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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
627,884
Theory
612,982
USA
42,419
United States
41,289
Schätzung
31,153
Estimation
30,426
Welt
26,211
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Deutschland
23,149
Geldpolitik
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Monetary policy
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Germany
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Portfolio-Management
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Portfolio selection
20,961
CAPM
19,057
Risiko
18,933
Risk
18,740
Mathematische Optimierung
17,032
Mathematical programming
16,927
Prognoseverfahren
14,447
Forecasting model
14,184
Derivat
13,988
Derivative
13,951
Börsenkurs
13,613
Share price
13,405
Wirtschaftswachstum
13,327
Zeitreihenanalyse
13,009
Economic growth
12,737
Spieltheorie
12,714
Time series analysis
12,635
Volatilität
12,144
Game theory
11,989
Volatility
11,880
Kapitaleinkommen
11,617
Capital income
11,577
Experiment
11,347
Asymmetrische Information
10,711
Finanzmarkt
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3,184
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Phillips, Peter C. B.
59
Koopman, Siem Jan
47
Sethi, Suresh
42
Escudero, Laureano F.
39
McAleer, Michael
39
Chiarella, Carl
37
Platen, Eckhard
33
Post, Thierry
33
Barndorff-Nielsen, Ole E.
32
Kohlmann, Michael
30
Yu, Jun
30
Gendreau, Michel
27
Benth, Fred Espen
26
Escobar, Marcos
26
Linton, Oliver
24
Chan, Joshua
23
Zhang, Qing
23
Asai, Manabu
21
Fabozzi, Frank J.
21
Gao, Jiti
21
Küchler, Uwe
21
Inderfurth, Karl
20
Kleijnen, Jack P. C.
20
Lux, Thomas
20
Račev, Svetlozar T.
20
Siu, Tak Kuen
20
Wälde, Klaus
20
Batabyal, Amitrajeet A.
19
Branger, Nicole
19
Clark, Todd E.
19
Föllmer, Hans
19
Madan, Dilip B.
19
Shephard, Neil G.
19
Whang, Yoon-jae
19
Elliott, Robert J.
18
Kraft, Holger
18
Taylor, Robert
18
Bos, Charles S.
17
Garín, María Araceli
17
Kilian, Lutz
17
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
National Bureau of Economic Research
40
Centre for Analytical Finance <Århus>
10
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
6
Econometrisch Instituut <Rotterdam>
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Springer-Verlag GmbH
3
University of Exeter / Department of Economics
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Essex / Department of Economics
2
Universität Mannheim
2
Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Centre for Non-Linear Economic Modelling
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Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
1
Centre for Actuarial Studies
1
Centro Internazionale Matematico Estivo
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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European journal of operational research : EJOR
474
International journal of theoretical and applied finance
167
Insurance / Mathematics & economics
158
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
140
International journal of production research
127
Operations research
123
Journal of econometrics
118
Operations research letters
107
Mathematical finance : an international journal of mathematics, statistics and financial theory
91
Journal of economic dynamics & control
88
Mathematics of operations research
84
Quantitative finance
81
International journal of production economics
77
Discussion paper / Tinbergen Institute
73
Risks : open access journal
72
INFORMS journal on computing : JOC
64
Econometric reviews
60
Applied mathematical finance
57
Economics letters
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Journal of economic theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Computational Management Science : CMS
53
Computational economics
52
Transportation research / E : an international journal
52
Mathematical methods of operations research
50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Management science : journal of the Institute for Operations Research and the Management Sciences
46
Discussion papers of interdisciplinary research project 373
45
Economic modelling
45
Annals of finance
42
Econometric theory
42
Finance research letters
42
Journal of mathematical finance
42
Omega : the international journal of management science
42
Energy economics
41
SFB 649 discussion paper
40
SpringerLink / Bücher
40
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
39
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ECONIS (ZBW)
10,092
EconStor
227
USB Cologne (EcoSocSci)
7
OLC EcoSci
1
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1
Pricing of CDOs based on the multivariate Wang transform
Kijima, Masaaki
;
Motomiya, Shin-ichi
;
Suzuki, Yoichi
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2259-2272
Persistent link: https://www.econbiz.de/10009008889
Saved in:
2
Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
Saved in:
3
Mean-reverting stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
Saved in:
4
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
5
Is normal backwardation normal? : valuing financial futures with a local index-rate covariance
Raimbourg, Philippe
;
Zimmermann, Paul
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013206847
Saved in:
6
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:
7
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:
8
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:
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
Saved in:
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