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Applied mathematical finance
International journal of production research
566
European journal of operational research : EJOR
401
The journal of futures markets
400
SpringerLink / Bücher
267
International journal of production economics
225
International journal of theoretical and applied finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Technological forecasting & social change : an international journal
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The journal of finance : the journal of the American Finance Association
86
Journal of the Operational Research Society : OR
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MPRA Paper
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Transportation research / E : an international journal
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International review of financial analysis
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Journal of financial economics
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ECONIS (ZBW)
97
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97
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1
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
Saved in:
2
Simulation
of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
Saved in:
4
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
5
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
6
Exact
simulation
of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
Saved in:
7
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
8
Convex hedging in incomplete markets
Rudloff, Birgit
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 437-452
Persistent link: https://www.econbiz.de/10003637473
Saved in:
9
Modelling specific interest rate risk with estimation of missing data
Siegl, Thomas
;
Quell, Peter
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 283-309
Persistent link: https://www.econbiz.de/10003149972
Saved in:
10
On hedging in finite security markets
Florio, Silvia
;
Runggaldier, Wolfgang J.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 159-176
Persistent link: https://www.econbiz.de/10001490688
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