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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Rogers, Leonard C. G.
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Madan, Dilip B.
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Zhou, Xun Yu
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Dai, Min
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Capponi, Agostino
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
3,276
Computers & operations research : and their applications to problems of world concern ; an international journal
1,550
NBER working paper series
1,276
Working paper / National Bureau of Economic Research, Inc.
1,163
International journal of production research
1,107
Journal of banking & finance
1,098
NBER Working Paper
980
Operations research letters
833
International journal of theoretical and applied finance
795
Finance research letters
789
Journal of economic dynamics & control
776
Insurance / Mathematics & economics
671
SpringerLink / Bücher
657
Management science : journal of the Institute for Operations Research and the Management Sciences
617
Operations research
605
Discussion paper / Centre for Economic Policy Research
590
International journal of production economics
555
Mathematics of operations research
544
International review of financial analysis
532
Finance and stochastics
507
Journal of financial economics
506
Quantitative finance
483
Economic modelling
476
Working paper
463
Economics letters
455
Discussion paper / Tinbergen Institute
449
Applied economics
445
Computational economics
436
INFORMS journal on computing : JOC
434
Journal of econometrics
427
Research paper series / Swiss Finance Institute
413
The journal of finance : the journal of the American Finance Association
402
Risks : open access journal
390
IMF working papers
389
International review of economics & finance : IREF
387
The journal of futures markets
384
Transportation research / E : an international journal
381
The European journal of finance
380
Energy economics
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ECONIS (ZBW)
461
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1
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
2
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
3
Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
Saved in:
4
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
5
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
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6
Power utility maximization in constrained exponential Lévy models
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 690-709
Persistent link: https://www.econbiz.de/10009614940
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7
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
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8
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
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9
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
10
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
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