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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
627,623
Theory
612,720
USA
44,983
United States
43,777
Volatility
41,061
Volatilität
40,792
Schätzung
35,482
Estimation
34,634
Welt
29,886
World
29,193
Deutschland
23,652
Geldpolitik
23,597
Monetary policy
22,834
Germany
22,195
Portfolio-Management
20,724
Portfolio selection
20,515
Risiko
19,681
Risk
19,526
Börsenkurs
18,796
Share price
18,516
Mathematische Optimierung
17,042
Mathematical programming
16,937
Prognoseverfahren
16,389
Forecasting model
16,103
Zeitreihenanalyse
14,675
Wirtschaftswachstum
14,365
Time series analysis
14,273
Derivat
13,984
Derivative
13,947
Kapitaleinkommen
13,831
Capital income
13,779
Economic growth
13,750
Spieltheorie
12,711
Game theory
11,985
Stochastic process
11,903
Experiment
11,510
Finanzmarkt
11,413
Financial market
11,175
Schätztheorie
10,977
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Free
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Article
7,063
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Article in journal
6,527
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Graue Literatur
2,099
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Aufsatz im Buch
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Sammelwerk
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Conference paper
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Konferenzbeitrag
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Collection of articles written by one author
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Sammlung
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Bibliografie enthalten
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Amtsdruckschrift
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English
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French
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Author
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McAleer, Michael
75
Phillips, Peter C. B.
60
Koopman, Siem Jan
58
Chiarella, Carl
46
Platen, Eckhard
43
Sethi, Suresh
42
Barndorff-Nielsen, Ole E.
41
Asai, Manabu
40
Escudero, Laureano F.
39
Cui, Zhenyu
38
Chan, Joshua
37
Shephard, Neil G.
34
Todorov, Viktor
34
Yu, Jun
34
Post, Thierry
32
Benth, Fred Espen
31
Escobar, Marcos
31
Kohlmann, Michael
30
Takahashi, Akihiko
28
Gendreau, Michel
27
Clark, Todd E.
26
Fabozzi, Frank J.
26
Linton, Oliver
26
Mumtaz, Haroon
25
Bos, Charles S.
24
Elliott, Robert J.
24
Madan, Dilip B.
24
Siu, Tak Kuen
24
Tauchen, George Eugene
24
Gao, Jiti
23
Wong, Hoi Ying
23
Zhang, Qing
23
Fouque, Jean-Pierre
22
Grasselli, Martino
22
Marcellino, Massimiliano
22
Račev, Svetlozar T.
22
Carr, Peter
21
Küchler, Uwe
21
Nguyen, Duy
21
Andersen, Torben
20
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
National Bureau of Economic Research
48
Centre for Analytical Finance <Århus>
13
Springer Fachmedien Wiesbaden
7
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
Chambre de commerce et d'industrie de Paris
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
Nuffield College
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
International Center for Financial Asset Management and Engineering
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 Canterbury / Dept. of Economics and Finance
2
University of Essex / Department of Economics
2
Universität Mannheim
2
Universität Ulm
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
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European journal of operational research : EJOR
499
International journal of theoretical and applied finance
243
Insurance / Mathematics & economics
179
Journal of econometrics
174
Finance and stochastics
154
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Quantitative finance
135
International journal of production research
127
Operations research
122
Operations research letters
111
Journal of economic dynamics & control
104
Mathematical finance : an international journal of mathematics, statistics and financial theory
101
Discussion paper / Tinbergen Institute
94
Applied mathematical finance
91
Risks : open access journal
89
Mathematics of operations research
88
Computational economics
82
International journal of production economics
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Econometric reviews
73
The journal of computational finance
71
Economics letters
69
INFORMS journal on computing : JOC
65
Journal of mathematical finance
65
Finance research letters
61
Computational Management Science : CMS
60
Annals of finance
58
Energy economics
56
Journal of economic theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
International journal of financial engineering
54
Economic modelling
53
Mathematical methods of operations research
53
Journal of banking & finance
52
Transportation research / E : an international journal
52
Working paper
51
Discussion papers of interdisciplinary research project 373
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
48
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
47
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Source
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ECONIS (ZBW)
11,941
EconStor
236
USB Cologne (EcoSocSci)
8
OLC EcoSci
1
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12,186
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date (oldest first)
1
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:
2
Efficient pricing algorithms for exotic derivatives
Lord, Roger
-
2008
Persistent link: https://www.econbiz.de/10003775897
Saved in:
3
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
4
Markovian defaultable HJM term structure models with unspanned stochastic
volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
5
Exact pricing with stochastic
volatility
and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
Saved in:
6
Pricing and hedging
volatility
derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
7
Essays on empirical term structure modeling
Zhao, Feng
-
2004
Persistent link: https://www.econbiz.de/10003387673
Saved in:
8
Unspanned stochastic
volatility
: evidence from hedging interest rate derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
Saved in:
9
Scientific stochastic
volatility
models for the salmon forward market : forcasting (un)-conditional moments
Solibakke, Per Bjarte
- In:
Aquaculture economics & management : official journal …
16
(
2012
)
3
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009707234
Saved in:
10
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
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