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Option pricing theory
218
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82
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Finance and stochastics
International journal of production economics
2,131
International journal of production research
1,693
European journal of operational research : EJOR
1,497
Transportation research / E : an international journal
756
Management science : journal of the Institute for Operations Research and the Management Sciences
536
International journal of theoretical and applied finance
499
International journal of logistics systems and management
498
SpringerLink / BĂĽcher
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Omega : the international journal of management science
421
Supply Chain Management: An International Journal
419
International journal of logistics : research and applications
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NBER working paper series
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Journal of revenue and pricing management
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International Journal of Physical Distribution & Logistics Management
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Manufacturing & service operations management : M & SOM
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Production and operations management : an international journal of the Production and Operations Management Society
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Journal of banking & finance
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Journal of purchasing and supply management
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of business research : JBR
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The journal of computational finance
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Applied mathematical finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International journal of physical distribution & logistics management : IJPD & LM
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Economics letters
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Journal of operations management
231
Industrial marketing management : the international journal for industrial and high-tech firms
227
International journal of procurement management
226
International journal of industrial organization
224
Operations research
221
Computers & operations research : and their applications to problems of world concern ; an international journal
216
International journal of logistics systems and management : IJLSM
206
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ECONIS (ZBW)
237
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1
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
Saved in:
2
Free boundary and optimal stopping problems for American Asian options
Pascucci, Andrea
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10003592543
Saved in:
3
Perturbed Brownian motion and its application to Parisian option
pricing
Dassios, Angelos
;
Wu, Shanle
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 473-494
Persistent link: https://www.econbiz.de/10009533860
Saved in:
4
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
5
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
6
Pricing
and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
7
Discretely monitored first passage problems and barrier options : an eigenfunction expansion approach
Li, Lingfei
;
Linetsky, Vadim
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 941-977
Persistent link: https://www.econbiz.de/10011421097
Saved in:
8
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
9
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
10
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
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