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~isPartOf:"International journal of financial engineering"
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International journal of financial engineering
Physica A: Statistical Mechanics and its Applications
714
European journal of operational research : EJOR
648
International journal of theoretical and applied finance
334
Insurance / Mathematics & economics
284
Journal of econometrics
233
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International journal of production research
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169
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152
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International journal of production economics
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Discussion paper / Tinbergen Institute
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Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Economics letters
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IMF Working Papers
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The journal of computational finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance research letters
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Econometric reviews
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Management science : journal of the Institute for Operations Research and the Management Sciences
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INFORMS journal on computing : JOC
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
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ECONIS (ZBW)
84
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1
Covariance estimation using random permutations
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922956
Saved in:
2
Are capital markets turning efficient? : need for financial market efficiency index
Arora, Ruchi
;
Mehra, Rishi
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014251214
Saved in:
3
Modeling and pricing with a random walk in random environment
Castro, Isabel
;
Pacheco, Carlos G.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012603788
Saved in:
4
Revisiting variance gamma pricing : an application to S&P500 index options
Mozumder, Sharif
;
Sorwar, Ghulam
;
Dowd, Kevin
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
Saved in:
5
An asymptotic expansion of forward-backward SDEs with a perturbed driver
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011333428
Saved in:
6
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
7
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
8
Stochastic simulation framework for the limit order book using liquidity-motivated agents
Panayi, Efstathios
;
Peters, Gareth W.
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-52
Persistent link: https://www.econbiz.de/10011333470
Saved in:
9
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
10
Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs
Shokrollahi, Foad
;
Kılıçman, Adem
;
Magdziarz, Marcin
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532750
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