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Mathematical methods of operations research
European journal of operational research : EJOR
2,886
Computers & operations research : and their applications to problems of world concern ; an international journal
1,420
International journal of production research
896
Journal of banking & finance
780
Operations research letters
714
International journal of theoretical and applied finance
677
NBER working paper series
632
Insurance / Mathematics & economics
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Finance research letters
589
Working paper / National Bureau of Economic Research, Inc.
546
Journal of economic dynamics & control
469
Operations research
460
NBER Working Paper
449
SpringerLink / Bücher
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Mathematics of operations research
446
Management science : journal of the Institute for Operations Research and the Management Sciences
440
Finance and stochastics
419
Mathematical finance : an international journal of mathematics, statistics and financial theory
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INFORMS journal on computing : JOC
396
International journal of production economics
394
Quantitative finance
394
Journal of financial economics
356
The journal of futures markets
345
International review of financial analysis
330
Applied mathematical finance
315
Omega : the international journal of management science
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Research paper series / Swiss Finance Institute
313
Computational economics
305
Transportation research / E : an international journal
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The journal of computational finance
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The journal of finance : the journal of the American Finance Association
290
Risks : open access journal
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Discussion paper / Centre for Economic Policy Research
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The journal of asset management
264
The journal of portfolio management : a publication of Institutional Investor
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Applied economics
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The European journal of finance
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Discussion paper / Tinbergen Institute
251
The review of financial studies
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ECONIS (ZBW)
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1
Black swans and white eagles : on mathematics and finance
Focardi, Sergio
;
Fabozzi, Frank J.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003858250
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2
Set-valued duality theory for multiple objective linear programs and application to mathematical finance
Heyde, Frank
;
Löhne, Andreas
;
Tammer, Christiane
- In:
Mathematical methods of operations research
69
(
2009
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10003858104
Saved in:
3
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang
;
Li, Chun
;
Li, Ziqiang
;
Xiangqun, Yang
; …
- In:
Mathematical methods of operations research
82
(
2015
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
Saved in:
4
A dual approach to multiple exercise option problems under constraints
Aleksandrov, N.
;
Hambly, Ben
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 503-533
Persistent link: https://www.econbiz.de/10003990392
Saved in:
5
Swing options in commodity markets : a multidimensional Lévy diffusion model
Eriksson, Marcus
;
Lempa, Jukka
;
Nilssen, Trygve Kastberg
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10010347962
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6
On a class of optimization problems emerging when hedging with short term futures contracts
Leobacher, Gunther
- In:
Mathematical methods of operations research
67
(
2008
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10003643609
Saved in:
7
Power utility maximization in exponential Lévy models : convergence of discrete-time to continuous-time maximizers
Temme, Johannes P.
- In:
Mathematical methods of operations research
76
(
2012
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10009571220
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8
Convex hedging of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz J.
- In:
Mathematical methods of operations research
79
(
2014
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10010347953
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9
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
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10
Price systems constructed by optimal dynamic portfolios
Schäl, Manfred
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 375-397
Persistent link: https://www.econbiz.de/10001519650
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