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subject:"Portfolio selection"
~isPartOf:"Applied mathematical finance"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
~subject:"USA"
~type:"article"
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Portfolio selection
Monte Carlo simulation
Option pricing theory
USA
Derivat
80
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62
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24
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24
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23
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Applied mathematical finance
The journal of futures markets
194
International journal of theoretical and applied finance
111
Journal of banking & finance
71
Quantitative finance
49
The journal of finance : the journal of the American Finance Association
47
Review of derivatives research
46
European journal of operational research : EJOR
39
The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
35
Energy economics
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Journal of financial and quantitative analysis : JFQA
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Journal of mathematical finance
32
Finance and stochastics
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Advances in futures and options research : a research annual
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Finance research letters
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The journal of fixed income
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International journal of financial engineering
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Journal of economic dynamics & control
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The European journal of finance
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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The journal of derivatives : JOD
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The journal of structured finance
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The review of financial studies
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Computational economics
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International review of economics & finance : IREF
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Insurance / Mathematics & economics
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The financial review : the official publication of the Eastern Finance Association
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Annals of finance
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Applied economics letters
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Applied financial economics
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ECONIS (ZBW)
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41
On modelling and pricing rainfall derivatives with seasonality
Leobacher, Gunther
;
Ngare, Philip
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 71-91
Persistent link: https://www.econbiz.de/10009154421
Saved in:
42
Short positions, rally fears and option markets
Eberlein, Ernst
;
Madan, Dilip B.
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10003975322
Saved in:
43
Calibration of the Libor market model using correlations implied by CMS spread options
Börger, Reik H.
;
Heys, Jan van
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 453-469
Persistent link: https://www.econbiz.de/10008797251
Saved in:
44
Multiscale intensity models and name grouping for valuation of multi-name credit derivatives
Papageorgiou, Evan
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 353-383
Persistent link: https://www.econbiz.de/10003916203
Saved in:
45
Closed formula for options with discrete dividends and its derivatives
Veiga, Carlos
;
Wystup, Uwe
- In:
Applied mathematical finance
16
(
2009
)
5/6
,
pp. 517-531
Persistent link: https://www.econbiz.de/10003916669
Saved in:
46
Asymptotic pricing of commodity derivatives using stochastic volatility spot models
Hikspoors, Samuel
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 449-477
Persistent link: https://www.econbiz.de/10003815252
Saved in:
47
A lattice-based method for pricing electricity derivatives under the threshold model
Geman, Hélyette
;
Kourouvakalis, Stelios
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 531-567
Persistent link: https://www.econbiz.de/10003815257
Saved in:
48
Valuation of performance-dependent options
Gerstner, Thomas Stefan
;
Holtz, Markus
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003751107
Saved in:
49
Using affine jump diffusion models for modelling and pricing electricity derivatives
Nomikos, N. K.
;
Soldatos, O.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 41-71
Persistent link: https://www.econbiz.de/10003751111
Saved in:
50
Multiscale intensity models for single name credit derivatives
Papageorgiou, E.
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 73-105
Persistent link: https://www.econbiz.de/10003751113
Saved in:
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