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Finance and stochastics
European journal of operational research : EJOR
797
International journal of theoretical and applied finance
635
Insurance / Mathematics & economics
554
Journal of econometrics
494
IMF Working Papers
401
Journal of banking & finance
369
Mathematical finance : an international journal of mathematics, statistics and financial theory
320
Economics letters
314
The journal of futures markets
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Discussion paper / Tinbergen Institute
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Finance research letters
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276
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261
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229
Economic modelling
228
NBER working paper series
228
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Operations research letters
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International journal of production research
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Working paper / National Bureau of Economic Research, Inc.
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Energy economics
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Applied economics
192
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Management science : journal of the Institute for Operations Research and the Management Sciences
185
Mathematics of operations research
184
Review of derivatives research
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Journal of mathematical finance
174
Econometric reviews
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The European journal of finance
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Journal of empirical finance
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Applied economics letters
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International journal of financial engineering
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ECONIS (ZBW)
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1
Pricing vulnerable claims in a Lévy-driven model
Capponi, Agostino
;
Pagliarani, Stefano
;
Vargiolu, Tiziano
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10010413669
Saved in:
2
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Gonon, Lukas
;
Schwab, Christoph
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 615-657
Persistent link: https://www.econbiz.de/10012665197
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3
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
4
Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 39-69
Persistent link: https://www.econbiz.de/10012253340
Saved in:
5
Cross hedging with stochastic
correlation
Ankirchner, Stefan
;
Heyne, Gregor
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 17-43
Persistent link: https://www.econbiz.de/10009423259
Saved in:
6
Additive logistic processes in option pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
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7
Extreme at-the-money skew in a local volatility model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
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8
On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance
Asmussen, Søren
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 383-416
Persistent link: https://www.econbiz.de/10013440228
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9
Efficient discretization of stochastic integrals
Fukasawa, Masaaki
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 175-208
Persistent link: https://www.econbiz.de/10010235454
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10
Double-sided Parisian option pricing
Anderluh, J. H. M.
;
Weide, Hans van der
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10003939511
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