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~subject:"Derivat"
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Derivat
Stochastischer Prozess
17,289
Stochastic process
16,843
Theorie
10,574
Theory
10,322
Volatilität
3,867
Volatility
3,804
Optionspreistheorie
3,248
Option pricing theory
3,197
Warteschlangentheorie
2,803
Mathematische Optimierung
2,644
Mathematical programming
2,628
Queueing theory
2,293
Portfolio-Management
1,486
Portfolio selection
1,477
Schätzung
1,453
Zeitreihenanalyse
1,448
Estimation
1,415
Time series analysis
1,402
Container terminal
1,235
Containerterminal
1,230
Markov-Kette
1,081
Markov chain
1,077
Schätztheorie
1,057
Estimation theory
1,040
Simulation
1,007
Scheduling-Verfahren
937
Scheduling problem
931
Risiko
848
Risk
834
USA
809
United States
776
Prognoseverfahren
697
Börsenkurs
688
Statistische Verteilung
686
Forecasting model
679
Statistical distribution
671
Share price
659
Derivative
642
Dynamic programming
631
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Undetermined
250
Free
159
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Article
447
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197
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Article in journal
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Graue Literatur
70
Non-commercial literature
70
Working Paper
54
Arbeitspapier
53
Hochschulschrift
29
Aufsatz im Buch
26
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26
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18
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7
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2
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2
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2
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2
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1
Bibliografie enthalten
1
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1
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1
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Language
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English
626
German
18
Author
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Benth, Fred Espen
11
Escobar, Marcos
10
Chiarella, Carl
9
Fouque, Jean-Pierre
8
Perrakis, Stylianos
8
Cheng, Benjamin
7
McAleer, Michael
7
Nikitopoulos, Christina Sklibosios
7
Schlögl, Erik
7
Cui, Zhenyu
6
Packham, Natalie
6
Papanicolaou, George
6
Schmidt, Wolfgang M.
6
Schoutens, Wim
6
Wang, Xingchun
6
Chang, Chia-Lin
5
Crépey, Stéphane
5
Fabozzi, Frank J.
5
Kallsen, Jan
5
Kwok, Yue-Kuen
5
Madan, Dilip B.
5
Sabino, Piergiacomo
5
Sviščuk, Anatolij
5
Capriotti, Luca
4
Fu, Michael
4
Gouriéroux, Christian
4
Howison, Sam
4
Kang, Boda
4
Račev, Svetlozar T.
4
Schlögl, Lutz
4
Siu, Tak Kuen
4
Sklibosios Nikitopoulos, Christina
4
Xu, Wei
4
Zagst, Rudi
4
Antonelli, Fabio
3
Baldeaux, Jan
3
Barth, Jörn
3
Bertsimas, Dimitris
3
Branger, Nicole
3
Carr, Peter
3
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National Bureau of Economic Research
3
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Instituto Valenciano de Investigaciones Económicas
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Swiss Finance Institute
1
Universität Trier
1
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Published in...
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International journal of theoretical and applied finance
59
Applied mathematical finance
24
Quantitative finance
20
Journal of mathematical finance
15
European journal of operational research : EJOR
14
Review of derivatives research
14
International journal of financial engineering
13
Journal of banking & finance
12
The journal of computational finance
12
Journal of econometrics
11
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
10
Annals of finance
9
Energy economics
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Finance research letters
7
Risks : open access journal
7
Computational economics
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Journal of risk and financial management : JRFM
5
Mathematical finance
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of derivatives : JOD
5
Applied economics
4
Journal of financial economics
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
Research series / Universiteit van Amsterdam
4
The journal of futures markets
4
Tinbergen Institute research series
4
Working paper series / Centre for Practical Quantitative Finance
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Asia-Pacific journal of financial studies
3
Discussion paper / Tinbergen Institute
3
International review of financial analysis
3
Journal of financial engineering
3
NBER working paper series
3
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ECONIS (ZBW)
642
EconStor
2
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1
A note on deriving decision rules to locate export containers in container yards
Zhang, Canrong
;
Chen, Weiwei
;
Shi, Leyuan
;
Zheng, Li
- In:
European journal of operational research : EJOR
205
(
2010
)
2
,
pp. 483-485
Persistent link: https://www.econbiz.de/10003961343
Saved in:
2
Options with stochastic lives
Jennergren, Lars Peter
;
Näslund, Bertil
-
1991
Persistent link: https://www.econbiz.de/10000826417
Saved in:
3
Financial calculus : an introduction to derivative pricing
Baxter, Martin
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000614304
Saved in:
4
The concept of credit OAS in valuation of MBS
Levin, Alexander
;
Davidson, Andrew
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
3
,
pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
Saved in:
5
Modeling simultaneous defaults : a top-down approach
Kunisch, Michael
;
Uhrig-Homburg, Marliese
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
Saved in:
6
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
7
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
8
Calibration of parametric CAT bonds : a case study of Mexican earthquakes
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Schmollers Jahrbuch : journal of contextual economics
128
(
2008
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10003786603
Saved in:
9
Pricing temperature derivatives using a partial differential equation approach in incomplete markets
Ehlers, Manuel
-
2008
Persistent link: https://www.econbiz.de/10003781004
Saved in:
10
Efficient pricing algorithms for exotic derivatives
Lord, Roger
-
2008
Persistent link: https://www.econbiz.de/10003775897
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