//--> //--> //--> //-->
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
Retain my current filters
~subject:"Stochastischer Prozess"
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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
215
Theory
195
continuous time
114
Stochastic process
93
Continuous time
86
Game theory
66
Markov chain
66
Markov-Kette
65
Spieltheorie
63
Zeitreihenanalyse
54
Time series analysis
50
Optionspreistheorie
41
Option pricing theory
38
Portfolio selection
37
Volatilität
36
Volatility
34
Mathematical programming
33
Mathematische Optimierung
33
Portfolio-Management
33
Schätztheorie
32
Estimation theory
31
CAPM
29
stochastic volatility
26
Experiment
25
Dynamisches Gleichgewicht
24
Prinzipal-Agent-Theorie
24
Agency theory
23
Continuous-time model
20
Kontrolltheorie
19
Continuous-time
18
Dynamic equilibrium
18
Moral hazard
18
Control theory
17
Monetary policy
17
Moral Hazard
17
Continuous Time
16
Forecasting model
16
Prognoseverfahren
16
continuous-time
16
more ...
less ...
Online availability
All
Undetermined
58
Free
25
Type of publication
All
Article
75
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
73
Aufsatz in Zeitschrift
73
Working Paper
25
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
102
Author
All
Riedel, Frank
5
Cui, Zhenyu
4
Chambers, Marcus J.
3
Ferrari, Giorgio
3
Herzberg, Frederik
3
Park, Joon Y.
3
Posch, Olaf
3
Steg, Jan-Henrik
3
Thornton, Michael A.
3
Trimborn, Timo
3
Benth, Fred Espen
2
De Angelis, Tiziano
2
Elliott, Robert J.
2
Gapeev, Pavel V.
2
Hayo, Bernd
2
Kirkby, J. Lars
2
Klein, Nicolas Alexandre
2
Lu, Ye
2
Ma, Jingtang
2
Magnus, Jan R.
2
Martyr, Randall
2
Moriarty, John
2
Müller, Gernot
2
Niehof, Britta
2
Parra-Alvarez, Juan Carlos
2
Pijls, Henk G. J.
2
Sentana, Enrique
2
Taub, Bart
2
Tong, Zhigang
2
Wälde, Klaus
2
Yang, Wensheng
2
Yu, Jun
2
Zhou, Zhou
2
Ackermann, Julia
1
Aivaliotis, Georgios
1
Bayer, Christian
1
Bazizi, Lydia
1
Bellocchi, Alessandro
1
Ben Abdellah, Amal
1
Biessy, Guillaume
1
more ...
less ...
Institution
All
University of Essex / Department of Economics
1
Published in...
All
European journal of operational research : EJOR
5
Journal of econometrics
5
International journal of theoretical and applied finance
4
Journal of economic dynamics & control
4
CESifo Working Paper
3
Journal of empirical finance
3
Journal of mathematical economics
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
Annals of finance
2
Applied mathematical finance
2
Insurance / Mathematics & economics
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Journal of economic theory
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics of operations research
2
The journal of computational finance
2
Working Papers
2
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
CEMFI working paper
1
CESifo working papers
1
CREATES research paper
1
Classroom Companion: Economics
1
Discussion paper / Tinbergen Institute
1
Discussion papers / CEPR
1
Discussion papers in economics
1
Diskussionsbeitrag
1
Dresden Discussion Paper Series in Economics
1
Dynamic games and applications : DGA
1
EURO journal on transportation and logistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory bulletin
1
Economics discussion papers / University of Essex, Department of Economics
1
Energy economics
1
European journal of industrial engineering : EJIE
1
Finance and stochastics
1
Financial markets and portfolio management
1
Han gug gae bal yeon gu
1
Handbook of economic forecasting ; 1
1
INFORMS journal on computing : JOC
1
more ...
less ...
Source
All
ECONIS (ZBW)
93
EconStor
9
Showing
61
-
70
of
102
Sort
Relevance
Date (newest first)
Date (oldest first)
61
Optimal entry to an irreversible investment plan with non convex costs
De Angelis, Tiziano
;
Ferrari, Giorgio
;
Martyr, Randall
; …
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 423-454
Persistent link: https://www.econbiz.de/10011900577
Saved in:
62
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
63
Signal extraction for nonstationary time series with diverse sampling rules
Trimbur, Thomas M.
;
McElroy, Tucker
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011671120
Saved in:
64
Numerical solution of dynamic equilibrium models under Poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
-
2011
We propose a simple and powerful numerical algorithm to compute the transition process in
continuous-time
dynamic …
Persistent link: https://www.econbiz.de/10010274762
Saved in:
65
Bayesian switching multiple disorder problems
Gapeev, Pavel V.
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
Saved in:
66
Modelling road traffic assignment as a day-to-day dynamic, determinisitic process : a unified approach to discrete- and
continuous-time
models
Cantarella, G. E.
;
Watling, D. P.
- In:
EURO journal on transportation and logistics
5
(
2016
)
1
,
pp. 69-98
Persistent link: https://www.econbiz.de/10011618387
Saved in:
67
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
68
The importance of being honest
Klein, Nicolas Alexandre
- In:
Theoretical economics : TE ; journal of the Econometric …
11
(
2016
)
3
,
pp. 773-811
Persistent link: https://www.econbiz.de/10011584180
Saved in:
69
Characterization of stationary preferences in a
continuous
time
framework
Hara, Kazuhiro
- In:
Journal of mathematical economics
63
(
2016
),
pp. 34-43
Persistent link: https://www.econbiz.de/10011665044
Saved in:
70
Double asymptotics for explosive
continuous
time
models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->