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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
622,116
Theory
607,030
USA
41,728
United States
40,637
Schätzung
29,150
Estimation
28,433
Welt
25,234
World
24,619
Deutschland
22,913
Geldpolitik
22,357
Monetary policy
21,635
Germany
21,498
Portfolio-Management
19,222
Portfolio selection
19,021
Risiko
17,579
Risk
17,371
Mathematische Optimierung
16,745
Mathematical programming
16,640
Derivat
13,890
Derivative
13,855
Prognoseverfahren
13,818
Forecasting model
13,559
Wirtschaftswachstum
13,135
Zeitreihenanalyse
12,700
Spieltheorie
12,676
Economic growth
12,555
Time series analysis
12,327
Game theory
11,959
Börsenkurs
11,519
Share price
11,315
Experiment
11,198
Volatilität
11,158
Volatility
10,893
Asymmetrische Information
10,563
Asymmetric information
10,279
Wettbewerb
10,241
Wohlfahrtsanalyse
10,123
Welfare analysis
9,950
Competition
9,886
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Free
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Undetermined
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Article
5,742
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4
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Article in journal
5,251
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Aufsatz im Buch
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English
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German
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French
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Phillips, Peter C. B.
59
Koopman, Siem Jan
47
Sethi, Suresh
42
Escudero, Laureano F.
39
McAleer, Michael
38
Chiarella, Carl
37
Barndorff-Nielsen, Ole E.
32
Platen, Eckhard
32
Post, Thierry
32
Kohlmann, Michael
30
Yu, Jun
30
Benth, Fred Espen
26
Gendreau, Michel
25
Linton, Oliver
24
Escobar, Marcos
23
Zhang, Qing
23
Chan, Joshua
22
Asai, Manabu
21
Gao, Jiti
21
Inderfurth, Karl
21
Küchler, Uwe
21
Kleijnen, Jack P. C.
20
Lux, Thomas
20
Wälde, Klaus
20
Batabyal, Amitrajeet A.
19
Shephard, Neil G.
19
Siu, Tak Kuen
19
Whang, Yoon-jae
19
Clark, Todd E.
18
Föllmer, Hans
18
Taylor, Robert
18
Bos, Charles S.
17
Elliott, Robert J.
17
Fabozzi, Frank J.
17
Garín, María Araceli
17
Kilian, Lutz
17
Kraft, Holger
17
Liesenfeld, Roman
17
Madan, Dilip B.
17
Wirjanto, Tony S.
17
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
National Bureau of Economic Research
38
Centre for Analytical Finance <Århus>
10
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
5
Econometrisch Instituut <Rotterdam>
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Springer-Verlag GmbH
3
University of Exeter / Department of Economics
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Essex / Department of Economics
2
Universität Mannheim
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
Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
1
Centre for Actuarial Studies
1
Centro Internazionale Matematico Estivo
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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European journal of operational research : EJOR
462
Insurance / Mathematics & economics
158
International journal of theoretical and applied finance
158
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
135
International journal of production research
127
Operations research
117
Journal of econometrics
112
Operations research letters
105
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
Mathematics of operations research
81
Journal of economic dynamics & control
80
International journal of production economics
75
Discussion paper / Tinbergen Institute
73
Quantitative finance
72
Risks : open access journal
67
INFORMS journal on computing : JOC
63
Econometric reviews
57
Journal of economic theory
55
Applied mathematical finance
54
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Computational Management Science : CMS
53
Transportation research / E : an international journal
52
Economics letters
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Mathematical methods of operations research
50
Computational economics
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
45
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Econometric theory
42
Economic modelling
42
Omega : the international journal of management science
41
SFB 649 discussion paper
40
Annals of finance
39
Energy economics
39
Journal of mathematical finance
38
SpringerLink / Bücher
38
Annals of operations research
37
IMA journal of management mathematics
37
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Source
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ECONIS (ZBW)
9,736
EconStor
226
USB Cologne (EcoSocSci)
7
OLC EcoSci
1
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1
Asset price fluctuations without aggregate shocks
Azariadēs, Kōstas
;
Kaas, Leo
- In:
Journal of economic theory
136
(
2007
)
1
,
pp. 126-143
Persistent link: https://www.econbiz.de/10003552128
Saved in:
2
Financial markets : stochastic analysis and the pricing of
derivative
securites
Mel'nikov, Aleksandr V.
;
Melʹnikov, Aleksandr V.
-
1999
Persistent link: https://www.econbiz.de/10001354137
Saved in:
3
Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen
Sandmann, Klaus
-
1999
Persistent link: https://www.econbiz.de/10001354860
Saved in:
4
The Feynman-Kac formula and pricing occupation time derivatives
Hugonnier, Julien-N.
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 153-178
Persistent link: https://www.econbiz.de/10001394244
Saved in:
5
Pricing and hedging of
derivative
securities
Nielsen, Lars Tyge
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10001396069
Saved in:
6
Deriving closed-form solutions for Gaussian pricing models : a systematic time-domain approach
Levin, Alexander
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 349-376
Persistent link: https://www.econbiz.de/10001251049
Saved in:
7
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:
8
Robust portfolio choice with
derivative
trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
9
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
10
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
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