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Zenios, Stauros Andrea; Consiglio, Andrea; … - In: Operations research 69 (2021) 3, pp. 755-773

Persistent link: https://www.econbiz.de/10012546866

Vavilov, Sergey A.; Kuznetsov, Konstantin S. - In: International journal of financial engineering 5 (2018) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10011923065

Bensoussan, Alain; Hoe, SingRu; Kim, Joohyun; Yan, Zhongfeng - In: Operations research 70 (2022) 2, pp. 815-829

Persistent link: https://www.econbiz.de/10013365795

Capponi, Agostino; Rubtsov, Alexey - In: Operations research 70 (2022) 3, pp. 1598-1612

Persistent link: https://www.econbiz.de/10013366163

Embrechts, Paul; Schied, Alexander; Wang, Ruodu - In: Operations research 70 (2022) 1, pp. 95-110

Persistent link: https://www.econbiz.de/10012820643

Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10012602709

Eldomiaty, Tarek Ibrahim; Rashwan, Mohamed Hashem; El … - In: International journal of financial engineering 3 (2016) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10011673093

Corsi, Fulvio; Marmi, Stefano; Lillo, Fabrizio - In: Operations research 64 (2016) 5, pp. 1073-1088

Persistent link: https://www.econbiz.de/10011594641

Kley, Oliver; Klüppelberg, Claudia; Reinert, Gesine - In: Operations research 64 (2016) 5, pp. 1159-1176

Persistent link: https://www.econbiz.de/10011594678

Matsumoto, Koichi - In: International journal of financial engineering 4 (2017) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10011807096