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Mathematical methods of operations research
The journal of futures markets
572
International journal of theoretical and applied finance
559
European journal of operational research : EJOR
371
Journal of banking & finance
323
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
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The European journal of finance
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International journal of financial engineering
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Economics letters
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
112
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1
Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
Saved in:
2
Robust static
hedging
of barrier options in stochastic volatility models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
3
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
Saved in:
4
Pricing and
hedging
of Asian options : quasi-explicit solutions via Malliavin calculus
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Menkens, Olaf
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 93-120
Persistent link: https://www.econbiz.de/10009270422
Saved in:
5
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:
6
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
Saved in:
7
Variations of the Cox-Ross-Rubinstein model : conservative pricing strategies
Wrede, Marcus
;
Schmitz, Norbert
- In:
Mathematical methods of operations research
53
(
2001
)
3
,
pp. 505-515
Persistent link: https://www.econbiz.de/10001628085
Saved in:
8
Hedging
under generalized good-deal bounds and model uncertainty
Becherer, Dirk
;
Kentia Tonleu, Klébert
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
Saved in:
9
Utility indifference pricing and
hedging
for structured contracts in energy markets
Callegaro, Giorgia
;
Campi, Luciano
;
Giusto, Valeria
; …
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 265-303
Persistent link: https://www.econbiz.de/10011714437
Saved in:
10
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
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