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Stochastic process
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Phillips, Peter C. B.
75
Koopman, Siem Jan
57
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Sethi, Suresh
42
Escudero, Laureano F.
39
Yu, Jun
37
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Post, Thierry
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Gao, Jiti
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Platen, Eckhard
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Asai, Manabu
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Chan, Joshua
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Chiarella, Carl
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Gendreau, Michel
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Todorov, Viktor
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Linton, Oliver
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Benth, Fred Espen
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Shephard, Neil G.
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Zhang, Qing
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Kleijnen, Jack P. C.
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Lucas, André
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Takahashi, Akihiko
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Kohlmann, Michael
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Küchler, Uwe
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Lieberman, Offer
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Topaloglou, Nikolas
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Garín, María Araceli
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Springer-Verlag GmbH
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Springer International Publishing
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Agricultural Land Markets - Efficiency and Regulation
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Center for Economic Research <Tilburg>
1
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1
Centro Internazionale Matematico Estivo
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European journal of operational research : EJOR
482
Journal of econometrics
174
Insurance / Mathematics & economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
147
Operations research
138
Finance and stochastics
136
International journal of production research
133
International journal of theoretical and applied finance
127
Operations research letters
107
Mathematics of operations research
97
Discussion paper / Tinbergen Institute
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Mathematical finance : an international journal of mathematics, statistics and financial theory
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
International journal of production economics
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Journal of economic dynamics & control
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Econometric reviews
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Economics letters
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Risks : open access journal
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INFORMS journal on computing : JOC
69
Quantitative finance
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Computational economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
56
Econometric theory
56
Economic modelling
56
Journal of economic theory
56
Computational Management Science : CMS
55
Discussion papers of interdisciplinary research project 373
54
Mathematical methods of operations research
52
Transportation research / E : an international journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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CREATES research paper
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SFB 649 discussion paper
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Working paper
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Omega : the international journal of management science
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SpringerLink / Bücher
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Cowles Foundation discussion paper
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Energy economics
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NBER Working Paper
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
2
On the tail probabilities of aggregated lognormal random fields with small noise
Liu, Xiaoou
;
Liu, Jingchen
;
Xu, Gongjun
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 236-246
Persistent link: https://www.econbiz.de/10011448360
Saved in:
3
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
4
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
Saved in:
5
On series expansions for scale functions and other ruin-related quantities
Landriault, David
;
Willmot, Gordon E.
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 292-306
Persistent link: https://www.econbiz.de/10012262737
Saved in:
6
Stochastic mortality model with respect to mixed fractional Poisson process : calibration and empirical analysis of long-range dependence in actuarial valuation
Jiang, Haoran
;
Zhang, Zhehao
;
Zhu, Xiaojun
- In:
Insurance : mathematics and economics
119
(
2024
),
pp. 64-92
Persistent link: https://www.econbiz.de/10015067206
Saved in:
7
Advances in reliability
Balakrishnan, Narayanaswamy
(
contributor
); …
-
2001
-
1. ed.
Persistent link: https://www.econbiz.de/10001573561
Saved in:
8
Pitfalls in estimating jump-diffusion models
Honoré, Peter
-
1998
Persistent link: https://www.econbiz.de/10000994072
Saved in:
9
The dual jump diffusion model for security prices
Frost, Daniel Allen
-
1993
Persistent link: https://www.econbiz.de/10000996118
Saved in:
10
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
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