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~isPartOf:"International journal of financial engineering"
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International journal of financial engineering
European journal of operational research : EJOR
687
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
225
Finance and stochastics
196
International journal of production research
186
Computers & operations research : and their applications to problems of world concern ; an international journal
184
Operations research
181
Operations research letters
167
Quantitative finance
167
Mathematics of operations research
161
Journal of economic dynamics & control
142
International Journal of Quality & Reliability Management
134
International journal of production economics
133
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129
Physica A: Statistical Mechanics and its Applications
127
Discussion paper / Tinbergen Institute
125
Applied mathematical finance
122
Computational economics
115
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
The journal of computational finance
106
Economics letters
103
Energy economics
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Transportation research / E : an international journal
92
Management science : journal of the Institute for Operations Research and the Management Sciences
90
Journal of mathematical finance
89
Econometric reviews
86
INFORMS journal on computing : JOC
86
Finance research letters
85
Economic modelling
82
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
81
Omega : the international journal of management science
78
Mathematical methods of operations research
77
Annals of operations research
76
Computational Management Science : CMS
73
Journal of banking & finance
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ECONIS (ZBW)
81
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1
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
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2
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
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3
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:
4
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:
5
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
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6
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:
7
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
Saved in:
8
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
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9
Optimal CAR simulation
Chakroun, Fatma
;
Abid, Fathi
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011493106
Saved in:
10
Dynamic risk model for CMO with credit tranching
Parnes, Dror
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011493318
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