda, Alexis
1
Aksoy, Ümit
1
Amman, Hans M.
1
Andergassen, Rainer
1
Andreasen, Martin Møller
1
Arapakis, Karolos
1
Aydoğan, Burcu
1
Barth, Andrea
1
Bartolucci, Francesco
1
Basak, Gopal Krishna
1
Bashkirtseva, Irina
1
Belkacem, Lotfi
1
Blueschke, Dmitri
1
Boutahar, Mohamed
1
Bruti-Liberati, Nicola
1
Cagnone, Silvia
1
Casas, Isabel
1
more ...
less ...
Published in...
All
Computational economics
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
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
168
Quantitative finance
167
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
142
Risks : open access journal
128
Discussion paper / Tinbergen Institute
125
International journal of production economics
125
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
The journal of computational finance
106
Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Economic modelling
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
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
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
110
Showing
1
-
10
of
110
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic process and data analysis
Ho, Diem
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003486440
Saved in:
2
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
Saved in:
3
How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller
- In:
Computational economics
35
(
2010
)
2
,
pp. 127-154
Persistent link: https://www.econbiz.de/10003947913
Saved in:
4
A Benders decomposition method for solving stochastic complementarity problems with an application in energy
Gabriel, Steven A.
;
Fuller, J. David
- In:
Computational economics
35
(
2010
)
4
,
pp. 301-329
Persistent link: https://www.econbiz.de/10003992459
Saved in:
5
Optimal policy response with control parameter and intercept covariance
Gonzalez, Fidel
- In:
Computational economics
31
(
2008
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003612205
Saved in:
6
Stochastic ceteris paribus simulations
Kolsrud, Dag Olaf
- In:
Computational economics
31
(
2008
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10003612212
Saved in:
7
A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed
;
Dufrénot, Gilles
; …
- In:
Computational economics
31
(
2008
)
3
,
pp. 225-241
Persistent link: https://www.econbiz.de/10003691880
Saved in:
8
Stochastic optimization and worst-case analysis in monetary policy design
Žaković, Stan
;
Wieland, Volker
;
Rustem, Berç
- In:
Computational economics
30
(
2007
)
4
,
pp. 329-347
Persistent link: https://www.econbiz.de/10003582865
Saved in:
9
Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola
;
Platen, Eckhard
- In:
Computational economics
29
(
2007
)
3/4
,
pp. 283-312
Persistent link: https://www.econbiz.de/10003493806
Saved in:
10
Stochastic control of linear and nonlinear econometric models : some computational aspects
Blueschke, D.
;
Blueschke-Nikolaeva, V.
;
Neck, Reinhard
- In:
Computational economics
42
(
2013
)
1
,
pp. 107-118
Persistent link: https://www.econbiz.de/10009750433
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->