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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
209
Stochastischer Prozess
209
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165
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165
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118
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Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
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7
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Elliott, Robert J.
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5
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Siu, Tak Kuen
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Wu, Lixin
5
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4
Brigo, Damiano
4
Ekström, Erik
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Hui, Cho H.
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Lo, C. F.
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3
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3
Gatheral, Jim
3
Grzelak, Lech A.
3
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3
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International journal of theoretical and applied finance
International journal of production economics
2,056
International journal of production research
1,676
European journal of operational research : EJOR
1,483
Transportation research / E : an international journal
756
Management science : journal of the Institute for Operations Research and the Management Sciences
536
International journal of logistics systems and management
498
SpringerLink / Bücher
434
Omega : the international journal of management science
420
Supply Chain Management: An International Journal
419
NBER working paper series
404
International journal of logistics : research and applications
397
The journal of futures markets
373
Journal of revenue and pricing management
365
Supply chain management : an international journal
344
International Journal of Physical Distribution & Logistics Management
332
Manufacturing & service operations management : M & SOM
326
Production and operations management : an international journal of the Production and Operations Management Society
324
The international journal of logistics management
324
Working paper / National Bureau of Economic Research, Inc.
318
NBER Working Paper
301
Journal of banking & finance
275
Mathematical finance : an international journal of mathematics, statistics and financial theory
267
Journal of business research : JBR
265
The journal of computational finance
256
Journal of purchasing and supply management
245
Applied mathematical finance
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
International journal of physical distribution & logistics management : IJPD & LM
242
Finance and stochastics
237
Journal of operations management
231
Logistics
228
Industrial marketing management : the international journal for industrial and high-tech firms
227
International journal of industrial organization
223
Operations research
221
Computers & operations research : and their applications to problems of world concern ; an international journal
216
Economics letters
214
International journal of procurement management
205
Discussion paper / Centre for Economic Policy Research
203
The International Journal of Logistics Management
202
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ECONIS (ZBW)
499
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1
Pricing
American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
2
Pricing
and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
Saved in:
3
Barrier option
pricing
by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
4
Pricing
and hedging barrier options in a hyper-exponential additive model
Jeannin, Marc
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 657-681
Persistent link: https://www.econbiz.de/10008904332
Saved in:
5
Pricing
and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
6
An analysis of the supply curve for liquidity risk through book data
Blais, Marcel
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
Saved in:
7
Solving the Asian option PDE using Lie symmetry methods
Caister, Nicolette C.
;
O'Hara, John G.
;
Govinder, Keshlan S.
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1265-1277
Persistent link: https://www.econbiz.de/10008906161
Saved in:
8
Monotonicity in the volatility of single-barrier option prices
Eriksson, Jonatan
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 987-996
Persistent link: https://www.econbiz.de/10003380317
Saved in:
9
Margin trading through hyper timeline
Ng, Siu-Ah
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 801-815
Persistent link: https://www.econbiz.de/10003564644
Saved in:
10
A novel reduction of the simple Asian option and lie-group invariant solutions
Taylor, Stephen
;
Glasgow, Scott
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1197-1212
Persistent link: https://www.econbiz.de/10003946588
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