//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Markov chain model with stoc...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
625,447
Theory
610,545
USA
44,882
United States
43,674
Schätzung
33,465
Estimation
32,643
Welt
27,511
World
26,862
Deutschland
24,569
Geldpolitik
23,476
Germany
22,987
Monetary policy
22,737
Portfolio-Management
21,298
Portfolio selection
21,074
Kreditrisiko
20,408
Credit risk
20,244
Risiko
19,694
Risk
19,518
Mathematische Optimierung
17,641
Mathematical programming
17,531
Stochastischer Prozess
17,211
Stochastic process
16,770
Prognoseverfahren
16,308
Forecasting model
16,011
Insolvenz
15,649
Volatilität
15,514
Insolvency
15,225
Volatility
15,224
Optionspreistheorie
14,810
Option pricing theory
14,351
Zeitreihenanalyse
13,799
Wirtschaftswachstum
13,471
Time series analysis
13,393
Spieltheorie
13,382
Börsenkurs
13,246
Share price
13,028
Economic growth
12,916
Game theory
12,662
Risikoprämie
12,419
Risk premium
12,287
more ...
less ...
Online availability
All
Free
196,244
Undetermined
92,010
Type of publication
All
Book / Working Paper
356,790
Article
322,666
Journal
1,469
Other
144
Database
5
Type of publication (narrower categories)
All
Article in journal
264,775
Aufsatz in Zeitschrift
264,775
Working Paper
134,336
Graue Literatur
132,408
Non-commercial literature
132,408
Arbeitspapier
122,096
Aufsatz im Buch
49,969
Book section
49,969
Hochschulschrift
30,260
Thesis
26,101
Collection of articles of several authors
13,091
Sammelwerk
13,091
Bibliografie enthalten
11,157
Bibliography included
11,157
Lehrbuch
10,062
Textbook
9,050
Aufsatzsammlung
6,983
Konferenzschrift
5,431
Collection of articles written by one author
3,999
Sammlung
3,999
Conference proceedings
3,410
Systematic review
2,732
Übersichtsarbeit
2,732
Rezension
2,347
Conference paper
1,904
Konferenzbeitrag
1,904
Glossar enthalten
1,673
Glossary included
1,673
Case study
1,406
Fallstudie
1,406
Amtsdruckschrift
1,287
Government document
1,287
Festschrift
1,207
Mehrbändiges Werk
1,167
Multi-volume publication
1,167
Reprint
1,131
Handbook
1,092
Handbuch
1,092
Bibliografie
897
Forschungsbericht
865
more ...
less ...
Language
All
English
591,931
German
64,828
French
7,499
Spanish
4,297
Italian
3,952
Undetermined
3,154
Polish
1,802
Russian
1,519
Portuguese
1,032
Dutch
724
Hungarian
297
Danish
224
Czech
215
Swedish
197
Norwegian
171
Croatian
149
Bulgarian
83
Finnish
80
Slovak
70
Romanian
55
Slovenian
54
Ukrainian
52
Serbian
46
Lithuanian
26
Chinese
22
Turkish
17
Macedonian
14
Japanese
12
Modern Greek (1453-)
9
Valencian
8
Afrikaans
7
Estonian
7
Galician
7
Arabic
5
Korean
5
Albanian
5
Latin
4
Georgian
2
Kazakh
2
Belarusian
1
more ...
less ...
Author
All
Nijkamp, Peter
531
Acemoglu, Daron
530
Güth, Werner
500
Stiglitz, Joseph E.
463
Gersbach, Hans
446
Snower, Dennis J.
446
Pestieau, Pierre
441
Pesaran, M. Hashem
423
Stark, Oded
407
Creedy, John
402
Aizenman, Joshua
401
Koskela, Erkki
393
Heckman, James J.
365
Härdle, Wolfgang
363
Phillips, Peter C. B.
359
Helpman, Elhanan
356
Zenou, Yves
353
Fabozzi, Frank J.
349
Broll, Udo
347
McAleer, Michael
339
Cremer, Helmuth
336
Svensson, Lars E. O.
333
Frey, Bruno S.
332
Woodford, Michael
328
Kaplow, Louis
321
Batabyal, Amitrajeet A.
318
Konrad, Kai A.
318
Thisse, Jacques-François
317
Shavell, Steven
308
Tirole, Jean
306
Chiarella, Carl
301
Franses, Philip Hans
299
Lambertini, Luca
298
Artus, Patrick
295
Buiter, Willem H.
288
Grossman, Gene M.
282
Caporale, Guglielmo Maria
278
Koopman, Siem Jan
278
Aghion, Philippe
276
Devereux, Michael B.
275
more ...
less ...
Institution
All
National Bureau of Economic Research
7,541
International Monetary Fund (IMF)
524
International Monetary Fund
435
Edward Elgar Publishing
405
Ekonomiska forskningsinstitutet <Stockholm>
293
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
288
Center for Economic Research <Tilburg>
286
OECD
286
Springer Fachmedien Wiesbaden
269
European University Institute / Department of Economics
252
IGI Global
213
World Bank
172
Forschungsinstitut zur Zukunft der Arbeit
167
Institut für Weltwirtschaft
142
Centre for Economic Policy Research
141
Internationaler Währungsfonds / Research Department
137
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Umeå universitet
127
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
125
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
107
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Springer-Verlag GmbH
91
Centre for Analytical Finance <Århus>
86
Deutsche Forschungsgemeinschaft
85
Australian National University / Faculty of Economics and Commerce
84
European University Institute / Department of Law
80
Federal Reserve System / Board of Governors
79
Universitetet i Oslo / Økonomisk institutt
79
De Gruyter Oldenbourg
78
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
77
Robert Schuman Centre for Advanced Studies
75
Erasmus Research Institute of Management
74
University of Warwick / Department of Economics
74
Basel Committee on Banking Supervision
73
Federal Reserve Bank of St. Louis
73
Instituto Valenciano de Investigaciones Económicas
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
more ...
less ...
Published in...
All
NBER working paper series
7,316
Working paper / National Bureau of Economic Research, Inc.
6,869
NBER Working Paper
6,600
Economics letters
5,434
European journal of operational research : EJOR
5,364
Discussion paper / Centre for Economic Policy Research
4,686
CESifo working papers
3,711
Working paper
2,978
Journal of economic theory
2,928
Journal of economic dynamics & control
2,624
Discussion paper / Tinbergen Institute
2,508
The American economic review
2,418
Computers & operations research : and their applications to problems of world concern ; an international journal
2,393
Journal of economic behavior & organization : JEBO
2,253
Discussion paper series / IZA
2,249
Europäische Hochschulschriften / 5
2,190
Journal of banking & finance
2,032
International journal of production research
2,017
European economic review : EER
1,944
Discussion paper
1,907
CESifo Working Paper
1,906
Games and economic behavior
1,899
Economic modelling
1,884
SpringerLink / Bücher
1,851
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,834
Journal of econometrics
1,810
The economic journal : the journal of the Royal Economic Society
1,801
Journal of public economics
1,755
Applied economics
1,740
Discussion paper / Center for Economic Research, Tilburg University
1,714
Management science : journal of the Institute for Operations Research and the Management Sciences
1,644
CESifo Working Paper Series
1,619
IMF working papers
1,544
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,533
IZA Discussion Paper
1,509
Discussion papers / CEPR
1,468
Journal of monetary economics
1,453
Public choice
1,395
International economic review
1,378
International journal of production economics
1,377
more ...
less ...
Source
All
ECONIS (ZBW)
660,842
EconStor
13,182
RePEc
3,116
USB Cologne (EcoSocSci)
2,497
OLC EcoSci
406
USB Cologne (business full texts)
350
BASE
331
Other ZBW resources
293
ArchiDok
57
more ...
less ...
Showing
61
-
70
of
681,074
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Pricing American options under the constant elasticity of variance model and subject to bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1231-1263
Persistent link: https://www.econbiz.de/10003939136
Saved in:
62
Research on corporate bond risk premium and default based on voluntary dual ratings selection
Yu, Qianlong
;
Xiao, Xiaoyi
;
Lin, Yimin
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
6
,
pp. 1690-1706
Persistent link: https://www.econbiz.de/10014289783
Saved in:
63
Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried
-
2007
Persistent link: https://www.econbiz.de/10003635776
Saved in:
64
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
65
Option pricing with continuous-time Markov chain regime switching
Edwards, Craig Steven
-
2004
Persistent link: https://www.econbiz.de/10003378770
Saved in:
66
Computational methods for Levy and jump diffusion processes : applications in financial engineering
Feng, Liming
-
2006
Persistent link: https://www.econbiz.de/10003908099
Saved in:
67
The role of stochastic volatility and return jumps : reproducing volatility and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
68
On computing complete distributions for American and European standard and exotic options on stocks paying discrete dividends with applications to stochastic dominance analysis
Hodges, Paul E.
;
Haensly, Paul J.
;
Theis, John
- In:
Quarterly journal of business and economics : QJBE
46
(
2007
)
3
,
pp. 45-64
Persistent link: https://www.econbiz.de/10003547145
Saved in:
69
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek
;
Niewęgłowski, Mariusz
- In:
Advanced mathematical methods for finance
,
(pp. 417-453)
.
2011
Persistent link: https://www.econbiz.de/10008991278
Saved in:
70
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->