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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
18,831
Theory
18,312
Stochastic process
16,829
Optionspreistheorie
14,840
Option pricing theory
14,379
Statistische Verteilung
8,532
Statistical distribution
8,322
Volatilität
7,507
Volatility
7,396
Correlation
6,997
Korrelation
6,855
Schätzung
4,377
Estimation
4,269
Portfolio-Management
3,907
Portfolio selection
3,863
Schätztheorie
3,581
Estimation theory
3,515
Optionsgeschäft
2,975
Option trading
2,955
Kapitaleinkommen
2,698
Capital income
2,685
Derivat
2,684
Derivative
2,675
Zeitreihenanalyse
2,612
Time series analysis
2,528
USA
2,491
Börsenkurs
2,457
Prognoseverfahren
2,420
United States
2,399
Share price
2,393
Mathematische Optimierung
2,386
Forecasting model
2,379
Mathematical programming
2,370
Risiko
2,260
Risk
2,242
ARCH-Modell
2,088
ARCH model
2,057
Verlust
1,895
Loss
1,822
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Free
5,569
Undetermined
5,006
Type of publication
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Article
10,124
Book / Working Paper
7,143
Journal
8
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Article in journal
9,372
Aufsatz in Zeitschrift
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Working Paper
3,046
Graue Literatur
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Non-commercial literature
2,834
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2,743
Aufsatz im Buch
673
Book section
673
Hochschulschrift
455
Thesis
340
Lehrbuch
128
Textbook
114
Collection of articles of several authors
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Sammelwerk
94
Conference paper
81
Konferenzbeitrag
81
Collection of articles written by one author
61
Sammlung
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Aufsatzsammlung
58
Konferenzschrift
53
Bibliografie enthalten
40
Bibliography included
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Forschungsbericht
37
Amtsdruckschrift
26
Government document
26
Conference proceedings
22
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22
Systematic review
16
Übersichtsarbeit
16
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11
Case study
9
Fallstudie
9
Mehrbändiges Werk
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English
16,815
German
382
Undetermined
35
French
22
Polish
10
Russian
5
Spanish
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Italian
3
Swedish
2
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1
Ancient Greek (to 1453)
1
Portuguese
1
Romanian
1
Not applicable
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Author
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McAleer, Michael
97
Phillips, Peter C. B.
76
Koopman, Siem Jan
70
Chiarella, Carl
57
Platen, Eckhard
53
Ferrari, Giorgio
49
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
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
Clark, Todd E.
29
Gil-Alaña, Luis A.
29
Siu, Tak Kuen
29
Wong, Hoi Ying
29
Carr, Peter
27
Riedel, Frank
27
Stein, Jerome L.
27
Wong, Wing Keung
27
Batabyal, Amitrajeet A.
26
Bos, Charles S.
26
Topaloglou, Nikolas
26
Wallace, Stein W.
26
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Institution
All
National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
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
University of Exeter / Department of Economics
5
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Judge Institute of Management Studies
4
Nuffield College
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
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
Institutionen för Skogsekonomi <Ume°a>
3
Springer-Verlag GmbH
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
Deutsche Forschungsgemeinschaft
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Institut für Wirtschaftswissenschaften <Wien>
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
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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Published in...
All
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
225
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
164
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
Computational economics
115
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
The journal of computational finance
106
Economics letters
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
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
67
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Source
All
ECONIS (ZBW)
16,842
EconStor
315
USB Cologne (EcoSocSci)
113
USB Cologne (business full texts)
2
OLC EcoSci
2
BASE
1
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1
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
2
Capturing implied
correlation
skew from options prices via multiscale stochastic volatility models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
3
Modelling stochastic skew of FX options using SLV models with stochastic spot/vol
correlation
and correlated jumps
Itkin, Andrey
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 485-519
Persistent link: https://www.econbiz.de/10011815291
Saved in:
4
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
5
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi
;
Koivusalo, Alexander F. R.
- In:
Economic modelling
30
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Saved in:
6
Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.
;
Maller, Ross A.
;
Roberts, Dale
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 478-489
Persistent link: https://www.econbiz.de/10010195908
Saved in:
7
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
8
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
9
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
10
A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe
;
Pesci, Nicolas
;
James, Victor
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 48-78
Persistent link: https://www.econbiz.de/10012625981
Saved in:
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