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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Portfolio-Management
52,446
Portfolio selection
52,102
Theorie
36,722
Theory
36,157
Stochastic process
19,421
Optionspreistheorie
15,799
Option pricing theory
15,339
Kapitaleinkommen
10,355
Capital income
10,337
Volatilität
9,413
Anlageverhalten
9,294
Volatility
9,284
Behavioural finance
9,189
Risiko
8,316
Risk
8,302
CAPM
6,467
Investmentfonds
5,628
Investment Fund
5,565
Schätzung
5,547
Risikomanagement
5,463
Estimation
5,428
Börsenkurs
5,273
Share price
5,202
Risk management
5,174
Kapitalanlage
4,990
Financial investment
4,730
Mathematische Optimierung
4,546
Mathematical programming
4,526
Optionsgeschäft
4,448
USA
4,446
Option trading
4,425
United States
4,282
Welt
4,240
Derivat
4,213
Derivative
4,205
World
4,182
Hedging
3,958
Risikomaß
3,609
Risk measure
3,581
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Free
6,541
Undetermined
6,102
CC license
346
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Article
11,910
Book / Working Paper
7,949
Journal
9
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Article in journal
10,982
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3,300
Graue Literatur
3,068
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3,068
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2,997
Aufsatz im Buch
752
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463
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344
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Sammelwerk
95
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93
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93
Aufsatzsammlung
63
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62
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54
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41
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28
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22
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16
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16
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11
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10
Case study
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English
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German
383
Undetermined
35
French
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Russian
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Spanish
5
Italian
3
Swedish
2
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1
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1
Portuguese
1
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1
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Author
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McAleer, Michael
96
Koopman, Siem Jan
82
Phillips, Peter C. B.
80
Sethi, Suresh
64
Ferrari, Giorgio
62
Chiarella, Carl
59
Platen, Eckhard
57
Madan, Dilip B.
52
Cui, Zhenyu
51
Takahashi, Akihiko
51
Benth, Fred Espen
50
Post, Thierry
50
Chan, Joshua
47
Escudero, Laureano F.
45
Barndorff-Nielsen, Ole E.
44
Asai, Manabu
43
Linton, Oliver
43
Yu, Jun
43
Shephard, Neil G.
41
Fabozzi, Frank J.
40
Wong, Wing Keung
39
Stein, Jerome L.
37
Todorov, Viktor
37
Elliott, Robert J.
36
Escobar, Marcos
36
Gao, Jiti
36
Gil-Alaña, Luis A.
36
Zhang, Qing
36
Hainaut, Donatien
35
Härdle, Wolfgang
35
Gendreau, Michel
34
Tsionas, Efthymios G.
34
Wong, Hoi Ying
33
Račev, Svetlozar T.
32
Kleijnen, Jack P. C.
30
Lucas, André
30
Siu, Tak Kuen
30
Whang, Yoon-jae
30
Blasques, Francisco
29
Carr, Peter
29
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Institution
All
National Bureau of Economic Research
75
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Institutionen för Skogsekonomi <Umeå>
4
Judge Institute of Management Studies
4
Nuffield College
4
University of Exeter / Department of Economics
4
Australian National University / Faculty of Economics and Commerce
3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Springer-Verlag GmbH
3
University of Chicago / Graduate School of Business
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Chambre de commerce et d'industrie de Paris
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Law
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
Meeting on Stochastic Programming <1979, Oberwolfach>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Trinity College Dublin / Department of Economics
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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Published in...
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European journal of operational research : EJOR
745
International journal of theoretical and applied finance
360
Insurance
336
Journal of econometrics
282
Operations research
252
Finance and stochastics
245
Mathematics of operations research
222
Quantitative finance
210
Operations research letters
196
Computers & operations research : and their applications to problems of world concern ; an international journal
194
International journal of production research
190
Risks : open access journal
160
Journal of economic dynamics & control
153
Applied mathematical finance
143
Discussion paper / Tinbergen Institute
141
Computational economics
140
Economics letters
130
International journal of production economics
130
The journal of computational finance
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
Management science : journal of the Institute for Operations Research and the Management Sciences
113
Finance research letters
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Journal of mathematical finance
105
Econometric reviews
98
Energy economics
93
Mathematical methods of operations research
92
International journal of financial engineering
90
Omega : the international journal of management science
89
INFORMS journal on computing : JOC
87
Annals of finance
82
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
81
Working paper
81
Annals of operations research
80
Economic modelling
80
Journal of banking & finance
79
Journal of economic theory
78
Computational Management Science : CMS
76
Transportation research / E : an international journal
75
Scandinavian actuarial journal
74
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Source
All
ECONIS (ZBW)
19,435
EconStor
315
USB Cologne (EcoSocSci)
113
USB Cologne (business full texts)
2
OLC EcoSci
2
BASE
1
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1
An optional semimartingales approach to risk theory
Shahrokhabadi, Mahdieh Aminian
;
Melnikov, Alexander
; …
- In:
Risks : open access journal
13
(
2025
)
4
,
pp. 1-27
, accounting for inflation, interest rates, and claim occurrences. The first model extends the
martingale
approach to calculate …
Persistent link: https://www.econbiz.de/10015408385
Saved in:
2
Adaptive risk hedging for call options under Cox-Ingersoll-Ross interest rates
Ghorbani, Niloofar
;
Korzeniowski, Andrzej
- In:
Inventi impact: microfinance & banking
(
2021
)
2
,
pp. 83-90
Persistent link: https://www.econbiz.de/10012816013
Saved in:
3
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
4
Martingale
property of exponential semimartingales : a note on explicit conditions and applications to asset price and Libor models
Criens, David
;
Glau, Kathrin
;
Grbac, Zorana
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011746992
Saved in:
5
Deep learning for quadratic hedging in incomplete jump market
Agram, Nacira
;
Øksendal, Bernt K.
;
Rems, Jan
- In:
Digital finance : smart data analytics, investment …
6
(
2024
)
3
,
pp. 463-499
Persistent link: https://www.econbiz.de/10015078228
Saved in:
6
Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre
;
Hu, Ruimeng
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 361-388
Persistent link: https://www.econbiz.de/10012129167
Saved in:
7
Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
Saved in:
8
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
9
Stochastic volatility for utility maximizers : a
martingale
approach
Ellersgaard, Simon
;
Tegnér, Martin
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011922965
Saved in:
10
No-arbitrage under a class of honest times
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
Saved in:
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