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Konferenz
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Stochastic process
357
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357
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213
Option pricing theory
95
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95
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Blanchet, Jose
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Finance and stochastics
Mathematics of operations research
European journal of operational research : EJOR
459
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
128
Operations research
120
International journal of theoretical and applied finance
116
Journal of econometrics
107
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
International journal of production economics
78
Journal of economic dynamics & control
74
Discussion paper / Tinbergen Institute
71
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64
Risks : open access journal
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
57
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54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Computational Management Science : CMS
52
Transportation research / E : an international journal
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SpringerLink / Bücher
51
Economics letters
50
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50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Computational economics
46
Discussion papers of interdisciplinary research project 373
46
Working paper / National Bureau of Economic Research, Inc.
44
Management science : journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
43
Econometric theory
42
Economic modelling
42
SFB 649 discussion paper
40
IMA journal of management mathematics
38
NBER Working Paper
38
Annals of operations research
37
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
Lecture notes in economics and mathematical systems : LNEMS
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1
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
2
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
Saved in:
3
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
Saved in:
4
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
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5
An analysis of monotone follower problems for diffusion processes
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 336-350
Persistent link: https://www.econbiz.de/10003732436
Saved in:
6
A 2-approximation algorithm for stochastic inventory control models with lost sales
Levi, Retsef
;
Janakiraman, Ganesh
;
Nagarajan, Mahesh
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 351-374
Persistent link: https://www.econbiz.de/10003732438
Saved in:
7
Stochastic flow approach to Dupire's formula
Jourdain, B.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 521-535
Persistent link: https://www.econbiz.de/10003645525
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8
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
Saved in:
9
Consistent variance curve models
Buehler, Hans
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 178-203
Persistent link: https://www.econbiz.de/10003334916
Saved in:
10
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
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