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Mathematics of operations research
European journal of operational research : EJOR
743
International journal of theoretical and applied finance
628
Journal of banking & finance
518
NBER working paper series
483
Working paper / National Bureau of Economic Research, Inc.
413
Journal of financial economics
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Finance research letters
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The journal of finance : the journal of the American Finance Association
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Applied mathematical finance
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Quantitative finance
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The review of financial studies
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The journal of computational finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of empirical finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Economics letters
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Research paper series / Swiss Finance Institute
206
Risks : open access journal
205
International review of financial analysis
199
Economic modelling
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Discussion paper / Tinbergen Institute
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Computational economics
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Operations research
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Review of derivatives research
188
Operations research letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of financial and quantitative analysis : JFQA
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The North American journal of economics and finance : a journal of financial economics studies
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The European journal of finance
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International journal of production research
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ECONIS (ZBW)
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General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
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2
On singular control for Lévy processes
Noba, Kei
;
Yamazaki, Kazutoshi
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210
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3
Closed-form expansion, conditional expectation, and option valuation
Li, Chenxu
- In:
Mathematics of operations research
39
(
2014
)
2
,
pp. 487-516
Persistent link: https://www.econbiz.de/10010384185
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4
Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan
;
Huang, Zhengyu
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
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5
Pathwise dynamic programming
Bender, Christian
;
Gärtner, Christian
;
Schweizer, Nikolaus
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 965-995
Persistent link: https://www.econbiz.de/10011914390
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6
Convex duality in stochastic optimization and mathematical finance
Pennanen, Teemu
- In:
Mathematics of operations research
36
(
2011
)
2
,
pp. 340-362
Persistent link: https://www.econbiz.de/10009162067
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7
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
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8
Bandit problems with Lévy processes
Cohen, Asaf
;
Solan, Eilon
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 92-107
Persistent link: https://www.econbiz.de/10009727696
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9
Sensitivity analysis for the stationary distribution of reflected brownian motion in a convex polyhedral cone
Lipshutz, David
;
Ramanan, Kavita
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 524-558
Persistent link: https://www.econbiz.de/10012582181
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10
Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
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