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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Portfolio-Management
44,384
Portfolio selection
44,039
Theorie
25,105
Theory
24,730
Optionspreistheorie
14,846
Option pricing theory
14,385
Kapitaleinkommen
7,676
Capital income
7,662
Volatilität
7,342
Volatility
7,250
Index
6,141
Anlageverhalten
5,883
Behavioural finance
5,785
Index number
5,740
Risiko
5,478
USA
5,460
Risk
5,451
United States
5,319
CAPM
4,857
Schätzung
4,762
Welt
4,750
Estimation
4,680
World
4,675
Stochastic process
4,509
Rohstoffderivat
4,388
Derivat
4,367
Commodity derivative
4,366
Derivative
4,359
Risikomanagement
4,117
Hedging
4,004
Investmentfonds
3,917
Investment Fund
3,853
Risk management
3,841
Kapitalanlage
3,778
Börsenkurs
3,737
Share price
3,694
Financial investment
3,547
Optionsgeschäft
3,158
Option trading
3,130
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Undetermined
1,569
Free
1,428
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Article
2,938
Book / Working Paper
1,634
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All
Article in journal
2,773
Aufsatz in Zeitschrift
2,773
Graue Literatur
503
Non-commercial literature
503
Working Paper
491
Arbeitspapier
443
Aufsatz im Buch
157
Book section
157
Hochschulschrift
134
Thesis
100
Lehrbuch
43
Textbook
41
Conference paper
31
Konferenzbeitrag
31
Collection of articles of several authors
17
Sammelwerk
17
Forschungsbericht
16
Aufsatzsammlung
12
Collection of articles written by one author
11
Sammlung
11
Bibliografie enthalten
7
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7
Amtsdruckschrift
5
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5
Konferenzschrift
5
Einführung
4
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4
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4
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4
Übersichtsarbeit
4
Mehrbändiges Werk
3
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3
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2
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2
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2
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2
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2
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English
4,501
German
70
Polish
1
Undetermined
1
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Cui, Zhenyu
36
Chiarella, Carl
34
Takahashi, Akihiko
33
Escobar, Marcos
29
Fabozzi, Frank J.
26
Elliott, Robert J.
25
Carr, Peter
23
Madan, Dilip B.
23
Nguyen, Duy
22
Hainaut, Donatien
21
Post, Thierry
21
Wong, Hoi Ying
21
Platen, Eckhard
20
Alòs, Elisa
19
Račev, Svetlozar T.
19
Kohlmann, Michael
18
Oosterlee, Cornelis W.
18
Benth, Fred Espen
17
Fouque, Jean-Pierre
17
Kim, Young Shin
17
Leung, Tim
17
Siu, Tak Kuen
17
Wong, Wing Keung
17
Wang, Xingchun
16
Bayraktar, Erhan
15
Ferrari, Giorgio
15
Grasselli, Martino
15
Kang, Boda
15
Lorig, Matthew
15
Topaloglou, Nikolas
15
Föllmer, Hans
14
Jacquier, Antoine (Jack)
14
Schoutens, Wim
14
Ziveyi, Jonathan
14
Branger, Nicole
13
Filipović, Damir
13
Forde, Martin
13
Hess, Markus
13
Kraft, Holger
13
Leippold, Markus
13
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National Bureau of Economic Research
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Centre for Analytical Finance <Århus>
3
Chambre de commerce et d'industrie de Paris
2
Queen Mary College / Department of Economics
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Society of Actuaries
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer International Publishing
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Taylor and Francis.
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
Universität Ulm
1
Walter de Gruyter GmbH & Co. KG
1
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International journal of theoretical and applied finance
246
Insurance / Mathematics & economics
141
Quantitative finance
133
European journal of operational research : EJOR
117
Finance and stochastics
115
Applied mathematical finance
101
The journal of computational finance
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
85
International journal of financial engineering
66
Computational economics
64
Risks : open access journal
63
Journal of mathematical finance
62
Finance research letters
56
Journal of economic dynamics & control
55
Annals of finance
45
The journal of futures markets
45
Journal of banking & finance
44
Review of derivatives research
44
The North American journal of economics and finance : a journal of financial economics studies
38
Research paper series / Swiss Finance Institute
34
Mathematical methods of operations research
33
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
33
Energy economics
32
Journal of econometrics
32
Asia-Pacific financial markets
29
Mathematics and financial economics
29
Journal of risk and financial management : JRFM
28
Mathematical finance : an international journal of mathematics, statistics and financial economics
28
Scandinavian actuarial journal
24
The European journal of finance
24
Economic modelling
23
Mathematics of operations research
22
Operations research letters
22
Journal of financial economics
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Applied economics
18
Swiss Finance Institute Research Paper
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
IMA journal of management mathematics
17
Computational Management Science : CMS
16
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Source
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ECONIS (ZBW)
4,516
EconStor
48
USB Cologne (EcoSocSci)
7
BASE
1
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1
Pricing commodity
index
options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
2
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:
3
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:
4
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
5
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
6
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:
7
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:
8
Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
9
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:
10
Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina
-
2012
Persistent link: https://www.econbiz.de/10009548356
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