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Stochastic process
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Viens, Frederi G.
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Annals of finance
European journal of operational research : EJOR
656
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
283
Journal of econometrics
219
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
International journal of production research
177
Operations research
177
Quantitative finance
167
Operations research letters
165
Mathematics of operations research
163
Journal of economic dynamics & control
145
International journal of production economics
138
Discussion paper / Tinbergen Institute
128
Risks : open access journal
128
Applied mathematical finance
122
Physica A: Statistical Mechanics and its Applications
117
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
111
Economics letters
106
The journal of computational finance
106
Energy economics
95
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Transportation research / E : an international journal
94
Journal of mathematical finance
89
Economic modelling
87
Econometric reviews
86
Finance research letters
86
International journal of financial engineering
81
INFORMS journal on computing : JOC
80
Omega : the international journal of management science
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Mathematical methods of operations research
77
Annals of operations research
76
Working paper
75
Journal of economic theory
74
Computational Management Science : CMS
73
Journal of banking & finance
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ECONIS (ZBW)
69
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1
Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Chen, Yu
;
Cosimano, Thomas F.
;
Himonas, Alex A.
- In:
Annals of finance
4
(
2008
)
3
,
pp. 305-344
Persistent link: https://www.econbiz.de/10003714672
Saved in:
2
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Saved in:
3
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
Li, Xun
;
Wu, Zhenyu
- In:
Annals of finance
2
(
2006
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10003282234
Saved in:
4
Partial equilibria with convex capital requirements : existence, uniqueness and stability
Anthropelos, Michail
;
Žitkovi´c, Gordan
- In:
Annals of finance
6
(
2010
)
1
,
pp. 107-135
Persistent link: https://www.econbiz.de/10003939570
Saved in:
5
Investment timing in presence of downside risk : a certainty equivalent characterization
Alvarez, Luis H. R.
;
Rakkolainen, Teppo A.
- In:
Annals of finance
6
(
2010
)
3
,
pp. 317-333
Persistent link: https://www.econbiz.de/10003978877
Saved in:
6
Portfolio management without probabilities or statistics
Flåm, Sjur D.
- In:
Annals of finance
6
(
2010
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003978880
Saved in:
7
Does knowing the volatility states affect the market risk premium?
Bae, Jinho
- In:
Annals of finance
7
(
2011
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10008840222
Saved in:
8
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
9
Duration, factor sensitivites, and interest rate Greeks
Kwon, Oh Kang
- In:
Annals of finance
3
(
2007
)
4
,
pp. 471-486
Persistent link: https://www.econbiz.de/10003529809
Saved in:
10
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10009510584
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