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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Option pricing theory
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Bensoussan, Alain
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Production and operations management : an international journal of the Production and Operations Management Society
35
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Production and operations management : the flagship research journal of the Production and Operations Management Society
20
International journal of production economics
14
Production and Operations Management
14
European journal of operational research : EJOR
13
Management Science
13
European Journal of Operational Research
12
International journal of production research
11
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11
Working paper / European Institute for Advanced Studies in Management
8
Annals of operations research
7
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7
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6
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5
International series in operations research & management science
5
Journal of Financial and Quantitative Analysis
5
Les cahiers de recherche / HEC Paris
5
Manufacturing & service operations management : M & SOM
5
Operations research : the journal of the Operations Research Society of America
5
Transportation research / E : an international journal
5
Journal of Economic Dynamics and Control
4
Journal of financial and quantitative analysis : JFQA
4
Operations research, Management science : OR MS ; the international literature digest
4
SpringerLink / Bücher
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Risk and decision analysis
3
Working paper / EIASM, European Institute for Advanced Studies in Management
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Applied optimal control
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Contributions to economic analysis
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Finance and stochastics
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Interfaces : the INFORMS journal on the practice of operations research
2
International Journal of Production Economics
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International Series in Operations Research & Management Science
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MPRA Paper
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Mathematical Finance
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Mathematical modeling and numerical methods in finance : special volume
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1
Optimal consumption and portfolio decisions with partially observed real prices
Bensoussan, Alain
;
Keppo, Jussi
;
Sethi, Suresh P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10003827575
Saved in:
2
Atainable claims in a Markov market
Bensoussan, Alain
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10001185056
Saved in:
3
Real options with competition and regime switching
Bensoussan, Alain
;
Hoe, SingRu
;
Yan, Zhongfeng
;
Yin, George
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10011739453
Saved in:
4
On the pricing of contingent claims with frictions
Bensoussan, Alain
;
Julien, H.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 89-108
Persistent link: https://www.econbiz.de/10002177180
Saved in:
5
Attainable Claims in a Markov Market
Bensoussan, Alain
;
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 121-132
Persistent link: https://www.econbiz.de/10008223670
Saved in:
6
OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
Bensoussan, Alain
;
Keppo, Jussi
;
Sethi, Sureshp
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10008227531
Saved in:
7
ARTICLES - Optimal Financing of a Corporation Subject to Random Returns
Sethi, Suresh P.
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 155
Persistent link: https://www.econbiz.de/10008216389
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