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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Theorie
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Rogers, Leonard C. G.
9
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
924
European journal of operational research : EJOR
762
NBER working paper series
752
International journal of theoretical and applied finance
685
Finance research letters
673
Working paper / National Bureau of Economic Research, Inc.
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International review of financial analysis
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381
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361
Journal of econometrics
358
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352
Applied economics
351
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330
Management science : journal of the Institute for Operations Research and the Management Sciences
329
Discussion paper / Tinbergen Institute
316
Applied mathematical finance
313
The journal of finance : the journal of the American Finance Association
313
International journal of production research
309
Economics letters
300
Discussion paper / Centre for Economic Policy Research
298
Economic modelling
298
Journal of risk management in financial institutions
298
The journal of computational finance
297
The European journal of finance
291
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287
Working paper
284
The review of financial studies
280
Journal of empirical finance
279
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277
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ECONIS (ZBW)
422
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1
Asymptotically optimal importance
sampling
and stratification for pricing path-dependent options
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 117-152
Persistent link: https://www.econbiz.de/10001372181
Saved in:
2
Efficient computation of hedging portfolios for options with discontinuous payoffs
Cvitanić, Jakša
;
Ma, Jin
;
Jianfeng Zhang
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001765668
Saved in:
3
Closed form pricing formulas for discretely sampled generalized variance swaps
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 855-881
Persistent link: https://www.econbiz.de/10011308159
Saved in:
4
A closed-form exact solution for pricing variance swaps with stochastic volatility
Zhu, Song-ping
;
Lian, Guang-hua
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 233-256
Persistent link: https://www.econbiz.de/10008935680
Saved in:
5
True upper bounds for Bermudan products via non-nested Monte Carlo
Belomestny, Denis
;
Bender, Christian
;
Schoenmakers, John
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 53-71
Persistent link: https://www.econbiz.de/10003818229
Saved in:
6
Monte Carlo method for the valuation of multiple-exercise options
Meinshausen, Nicolai
;
Hambly, Ben
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 557-583
Persistent link: https://www.econbiz.de/10002396369
Saved in:
7
On the error in the Monte Carlo pricing of some familiar European path-dependent options
Hörfelt, Per
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 345-357
Persistent link: https://www.econbiz.de/10002725503
Saved in:
8
Monte Carlo valuation of American options
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001686397
Saved in:
9
Monte Carlo evaluation of Greeks for multidimensional barrier and lookback options
Bernis, Guillaume
;
Gobet, Emmanuel
;
Kohatsu-Higa, Arturo
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001765655
Saved in:
10
Valuation by simulation of contingent claims with multiple early exercise opportunities
Ibáñez, Alfredo
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 223-248
Persistent link: https://www.econbiz.de/10002032694
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