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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
622,404
Theory
607,317
USA
40,647
United States
39,587
Schätzung
29,342
Estimation
28,628
Welt
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Optionspreistheorie
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Option pricing theory
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Forecasting model
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Wirtschaftswachstum
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12,995
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Spieltheorie
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Economic growth
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Game theory
11,965
Stochastic process
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Experiment
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Börsenkurs
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Share price
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Asymmetrische Information
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CAPM
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Phillips, Peter C. B.
60
Chiarella, Carl
51
Koopman, Siem Jan
47
Sethi, Suresh
42
Cui, Zhenyu
39
Escudero, Laureano F.
39
Platen, Eckhard
38
Takahashi, Akihiko
36
Barndorff-Nielsen, Ole E.
34
Yu, Jun
34
McAleer, Michael
33
Post, Thierry
33
Escobar, Marcos
31
Fabozzi, Frank J.
31
Madan, Dilip B.
31
Kohlmann, Michael
30
Benth, Fred Espen
29
Elliott, Robert J.
29
Carr, Peter
27
Hainaut, Donatien
27
Siu, Tak Kuen
26
Gendreau, Michel
25
Linton, Oliver
24
Nguyen, Duy
24
Račev, Svetlozar T.
24
Zhang, Qing
23
Asai, Manabu
22
Chan, Joshua
22
Grasselli, Martino
22
Küchler, Uwe
22
Wong, Hoi Ying
22
Yamada, Toshihiro
22
Fouque, Jean-Pierre
21
Gao, Jiti
21
Inderfurth, Karl
21
Shephard, Neil G.
21
Todorov, Viktor
21
Alòs, Elisa
20
Branger, Nicole
20
Föllmer, Hans
20
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
National Bureau of Economic Research
40
Centre for Analytical Finance <Århus>
12
Springer Fachmedien Wiesbaden
7
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Springer-Verlag GmbH
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Ekonomiska forskningsinstitutet <Stockholm>
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
Queen Mary College / Department of Economics
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of British Columbia / Finance Division
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
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European journal of operational research : EJOR
508
International journal of theoretical and applied finance
291
Insurance / Mathematics & economics
218
Finance and stochastics
178
Quantitative finance
154
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
128
Journal of econometrics
127
Operations research
124
Operations research letters
118
Mathematical finance : an international journal of mathematics, statistics and financial theory
111
Applied mathematical finance
110
Journal of economic dynamics & control
107
Risks : open access journal
103
The journal of computational finance
100
Mathematics of operations research
95
Computational economics
91
Discussion paper / Tinbergen Institute
80
International journal of production economics
77
International journal of financial engineering
74
Journal of mathematical finance
72
INFORMS journal on computing : JOC
64
Finance research letters
62
Mathematical methods of operations research
61
Computational Management Science : CMS
60
Econometric reviews
60
Economic modelling
58
Journal of economic theory
57
Economics letters
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Annals of finance
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of banking & finance
54
Transportation research / E : an international journal
52
Energy economics
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
Discussion papers of interdisciplinary research project 373
47
Research paper series / Swiss Finance Institute
47
The journal of futures markets
46
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ECONIS (ZBW)
11,952
EconStor
228
USB Cologne (EcoSocSci)
9
OLC EcoSci
1
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1
Call features and term to maturity of callable foreign bonds
Hooper, Vincent J.
(
contributor
);
Pointon, John
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000947861
Saved in:
2
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
3
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
4
Modeling market risk in a jump-diffusion setting : a generalized Hofmann-Platen-Schweizer-Model
Wiesenberg, Holger
-
1998
Persistent link: https://www.econbiz.de/10000986536
Saved in:
5
Analyse deutscher Aktien und Optionsscheine mittels ARCH-Modellen unter besonderer Berücksichtigung von Verteilungen der robusten Statistik
Bönte, Gunnar
-
1997
Persistent link: https://www.econbiz.de/10000973626
Saved in:
6
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000974834
Saved in:
7
No-arbitrage bounds on contingent claims prices with convex constraints on the dollar investments of the hedge portfolio
Munk, Claus
-
1997
Persistent link: https://www.econbiz.de/10000975849
Saved in:
8
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
9
The stochastic finite element method and application in option pricing
Look, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000993239
Saved in:
10
Pitfalls in estimating jump-diffusion models
Honoré, Peter
-
1998
Persistent link: https://www.econbiz.de/10000994072
Saved in:
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