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Stochastic process
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Journal of mathematical finance
European journal of operational research : EJOR
307
Computers & operations research : and their applications to problems of world concern ; an international journal
91
Operations research
87
International journal of production research
81
Insurance / Mathematics & economics
77
Operations research letters
56
Mathematics of operations research
55
Quantitative finance
51
SpringerLink / Bücher
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Journal of econometrics
43
Transportation research / E : an international journal
43
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
42
International journal of production economics
40
INFORMS journal on computing : JOC
38
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
37
Omega : the international journal of management science
33
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Computational economics
30
Finance and stochastics
30
Journal of economic dynamics & control
30
Scandinavian actuarial journal
29
International journal of theoretical and applied finance
28
Journal of the Operational Research Society
28
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27
IMA journal of management mathematics
25
Economics letters
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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Discussion paper / Centre for Economic Policy Research
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Energy economics
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Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
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Lecture Notes in Economics and Mathematical Systems
17
Operational research : an international journal
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International journal of financial engineering
16
Mathematical methods of operations research
16
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1
On the stochastic dominance of portfolio insurance strategies
Maalej, Hela
;
Prigent, Jean-Luc
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
Saved in:
2
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:
3
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
4
The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 491-512
Persistent link: https://www.econbiz.de/10011674013
Saved in:
5
Extended model of stock price behaviour
Koning, Nico
;
Cassidy, Daniel T.
;
Ouyed, Rachid
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011846103
Saved in:
6
Optimization of cash management fluctuation through stochastic processes
Dib, Youssef M.
;
Kmeid, Najat
;
Greige, Hanna
;
Raffoul, …
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10011875270
Saved in:
7
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:
8
CVA under Bates model with stochastic default intensity
Feng, Yaqin
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 682-698
Persistent link: https://www.econbiz.de/10011752457
Saved in:
9
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
10
Optimal portfolio strategy with discounted stochastic cash inflows when the stock price is a semimartingale
Baraedi, Onthusitse
;
Offen, Elias
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 660-684
Persistent link: https://www.econbiz.de/10011656991
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