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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
625,100
Theory
610,198
USA
42,211
United States
41,113
Schätzung
29,401
Estimation
28,683
Welt
25,775
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23,042
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Portfolio-Management
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Portfolio selection
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Risiko
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Mathematische Optimierung
16,930
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16,825
Prognoseverfahren
13,987
Derivat
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Derivative
13,917
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13,727
Wirtschaftswachstum
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12,851
Spieltheorie
12,755
Economic growth
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Time series analysis
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Game theory
12,035
Börsenkurs
11,632
Volatilität
11,453
Share price
11,430
Experiment
11,265
Volatility
11,188
Asymmetrische Information
10,615
Wettbewerb
10,387
Asymmetric information
10,333
Wohlfahrtsanalyse
10,205
Competition
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Phillips, Peter C. B.
59
Koopman, Siem Jan
47
Sethi, Suresh
42
Escudero, Laureano F.
39
McAleer, Michael
38
Chiarella, Carl
37
Barndorff-Nielsen, Ole E.
32
Platen, Eckhard
32
Post, Thierry
32
Kohlmann, Michael
30
Yu, Jun
30
Gendreau, Michel
27
Benth, Fred Espen
26
Linton, Oliver
24
Chan, Joshua
23
Escobar, Marcos
23
Zhang, Qing
23
Asai, Manabu
21
Gao, Jiti
21
Küchler, Uwe
21
Inderfurth, Karl
20
Kleijnen, Jack P. C.
20
Lux, Thomas
20
Wälde, Klaus
20
Batabyal, Amitrajeet A.
19
Shephard, Neil G.
19
Siu, Tak Kuen
19
Whang, Yoon-jae
19
Clark, Todd E.
18
Fabozzi, Frank J.
18
Föllmer, Hans
18
Taylor, Robert
18
Bos, Charles S.
17
Elliott, Robert J.
17
Garín, María Araceli
17
Kilian, Lutz
17
Kraft, Holger
17
Liesenfeld, Roman
17
Madan, Dilip B.
17
Račev, Svetlozar T.
17
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
National Bureau of Economic Research
38
Centre for Analytical Finance <Århus>
10
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
5
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
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Ekonomiska forskningsinstitutet <Stockholm>
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Institutionen för Skogsekonomi <Ume°a>
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Judge Institute of Management Studies
3
Springer-Verlag GmbH
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University of Exeter / Department of Economics
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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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
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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
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Bachelier Finance Society
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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
469
International journal of theoretical and applied finance
159
Insurance / Mathematics & economics
158
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
135
International journal of production research
127
Operations research
122
Journal of econometrics
113
Operations research letters
105
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
Mathematics of operations research
84
Journal of economic dynamics & control
80
International journal of production economics
77
Quantitative finance
74
Discussion paper / Tinbergen Institute
73
Risks : open access journal
71
INFORMS journal on computing : JOC
64
Econometric reviews
57
Journal of economic theory
55
Applied mathematical finance
54
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Computational Management Science : CMS
53
Transportation research / E : an international journal
52
Economics letters
50
Mathematical methods of operations research
50
Computational economics
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
45
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Econometric theory
42
Economic modelling
42
Omega : the international journal of management science
42
Energy economics
40
SFB 649 discussion paper
40
Annals of finance
39
IMA journal of management mathematics
38
Journal of mathematical finance
38
SpringerLink / Bücher
38
Finance research letters
37
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ECONIS (ZBW)
9,825
EconStor
226
USB Cologne (EcoSocSci)
7
OLC EcoSci
1
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1
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
2
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
3
Wine futures : pricing and allocation as levers against quality uncertainty
Noparumpa, Tim
;
Kazaz, Burak
;
Webster, Scott
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 113-139)
.
2018
Persistent link: https://www.econbiz.de/10011898622
Saved in:
4
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity
derivative
models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
5
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
6
Essays in mathematical finance : modeling the futures price
Blix, Magnus
-
2004
Persistent link: https://www.econbiz.de/10002831728
Saved in:
7
A four-factor stochastic volatility model of commodity prices
Schöne, Max F.
;
Spinler, Stefan
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10011935975
Saved in:
8
Seasonal stochastic volatility : implications for the pricing of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
-
2011
Persistent link: https://www.econbiz.de/10009375485
Saved in:
9
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
10
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
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