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Stochastischer Prozess
Theorie
622,279
Theory
607,191
USA
40,923
United States
39,850
Schätzung
29,741
Estimation
29,014
Welt
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Mathematische Optimierung
16,943
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16,837
Optionspreistheorie
14,730
Prognoseverfahren
14,350
Option pricing theory
14,272
Forecasting model
14,072
Volatilität
13,438
Wirtschaftswachstum
13,200
Volatility
13,157
Zeitreihenanalyse
13,121
Time series analysis
12,730
Spieltheorie
12,710
Economic growth
12,593
Stochastic process
11,996
Game theory
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Experiment
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Börsenkurs
11,335
Share price
11,135
Schätztheorie
10,578
Asymmetrische Information
10,548
CAPM
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Article
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Phillips, Peter C. B.
60
Chiarella, Carl
51
Koopman, Siem Jan
49
Sethi, Suresh
42
Cui, Zhenyu
39
Escudero, Laureano F.
39
Platen, Eckhard
39
McAleer, Michael
37
Takahashi, Akihiko
36
Barndorff-Nielsen, Ole E.
34
Yu, Jun
34
Post, Thierry
33
Benth, Fred Espen
32
Escobar, Marcos
31
Fabozzi, Frank J.
31
Madan, Dilip B.
31
Kohlmann, Michael
30
Elliott, Robert J.
29
Hainaut, Donatien
28
Carr, Peter
27
Asai, Manabu
26
Gao, Jiti
26
Siu, Tak Kuen
26
Gendreau, Michel
25
Linton, Oliver
24
Nguyen, Duy
24
Račev, Svetlozar T.
24
Chan, Joshua
23
Zhang, Qing
23
Grasselli, Martino
22
Küchler, Uwe
22
Wong, Hoi Ying
22
Yamada, Toshihiro
22
Fouque, Jean-Pierre
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
292
Insurance / Mathematics & economics
218
Finance and stochastics
179
Quantitative finance
154
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
129
Journal of econometrics
128
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
104
The journal of computational finance
100
Mathematics of operations research
95
Computational economics
91
Discussion paper / Tinbergen Institute
81
International journal of production economics
78
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
Annals of finance
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of economic theory
57
Economics letters
56
Journal of banking & finance
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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
Research paper series / Swiss Finance Institute
48
Discussion papers of interdisciplinary research project 373
47
The journal of futures markets
47
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ECONIS (ZBW)
12,036
EconStor
229
USB Cologne (EcoSocSci)
11
OLC EcoSci
1
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1
A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
2
Three essays on financial econometrics
Yu, Jialin
-
2005
Persistent link: https://www.econbiz.de/10003555366
Saved in:
3
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
4
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
5
Option prices with stochastic interest rates : Black, Scholes and Ho, Lee unified
Wilhelm, Jochen
-
1999
Persistent link: https://www.econbiz.de/10001407653
Saved in:
6
An introduction to mathematical finance : options and other topics
Ross, Sheldon M.
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10001391962
Saved in:
7
Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
Saved in:
8
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
9
(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael
-
1999
We review the relations between adjoints of stochastic control problems with the derivative of the value function, and the latter with the value function of a stopping problem. These results are applied to the pricing of contingent claims.
Persistent link: https://www.econbiz.de/10011544985
Saved in:
10
Uncertain volatility models :
theory
and application
Buff, Robert
-
2002
Persistent link: https://www.econbiz.de/10001647305
Saved in:
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