//--> //--> //--> //-->
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:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
29
Stochastischer Prozess
29
Theorie
17
Theory
17
Volatility
8
Volatilität
8
Option pricing theory
4
Optionspreistheorie
4
Statistical distribution
4
Statistische Verteilung
4
Analysis
3
Mathematical analysis
3
Estimation theory
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
Adaptive Erwartungen
1
Adaptive expectations
1
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Cointegration
1
Correlation
1
Currency option
1
Devisenoption
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Einheitswurzeltest
1
Elementarschadenversicherung
1
Entropie
1
Entropy
1
Exchange rate
1
Financial management theory
1
Finanzierungstheorie
1
Forecast
1
more ...
less ...
Type of publication
All
Book / Working Paper
29
Type of publication (narrower categories)
All
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
All
English
29
Author
All
Barndorff-Nielsen, Ole E.
8
Shephard, Neil G.
5
Sørensen, Michael
5
Bibby, Bo Martin
2
Levendorskij, Sergej Z.
2
Shepard, Neil
2
Ørregaard Nielsen, Morten
2
Albrecher, Hansjörg
1
Asmussen, Søren
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Di Miscia, Orazio
1
Gloter, Arnaud
1
Hubalek, Friedrich
1
Høg, Esben P.
1
Jensen, Bjarke
1
Küchler, Uwe
1
Møller Andreasen, Marin
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peskir, G.
1
Poulsen, Rolf
1
Schmidli, Hanspeter
1
Sgarra, Carlo
1
Shorish, Jamsheed
1
Skovgaard, Ib Michael
1
Stelzer, Robert
1
Sørensen, H.
1
Sørensen, Helle
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
17
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
European journal of operational research : EJOR
662
International journal of theoretical and applied finance
325
Insurance / Mathematics & economics
282
Journal of econometrics
225
VDI-Berichte
220
Schriftenreihe der Deutschen Verkehrswissenschaftlichen Gesellschaft / B
201
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
190
International journal of production research
182
Operations research
175
Operations research letters
165
Quantitative finance
165
Schriften des Vereins für Socialpolitik, Gesellschaft für Wirtschafts- und Sozialwissenschaften
163
Mathematics of operations research
156
Loccumer Protokolle
155
Journal of economic dynamics & control
142
International journal of production economics
141
SpringerLink / Bücher
135
Annals of operations research
131
Discussion paper / Tinbergen Institute
126
Risks : open access journal
125
Applied mathematical finance
119
Computational economics
116
Mathematical finance : an international journal of mathematics, statistics and financial theory
116
The journal of computational finance
106
Lecture notes in economics and mathematical systems : operations research, computer science, social science
98
Economics letters
96
Lecture notes in computer science
94
Management science : journal of the Institute for Operations Research and the Management Sciences
93
Kurs / Deutsche Verkehrswissenschaftliche Gesellschaft e.V., DVWG
91
Journal of mathematical finance
89
Econometric reviews
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
82
INFORMS journal on computing : JOC
82
Energy economics
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
Omega : the international journal of management science
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
2
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
3
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
4
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
5
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
6
A note on a representation and calculation of the long-memory Ornstein-Uhlenbeck process
Høg, Esben P.
-
2000
Persistent link: https://www.econbiz.de/10001500125
Saved in:
7
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
1999
Persistent link: https://www.econbiz.de/10001455827
Saved in:
8
A comparison of approximation techniques for transition densities of diffusion processes
Jensen, Bjarke
;
Poulsen, Rolf
-
1999
Persistent link: https://www.econbiz.de/10001455863
Saved in:
9
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
10
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->