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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Optionspreistheorie"
~subject:"Simulation"
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Optionspreistheorie
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32
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27
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Barger, Weston
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European journal of operational research : EJOR
International journal of theoretical and applied finance
International journal of production economics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
CoFE Discussion Paper
4
CoFE discussion papers
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Risks : open access journal
4
Applied mathematical finance
3
Dynamic systems, economic growth, and the environment
3
Journal of risk and financial management : JRFM
3
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3
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3
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2
Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
2
Decision analytics journal
2
Finance and stochastics
2
Insurance / Mathematics & economics
2
International journal of production research
2
Mathematics and financial economics
2
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2
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2
Schriftenreihe: Informationstechnische Systeme und Organisation von Produktion und Logistik
2
Systemtheorie in Wirtschaft und Verwaltung : Ansätze und Anwendungen ; Beiträge zur Tagung der Gesellschaft für Wirtschafts- und Sozialkybernetik 1977
2
Technological forecasting & social change : an international journal
2
(Studies / Hungarian Acad. of Sciences, Inst. of Economics
1
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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ECONIS (ZBW)
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Urban dynamics of some French cities
Pumain, D.
;
Saint-Julien, Th.
;
Sanders, L.
- In:
European journal of operational research : EJOR
25
(
1986
)
1
,
pp. 3-10
Persistent link: https://www.econbiz.de/10003656103
Saved in:
2
The design of colliery informartion and control systems
Wolstenholme, E. F.
;
Holmes, R. K.
- In:
European journal of operational research : EJOR
20
(
1985
)
2
,
pp. 168-181
Persistent link: https://www.econbiz.de/10003580560
Saved in:
3
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
4
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
5
Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization
Imkeller, Peter
;
Réveillac, Anthony
;
Zhang, Jianing
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 635-667
Persistent link: https://www.econbiz.de/10009298518
Saved in:
6
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
7
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
8
Optimal trading with regime switching : numerical and analytic techniques applied to valuing storage in an electricity balancing market
Johnson, Paul
;
Szabó, Dávid Zoltán
;
Duck, Peter
- In:
European journal of operational research : EJOR
319
(
2024
)
2
,
pp. 611-624
Persistent link: https://www.econbiz.de/10015084871
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