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~subject:"Geometric Brownian motion"
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Geometric Brownian motion
Stochastischer Prozess
80
Stochastic process
79
geometric Brownian motion
51
Option pricing theory
47
Optionspreistheorie
47
Theorie
42
Theory
41
Geometric Brownian Motion
31
Portfolio selection
17
Portfolio-Management
17
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15
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15
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optimal stopping
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Statistical distribution
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Statistische Verteilung
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32
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Chen, Ping
2
Eisenberg, Julia
2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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2
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2
Physica A: Statistical Mechanics and its Applications
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1
Australasian accounting business and finance journal : AABF
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1
International Journal of Forecasting
1
International Journal of Production Economics
1
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1
Journal of Financial Economic Policy
1
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1
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1
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1
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1
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1
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1
OR spectrum : quantitative approaches in management
1
Operations research letters
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Opsearch : journal of the Operational Research Society of India
1
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1
Risk management : a journal of risk, crisis and disaster
1
The North American Journal of Economics and Finance
1
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Transportation Research Part E: Logistics and Transportation Review
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ECONIS (ZBW)
30
RePEc
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1
A real options model for remanufacturing facility installation decisions
Sadat, Mohammad Ahnaf
;
Kremer, Gül
;
Min, K. Jo
- In:
Decision analytics journal
7
(
2023
),
pp. 1-19
.g., exchange rate volatility, raw material price volatility, etc.), we assume it is characterized by a
geometric
Brownian
motion
…
Persistent link: https://www.econbiz.de/10014436613
Saved in:
2
Gaussian process regression for forecasting gasoline prices in Jordan
Ajlouni, Sameh Asim
;
Alodat, Moh'd Taleb
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
3
,
pp. 502-509
Persistent link: https://www.econbiz.de/10012622773
Saved in:
3
Asymptotics for the Laplace transform of the time integral of the
geometric
Brownian
motion
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Operations research letters
51
(
2023
)
3
,
pp. 346-352
Persistent link: https://www.econbiz.de/10014374962
Saved in:
4
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
5
Estimation of
geometric
Brownian
motion
model with a t-distribution-based particle filter
Nkemnole, Bridget
;
Abass, Olaide
- In:
Journal of economic and financial sciences : JEF
12
(
2019
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012018946
Saved in:
6
Transforming public pensions : a mixed scheme with a credit granted by the state
Boado-Penas, M. Carmen
;
Eisenberg, Julia
;
Korn, Ralf
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 140-152
Persistent link: https://www.econbiz.de/10012482791
Saved in:
7
An optimal inventory policy when purchase price follows
geometric
Brownian
motion
process
Kharvi, Suresha
;
Pakkala, T. P. M.
- In:
Opsearch : journal of the Operational Research Society …
58
(
2021
)
4
,
pp. 835-851
Persistent link: https://www.econbiz.de/10012659088
Saved in:
8
Callable barrier reverse convertible securities
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
Saved in:
9
Algorithmic optimization and its application in finance
Avdiu, Kujtim
-
2021
Persistent link: https://www.econbiz.de/10013337406
Saved in:
10
An optimal stopping problem of detecting entry points for trading modeled by
geometric
Brownian
motion
Liu, Yue
;
Yang, Aijun
;
Zhang, Jijian
;
Yao, Jingjing
- In:
Computational economics
55
(
2020
)
3
,
pp. 827-843
Persistent link: https://www.econbiz.de/10012223679
Saved in:
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