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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
669
International journal of theoretical and applied finance
330
Insurance / Mathematics & economics
292
Journal of econometrics
219
Finance and stochastics
204
Journal of economic dynamics & control
192
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190
International journal of production research
187
Computers & operations research : and their applications to problems of world concern ; an international journal
182
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176
Quantitative finance
171
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170
International journal of production economics
132
Risks : open access journal
129
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128
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Mathematical finance : an international journal of mathematics, statistics and financial theory
124
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Management science : journal of the Institute for Operations Research and the Management Sciences
95
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92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
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89
Econometric reviews
86
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86
Energy economics
86
Finance research letters
86
Transportation research / E : an international journal
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Journal of economic theory
82
INFORMS journal on computing : JOC
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
80
Annals of operations research
77
Computational Management Science : CMS
76
Journal of banking & finance
76
Omega : the international journal of management science
76
NBER working paper series
70
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ECONIS (ZBW)
80
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1
Optimal trading : the importance of being adaptive
Bellani, Claudio
;
Brigo, Damiano
;
Done, Alex
;
Neuman, Eyal
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012815097
Saved in:
2
A stochastic control approach to managed futures portfolios
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012028856
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 investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
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
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6
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:
7
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:
8
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:
9
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:
10
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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