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~isPartOf:"International journal of financial engineering"
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International journal of financial engineering
Insurance / Mathematics & economics
29
Insurance: Mathematics and Economics
18
European journal of operational research : EJOR
15
Risks : open access journal
14
Computational Statistics
12
Mathematical Methods of Operations Research
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Risks
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Finance and stochastics
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Operations research letters
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Management Science
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International Journal of Theoretical and Applied Finance (IJTAF)
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International journal of theoretical and applied finance
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MPRA Paper
8
European Journal of Operational Research
7
Mathematical methods of operations research
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Annals of finance
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Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University
6
Finance research letters
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Mathematics and financial economics
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ASTIN bulletin : the journal of the International Actuarial Association
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Journal of mathematical finance
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Astin bulletin : the journal of the International Actuarial Association
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Cogent economics & finance
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1
Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion
Zhang, Caibin
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012028852
Saved in:
2
Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty
Bulthuis, Brian
;
Concha, Julio
;
Leung, Tim
;
Ward, Brian
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011777847
Saved in:
3
Optimal investment risks management strategies of an economy in a financial crisis
Nkeki, Charles I.
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011922949
Saved in:
4
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:
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