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Mathematical methods of operations research
International journal of theoretical and applied finance
534
The journal of futures markets
387
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335
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286
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
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
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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
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3
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Bayraktar, Erhan
;
Xing, Hao
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 505-525
Persistent link: https://www.econbiz.de/10003909291
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4
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
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5
Optimal partial hedging of an American option : shifting the focus to the expiration date
Lindberg, Peter
- In:
Mathematical methods of operations research
75
(
2012
)
3
,
pp. 221-243
Persistent link: https://www.econbiz.de/10009536477
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6
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
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7
Optimal supply functions in electricity markets with option contracts and non-smooth costs
Anderson, Edward J.
;
Xu, Huifu
- In:
Mathematical methods of operations research
63
(
2006
)
3
,
pp. 387-411
Persistent link: https://www.econbiz.de/10003356988
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8
Constrained Markov decision processes with total cost criteria: Lagrangian approach and dual linear program
Altman, Eitan
- In:
Mathematical methods of operations research
48
(
1998
)
3
,
pp. 387-417
Persistent link: https://www.econbiz.de/10001394492
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9
On confidence intervals from simulation of finite Markov chains
Burnetas, Apostolos N.
- In:
Mathematical methods of operations research
46
(
1997
)
2
,
pp. 241-250
Persistent link: https://www.econbiz.de/10001230821
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10
Full-information best choice game with hint
Skarupski, Marek
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10012132706
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