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Stochastic process
Theorie
18,719
Theory
18,202
Stochastischer Prozess
17,130
Optionspreistheorie
14,758
Option pricing theory
14,300
Statistische Verteilung
8,471
Statistical distribution
8,262
Volatilität
7,456
Volatility
7,345
Correlation
6,925
Korrelation
6,784
Schätzung
4,342
Estimation
4,234
Portfolio-Management
3,865
Portfolio selection
3,821
Schätztheorie
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Estimation theory
3,449
Optionsgeschäft
2,945
Option trading
2,925
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2,675
Capital income
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Derivat
2,662
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2,655
Zeitreihenanalyse
2,570
USA
2,488
Time series analysis
2,487
Börsenkurs
2,431
Prognoseverfahren
2,401
United States
2,396
Share price
2,367
Forecasting model
2,361
Mathematische Optimierung
2,350
Mathematical programming
2,336
Risiko
2,214
Risk
2,197
ARCH-Modell
2,071
ARCH model
2,040
Verlust
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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
Madan, Dilip B.
38
Benth, Fred Espen
37
Fabozzi, Frank J.
37
Shephard, Neil G.
37
Chan, Joshua
36
Gao, Jiti
36
Todorov, Viktor
34
Escobar, Marcos
33
Elliott, Robert J.
31
Hainaut, Donatien
31
Gendreau, Michel
30
Linton, Oliver
30
Gil-Alaña, Luis A.
29
Račev, Svetlozar T.
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Siu, Tak Kuen
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
67
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
3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Institutionen för Skogsekonomi <Ume°a>
3
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
2
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
218
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
169
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
140
Risks : open access journal
127
Discussion paper / Tinbergen Institute
125
International journal of production economics
124
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
78
Annals of operations research
77
Mathematical methods of operations research
77
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)
16,629
RePEc
59
Other ZBW resources
2
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1
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16,690
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date (oldest first)
1
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
2
Capturing implied
correlation
skew from options prices via multiscale stochastic volatility models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
3
Modelling stochastic skew of FX options using SLV models with stochastic spot/vol
correlation
and correlated jumps
Itkin, Andrey
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 485-519
Persistent link: https://www.econbiz.de/10011815291
Saved in:
4
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
5
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi
;
Koivusalo, Alexander F. R.
- In:
Economic modelling
30
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Saved in:
6
Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.
;
Maller, Ross A.
;
Roberts, Dale
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 478-489
Persistent link: https://www.econbiz.de/10010195908
Saved in:
7
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
8
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
9
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
10
A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe
;
Pesci, Nicolas
;
James, Victor
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 48-78
Persistent link: https://www.econbiz.de/10012625981
Saved in:
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