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~isPartOf:"Mathematics of operations research"
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Mathematics of operations research
European journal of operational research : EJOR
832
International journal of theoretical and applied finance
623
Journal of econometrics
383
Insurance / Mathematics & economics
374
Finance and stochastics
349
Mathematical finance : an international journal of mathematics, statistics and financial theory
332
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294
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287
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287
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274
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264
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236
Physica A: Statistical Mechanics and its Applications
228
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214
Economics letters
212
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207
International journal of production research
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Operations research letters
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Review of derivatives research
187
NBER working paper series
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Energy economics
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Finance research letters
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Economic modelling
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Working paper / National Bureau of Economic Research, Inc.
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Management science : journal of the Institute for Operations Research and the Management Sciences
165
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International journal of production economics
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Journal of mathematical finance
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150
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of financial engineering
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ECONIS (ZBW)
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1
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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2
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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3
Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker
;
Ladkau, Marcel
;
Laeven, Roger J. A.
; …
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
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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
Geometrically convergent simulation of the extrema of Lévy processes
González Cázares, Jorge Ignacio
;
Mijatović, Aleksandar
; …
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1141-1168
Persistent link: https://www.econbiz.de/10013365090
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6
Closed-form expansions of discretely monitored Asian options in diffusion models
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Mathematics of operations research
39
(
2014
)
3
,
pp. 789-822
Persistent link: https://www.econbiz.de/10010402956
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7
A measure-valued differentiation approach to sensitivities of quantiles
Heidergott, Bernd
;
Volk-Makarewicz, Warren
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 293-317
Persistent link: https://www.econbiz.de/10011448383
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8
General error estimates for the Longstaff-Schwartz least-squares Monte Carlo algorithm
Zanger, Daniel Z.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 923-946
Persistent link: https://www.econbiz.de/10012293360
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9
Stochastic billiards for sampling from the boundary of a convex set
Dieker, A. B.
;
Vempala, Santosh S.
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 888-901
Persistent link: https://www.econbiz.de/10011408940
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10
Efficient simulation of high dimensional Gaussian vectors
Kahalé, Nabil
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 58-73
Persistent link: https://www.econbiz.de/10012001060
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