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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Stochastic process
16,828
Theorie
9,972
Theory
9,725
Volatilität
3,865
Volatility
3,802
Optionspreistheorie
3,250
Option pricing theory
3,199
Warteschlangentheorie
2,800
Queueing theory
2,290
Mathematische Optimierung
2,275
Mathematical programming
2,260
Portfolio-Management
1,484
Portfolio selection
1,475
Schätzung
1,448
Zeitreihenanalyse
1,441
Estimation
1,410
Time series analysis
1,395
Markov-Kette
1,072
Markov chain
1,068
Schätztheorie
1,054
Estimation theory
1,037
Simulation
898
Risiko
840
Risk
826
Börsenkurs
686
Statistische Verteilung
684
Prognoseverfahren
676
USA
676
Statistical distribution
669
Forecasting model
658
Share price
657
Derivat
645
Derivative
643
United States
643
Dynamic programming
602
Dynamische Optimierung
599
Monte Carlo simulation
596
Monte-Carlo-Simulation
593
Scheduling-Verfahren
584
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Free
5,568
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8
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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
Sethi, Suresh
49
Ferrari, Giorgio
48
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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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...
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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
163
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
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ECONIS (ZBW)
16,841
EconStor
315
USB Cologne (EcoSocSci)
113
USB Cologne (business full texts)
2
OLC EcoSci
2
BASE
1
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1
A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Sarhangian, Vahid
;
Balcıog˜lu, Barış
- In:
Operations research letters
41
(
2013
)
6
,
pp. 659-663
Persistent link: https://www.econbiz.de/10010236055
Saved in:
2
The "least flexible job first" rule in scheduling and in queueing
Pinedo, Michael
;
Reed, Josh
- In:
Operations research letters
41
(
2013
)
6
,
pp. 618-621
Persistent link: https://www.econbiz.de/10010236084
Saved in:
3
Asymptotics of the area under the graph of a Lévy-driven workload process
Blanchet, J.
;
Mandjes, Michel
- In:
Operations research letters
41
(
2013
)
6
,
pp. 730-736
Persistent link: https://www.econbiz.de/10010236009
Saved in:
4
Capturing dependency among link boundaries in a stochastic dynamic network loading model
Osorio, Carolina
;
Flötteröd, Gunnar
- In:
Transportation science : a journal of the Institute for …
49
(
2015
)
2
,
pp. 420-431
Persistent link: https://www.econbiz.de/10011288476
Saved in:
5
Approximations for chat service systems using many-server diffusion limits
Cui, Leon
;
Tezcan, Tolga
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 775-807
Persistent link: https://www.econbiz.de/10011520572
Saved in:
6
Effect of trajectory prediction and stochastic runway occupancy times on aircraft delays
Nikoleris, Tasos
;
Hansen, Mark
- In:
Transportation science : a journal of the Institute for …
50
(
2016
)
1
,
pp. 110-119
Persistent link: https://www.econbiz.de/10011448467
Saved in:
7
Load balancing under strict compatibility constraints
Rutten, Daan
;
Mukherjee, Debankur
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 227-256
Persistent link: https://www.econbiz.de/10014312546
Saved in:
8
Optimally scheduling heterogeneous impatient customers
Bassamboo, Achal
;
Randhawa, Ramandeep
;
Wu, Chenguang Allen
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
3
,
pp. 1066-1080
Persistent link: https://www.econbiz.de/10014302836
Saved in:
9
Queues and inventories : a study of their basic stochastic processes
Prabhu, Narahari Umaneth
-
1965
Persistent link: https://www.econbiz.de/10000622624
Saved in:
10
General stochastic processes in the theory of queues
Beneš, Vaclav E.
-
1963
Persistent link: https://www.econbiz.de/10000035940
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