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Stochastic process
89
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Journal of mathematical finance
European journal of operational research : EJOR
644
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
220
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
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177
International journal of production research
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Operations research letters
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Physica A: Statistical Mechanics and its Applications
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European Physical Journal B - Condensed Matter and Complex Systems
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The journal of computational finance
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Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric reviews
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic modelling
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International journal of financial engineering
81
Transportation research / E : an international journal
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Finance research letters
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INFORMS journal on computing : JOC
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Mathematical methods of operations research
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Omega : the international journal of management science
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Annals of operations research
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Computational Management Science : CMS
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ECONIS (ZBW)
89
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1
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
Saved in:
2
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
3
Optimal entry and exit strategy under uncertainty with stochastic volatility
Huang, Jinwu
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012545586
Saved in:
4
Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
Saved in:
5
An approach of price process, risk measures and European option pricing taking into account the rating
Tadmon, Calvin
;
Njike-Tchaptchet, Eric Rostand
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 306-333
Persistent link: https://www.econbiz.de/10012545718
Saved in:
6
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10012210157
Saved in:
7
Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege
;
Wang, Xiaoguang
;
Su, Yue
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
Saved in:
8
Effect of feedback on eBay sellers' business using Markov Chain
Dib, Y. M.
;
Roumieh, N.
;
Saab, G.
;
Maroun, M.
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 325-344
Persistent link: https://www.econbiz.de/10012210203
Saved in:
9
Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun
;
Chen, Xinfu
;
Zeng, Xudong
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
Saved in:
10
A valuation model for callable eurobonds
Hooper, Vincent J.
;
Pointon, John
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 394-401
Persistent link: https://www.econbiz.de/10012210334
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