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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of computational finance"
~subject:"Optionspreistheorie"
~subject:"Theory"
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International journal of theoretical and applied finance
The journal of computational finance
Journal of economic dynamics & control
27
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
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Lecture notes in economics and mathematical systems : LNEMS
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American journal of agricultural economics
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
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Optimal timing of the annuity purchase : combined stochastic control and optimal stopping problem
Stabile, Gabriele
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 151-170
Persistent link: https://www.econbiz.de/10003312710
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2
A note on irreversible investment, hedging and optimal consumption problems
Henderson, Vicky
;
Hobson, David G.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 997-1007
Persistent link: https://www.econbiz.de/10003380323
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3
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
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4
A model for market closure and international portfolio management within incomplete information
Bellalah, Mondher
;
Wu, Zhen
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10001687132
Saved in:
5
The two-dimensional tree-grid method
Kossaczký, Igor
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10012111259
Saved in:
6
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
7
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
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