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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of production research
568
International journal of theoretical and applied finance
494
European journal of operational research : EJOR
493
The journal of computational finance
273
The journal of futures markets
269
Journal of econometrics
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
260
Applied mathematical finance
248
Journal of banking & finance
244
Finance and stochastics
233
International journal of production economics
233
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222
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221
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208
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208
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183
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173
Review of derivatives research
171
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Economic modelling
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Physica A: Statistical Mechanics and its Applications
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NBER Working Paper
146
Economics letters
140
Europäische Hochschulschriften / 5
134
Risks : open access journal
131
Finance research letters
128
International journal of financial engineering
123
Applied economics
121
Discussion paper / Center for Economic Research, Tilburg University
120
Energy economics
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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108
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ECONIS (ZBW)
130
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1
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun
;
Chen, Gemai
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
Saved in:
2
Valuing modularity as a real option
Gamba, Andrea
;
Fusari, Nicola
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1877-1896
Persistent link: https://www.econbiz.de/10003909226
Saved in:
3
Randomized dimension reduction for Monte Carlo simulations
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
66
(
2020
)
3
,
pp. 1421-1439
Persistent link: https://www.econbiz.de/10012234611
Saved in:
4
Pathwise optimization for optimal stopping problems
Desai, Vijay V.
;
Farias, Vivek F.
;
Moallemi, Ciamac C.
- In:
Management science : journal of the Institute for …
58
(
2012
)
12
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10009701851
Saved in:
5
Dirichlet bridge sampling for the variance gamma process : pricing path-dependent options
Kaishev, Vladimir K.
;
Dimitrova, Dimitrina S.
- In:
Management science : journal of the Institute for …
55
(
2009
)
3
,
pp. 483-496
Persistent link: https://www.econbiz.de/10003876494
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6
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
- In:
Management science : journal of the Institute for …
57
(
2011
)
5
,
pp. 960-974
Persistent link: https://www.econbiz.de/10009153860
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7
Real options and American derivatives : the double continuation region
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
Saved in:
8
Monte Carlo algorithms for default timing problems
Giesecke, Kay
;
Kim, Baeho
;
Zhu, Shilin
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2115-2129
Persistent link: https://www.econbiz.de/10009428275
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9
Pricing and hedging with discontinuous functions : quasi-Monte Carlo methods and dimensions reduction
Wang, Xiaoqun
;
Tan, Ken Seng
- In:
Management science : journal of the Institute for …
59
(
2013
)
2
,
pp. 376-389
Persistent link: https://www.econbiz.de/10009713876
Saved in:
10
Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
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