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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Theorie
337
Theory
337
Stochastic process
324
Stochastischer Prozess
324
Portfolio selection
220
Portfolio-Management
220
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188
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Fabozzi, Frank J.
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Korn, Ralf
9
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Račev, Svetlozar T.
8
Elliott, Robert J.
7
Gapeev, Pavel V.
7
Takahashi, Akihiko
7
Brigo, Damiano
6
Cartea, Álvaro
6
Hughston, Lane P.
6
Jaimungal, Sebastian
6
Konno, Hiroshi
6
Leung, Tim
6
Liu, Rui Hua
6
Wilmott, Paul
6
Arai, Takuji
5
Bojarčenko, Svetlana I.
5
Hui, Cho H.
5
Joshi, Mark S.
5
Lo, C. F.
5
Macrina, Andrea
5
Oosterlee, Cornelis W.
5
Pallavicini, Andrea
5
Platen, Eckhard
5
Schoutens, Wim
5
Siu, Tak Kuen
5
Avellaneda, Marco
4
Bernard, Carole
4
Capriotti, Luca
4
Chiarella, Carl
4
Ekström, Erik
4
Forsyth, Peter A.
4
Gatheral, Jim
4
Hess, Markus
4
Kim, Young Shin
4
Madan, Dilip B.
4
Meyer-Brandis, Thilo
4
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
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International journal of theoretical and applied finance
European journal of operational research : EJOR
3,312
Computers & operations research : and their applications to problems of world concern ; an international journal
1,550
NBER working paper series
1,282
Working paper / National Bureau of Economic Research, Inc.
1,163
International journal of production research
1,127
Journal of banking & finance
1,099
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978
Finance research letters
865
Operations research letters
833
Journal of economic dynamics & control
776
Insurance / Mathematics & economics
671
SpringerLink / Bücher
658
Management science : journal of the Institute for Operations Research and the Management Sciences
618
Operations research
605
Discussion paper / Centre for Economic Policy Research
591
International journal of production economics
560
Mathematics of operations research
544
International review of financial analysis
533
Journal of financial economics
530
Finance and stochastics
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Economics letters
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Quantitative finance
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial theory
461
Computational economics
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Discussion paper / Tinbergen Institute
450
Journal of econometrics
449
Applied economics
447
INFORMS journal on computing : JOC
435
IMF working papers
427
Research paper series / Swiss Finance Institute
412
The journal of finance : the journal of the American Finance Association
405
Risks : open access journal
397
International review of economics & finance : IREF
386
IMF Working Papers
385
Energy economics
384
The journal of futures markets
384
The European journal of finance
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ECONIS (ZBW)
795
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1
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:
2
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne
;
Xu, Junwei
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
Saved in:
3
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
4
Optimal risk control under marked point processes shocks : a dynamic programming duality approach
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-45
Persistent link: https://www.econbiz.de/10010233243
Saved in:
5
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
Saved in:
6
Market making and portfolio liquidation under uncertainty
Nyström, Kaj
;
Aly, Sidi Mohamed Ould
;
Zhang, Changyong
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010437189
Saved in:
7
Portfolio optimization with performance ratios
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
Saved in:
8
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
9
Portfolio optimization under a quantile hedging constraint
Bouveret, Géraldine
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011956927
Saved in:
10
Kyle-Back's model with a random horizon
Corcuera, José Manuel
;
Di Nunno, Giulia
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011854431
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