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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Black-Scholes model"
~subject:"Portfolio-Management"
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European journal of operational research : EJOR
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1
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
2
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
3
Constrained non-concave utility maximization : an application to life
insurance
contracts with guarantees
Chen, An
;
Hieber, Peter
;
Nguyen, Thai
- In:
European journal of operational research : EJOR
273
(
2019
)
3
,
pp. 1119-1135
Persistent link: https://www.econbiz.de/10011987696
Saved in:
4
Mean-variance asset-liability management : cointegrated assets and
insurance
liability
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 785-793
Persistent link: https://www.econbiz.de/10009656135
Saved in:
5
On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej
;
Vajsburd, Igor
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
Saved in:
6
Optimal investment strategy for risky assets
Maslov, Sergei
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10001251048
Saved in:
7
Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C.
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
Saved in:
8
A simple model for option pricing with jumping stochastic volatility
Herzel, Stefano
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 487-505
Persistent link: https://www.econbiz.de/10001255558
Saved in:
9
Optimal strategies for prudent investors
Baviera, Roberto
(
contributor
)
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 473-486
Persistent link: https://www.econbiz.de/10001255559
Saved in:
10
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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