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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
767
International journal of production research
360
International journal of theoretical and applied finance
328
Insurance / Mathematics & economics
304
International journal of production economics
231
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
230
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196
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127
Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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114
Opsearch : journal of the Operational Research Society of India
112
The journal of computational finance
106
Journal of the Operational Research Society
104
Transportation research / E : an international journal
102
Economics letters
101
Omega : the international journal of management science
100
Journal of business research : JBR
96
Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Finance research letters
91
Journal of mathematical finance
90
Energy economics
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Econometric reviews
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Management science : journal of the Institute for Operations Research and the Management Sciences
86
Technological forecasting & social change : an international journal
86
Annals of operations research
85
SpringerLink / Bücher
82
INFORMS journal on computing : JOC
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
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ECONIS (ZBW)
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1
A Hilbert transform approach for controlled jump-diffusions with financial applications
Ge, Yingming
;
Li, Lingfei
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012603237
Saved in:
2
Optimal pairs trading with time-varying volatility
Li, Thomas Nanfeng
;
Tourin, Agnès
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588167
Saved in:
3
How to mine gold without digging
Guo, Kevin
;
Leung, Tim
;
Ward, Brian
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012028869
Saved in:
4
Optimal portfolio in the presence of transaction costs and convex risk measure
Doctor, O.
;
Offen, E. R.
;
Lungu, E. M.
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
Saved in:
5
Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012314525
Saved in:
6
A state space modeling for proactive management in equity investment
Takahashi, Akihiko
;
Takahashi, Soichiro
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014234372
Saved in:
7
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:
8
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:
9
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:
10
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
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