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International journal of theoretical and applied finance
International journal of production economics
1,987
International journal of production research
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European journal of operational research : EJOR
1,648
Transportation research / E : an international journal
724
International journal of logistics systems and management
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New Zealand economic papers
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International journal of logistics : research and applications
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Production and operations management : an international journal of the Production and Operations Management Society
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Operations research letters
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Industrial marketing management : the international journal for industrial and high-tech firms
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Finance and stochastics
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International journal of procurement management
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International journal of services and operations management
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Motu working papers
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Reserve Bank of New Zealand bulletin
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International journal of information systems and supply chain management : JISSCM ; an official publication of the Information Resources Management Association
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Journal of business logistics : JBL
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Journal of industrial engineering and management : JIEM
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Quantitative finance
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International journal of integrated supply management : IJISM
164
Business strategy and the environment
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IEEE transactions on engineering management : EM
160
International journal of operations & production management : IJOPM ; the official journal of the European Operations Management Association, EUROMA
160
Mathematics of operations research
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1
Optimal dividend policy and stock prices
Li, Weiping
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012284594
Saved in:
2
The Feynman-Kac formula and pricing occupation time derivatives
Hugonnier, Julien-N.
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 153-178
Persistent link: https://www.econbiz.de/10001394244
Saved in:
3
Deriving closed-form solutions for Gaussian pricing models : a systematic time-domain approach
Levin, Alexander
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 349-376
Persistent link: https://www.econbiz.de/10001251049
Saved in:
4
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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5
Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of volatility
Derman, Emanuel
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
Saved in:
6
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Saved in:
7
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette
;
Chevalier, Etienne
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
Saved in:
8
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
9
Asymptotic arbitrage in the Heston model
Haba, Fatma
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011419412
Saved in:
10
Joining the Heston and a three-factor short rate model : a closed-form approach
Horsky, Roman
;
Sayer, Tilman
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011419421
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