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Stochastischer Prozess
Theorie
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Börsenkurs
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McAleer, Michael
97
Phillips, Peter C. B.
75
Koopman, Siem Jan
70
Chiarella, Carl
57
Platen, Eckhard
53
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
44
Asai, Manabu
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Fabozzi, Frank J.
38
Madan, Dilip B.
38
Benth, Fred Espen
37
Chan, Joshua
37
Shephard, Neil G.
37
Gao, Jiti
35
Todorov, Viktor
34
Escobar, Marcos
33
Linton, Oliver
33
Elliott, Robert J.
31
Gendreau, Michel
31
Hainaut, Donatien
31
Kohlmann, Michael
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
Stein, Jerome L.
27
Wong, Wing Keung
27
Batabyal, Amitrajeet A.
26
Bos, Charles S.
26
Riedel, Frank
26
Topaloglou, Nikolas
26
Wallace, Stein W.
26
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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Queen Mary College / Department of Economics
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University of Exeter / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Judge Institute of Management Studies
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Nuffield College
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Australian National University / Faculty of Economics and Commerce
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Institutionen för Skogsekonomi <Ume°a>
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Springer-Verlag GmbH
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University of Essex / Department of Economics
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Walter de Gruyter GmbH & Co. KG
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
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Books on Demand GmbH <Norderstedt>
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Center for Economic Research <Tilburg>
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Institut für Wirtschaftswissenschaften <Wien>
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International Center for Financial Asset Management and Engineering
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Kansantaloustieteen Laitos <Helsinki>
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Kassel University Press GmbH
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London School of Economics and Political Science
2
Meeting on Stochastic Programming <1979, Oberwolfach>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Umeå Universitet / Institutionen för Nationalekonomi
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
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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
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
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
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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OLC EcoSci
2
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1
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
2
A set-valued Markov chain approach to credit default
Chen, Dianfa
;
Deng, Jun
;
Feng, Jianfen
;
Zou, Bin
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10012194914
Saved in:
3
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
4
Merton's model with recovery risk
Cohen, Albert
;
Costanzino, Nick
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 93-118
Persistent link: https://www.econbiz.de/10014546392
Saved in:
5
Default-risky bond prices with jumps, liquidity risk and incomplete information
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
Saved in:
6
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009272496
Saved in:
7
Markov regenerative credit rating model
Pasricha, Puneet
;
Selvamuthu, Dharmaraja
;
Arunachalam, …
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
3
,
pp. 311-325
Persistent link: https://www.econbiz.de/10011742799
Saved in:
8
Some asymptotic results on non-standard likelihood ratio tests, and Cox process modeling in finance
Szimayer, Alexander
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758056
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9
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
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10
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
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