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Journal of economic dynamics & control
European journal of operational research : EJOR
955
International journal of theoretical and applied finance
591
Insurance / Mathematics & economics
368
Finance and stochastics
341
Mathematical finance : an international journal of mathematics, statistics and financial theory
313
Applied mathematical finance
276
The journal of futures markets
276
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273
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273
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266
Quantitative finance
264
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263
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256
International journal of production research
253
Operations research letters
238
The journal of derivatives : the official publication of the International Association of Financial Engineers
211
International journal of production economics
205
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197
Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of mathematical finance
152
International journal of financial engineering
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NBER working paper series
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Economic modelling
128
Economics letters
128
Research paper series / Swiss Finance Institute
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Transportation research / E : an international journal
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114
INFORMS journal on computing : JOC
112
Omega : the international journal of management science
111
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ECONIS (ZBW)
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131
Computation of reservation prices of options with proportional transaction costs
Damgaard, Anders
- In:
Journal of economic dynamics & control
30
(
2006
)
3
,
pp. 415-444
Persistent link: https://www.econbiz.de/10003289311
Saved in:
132
Option pricing with an illiquid underlying asset market
Liu, Hong
;
Yong, Jiongmin
- In:
Journal of economic dynamics & control
29
(
2005
)
12
,
pp. 2125-2156
Persistent link: https://www.econbiz.de/10003214774
Saved in:
133
European option pricing and hedging with both fixed and proportional transaction costs
Zakamouline, Valeri I.
- In:
Journal of economic dynamics & control
30
(
2006
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10003251094
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134
Investment under uncertainty and policy change
Pawlina, Grzegorz
;
Kort, Peter M.
- In:
Journal of economic dynamics & control
29
(
2005
)
7
,
pp. 1193-1209
Persistent link: https://www.econbiz.de/10002931662
Saved in:
135
Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt
Hanke, Michael
- In:
Journal of economic dynamics & control
29
(
2005
)
3
,
pp. 389-421
Persistent link: https://www.econbiz.de/10002611092
Saved in:
136
Randomized quasi-Monte Carlo methods in pricing securities
Ökten, Giray
;
Eastman, Warren
- In:
Journal of economic dynamics & control
28
(
2004
)
12
,
pp. 2399-2426
Persistent link: https://www.econbiz.de/10002370021
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137
Options with combined reset rights on strike and maturity
Dai, Min
;
Kwok, Yue-Kuen
- In:
Journal of economic dynamics & control
29
(
2005
)
9
,
pp. 1495-1515
Persistent link: https://www.econbiz.de/10003068718
Saved in:
138
Option valuation with co.integrated asset prices
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Journal of economic dynamics & control
28
(
2004
)
4
,
pp. 727-754
Persistent link: https://www.econbiz.de/10001854468
Saved in:
139
Long-term risk management of nuclear waste : a real options approach
Loubergé, Henri
;
Villeneuve, Stéphane
;
Chesney, Marc
- In:
Journal of economic dynamics & control
27
(
2002
)
1
,
pp. 157-180
Persistent link: https://www.econbiz.de/10001703389
Saved in:
140
Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
27
(
2003
)
5
,
pp. 717-769
Persistent link: https://www.econbiz.de/10001719690
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