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Stochastic process
USA
330,279
United States
291,698
Theorie
74,526
Theory
73,368
Risk
44,983
Risiko
44,532
Volatility
40,955
Volatilität
40,687
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27,551
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26,529
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Stochastischer Prozess
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14,372
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13,925
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13,872
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12,480
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9,725
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9,555
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8,872
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8,700
Impact assessment
8,667
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8,548
Konjunktur
8,519
Risk management
8,354
Prognoseverfahren
8,343
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8,275
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McAleer, Michael
94
Phillips, Peter C. B.
75
Koopman, Siem Jan
62
Chiarella, Carl
54
Platen, Eckhard
52
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Asai, Manabu
39
Fabozzi, Frank J.
38
Madan, Dilip B.
38
Benth, Fred Espen
37
Chan, Joshua
37
Shephard, Neil G.
37
Gao, Jiti
36
Todorov, Viktor
34
Escobar, Marcos
33
Elliott, Robert J.
31
Gendreau, Michel
31
Hainaut, Donatien
31
Linton, Oliver
30
Račev, Svetlozar T.
30
Gil-Alaña, Luis A.
29
Siu, Tak Kuen
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Carr, Peter
27
Wong, Wing Keung
27
Topaloglou, Nikolas
26
Wallace, Stein W.
26
Batabyal, Amitrajeet A.
25
Mumtaz, Haroon
25
Nguyen, Duy
25
Bayraktar, Erhan
24
Grasselli, Martino
24
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National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
University of Exeter / Department of Economics
5
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Judge Institute of Management Studies
4
Nuffield College
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
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Centre for Actuarial Studies
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Economics
3
Institutionen för Skogsekonomi <Ume°a>
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Springer-Verlag GmbH
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Deutsche Forschungsgemeinschaft
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
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HWWA-Institut für Wirtschaftsforschung
2
Institut für Wirtschaftswissenschaften <Wien>
2
International Center for Financial Asset Management and Engineering
2
Kansantaloustieteen Laitos <Helsinki>
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
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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
Computational economics
110
The journal of computational finance
106
Economics letters
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
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
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ECONIS (ZBW)
16,724
RePEc
59
Other ZBW resources
2
Showing
1
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of
16,785
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date (newest first)
date (oldest first)
1
The pricing of catastrophe equity put options with default
risk
Wang, Xingchun
- In:
International review of finance
16
(
2016
)
2
,
pp. 181-201
Persistent link: https://www.econbiz.de/10011713671
Saved in:
2
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
3
Jump, diffusion, and long-term
volatility
risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
4
A Bayesian analysis of time-varying jump
risk
in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
5
Option pricing under market maker's inventory
risk
: a case study of China
Deng, Zhijian
;
Yao, Yuhang
- In:
Finance research letters
66
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015057717
Saved in:
6
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
7
Is there information in the
volatility
skew?
Doran, James S.
;
Peterson, David R.
;
Tarrant, Brian C.
- In:
The journal of futures markets
27
(
2007
)
10
,
pp. 921-959
Persistent link: https://www.econbiz.de/10003531001
Saved in:
8
Leverage and feedback effects on multifactor wishart stochastic
volatility
for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
9
Do stock prices and
volatility
jump? : Reconciling evidence from spot and option prices
Eraker, Bjørn
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1367-1403
Persistent link: https://www.econbiz.de/10002100152
Saved in:
10
Implied stochastic
volatility
models
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 394-450
Persistent link: https://www.econbiz.de/10012405816
Saved in:
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