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Operations research
International journal of production research
568
International journal of theoretical and applied finance
494
European journal of operational research : EJOR
493
The journal of computational finance
273
The journal of futures markets
269
Journal of econometrics
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
260
Applied mathematical finance
248
Journal of banking & finance
244
Finance and stochastics
233
International journal of production economics
233
Quantitative finance
222
Computational economics
221
Journal of economic dynamics & control
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
208
Insurance / Mathematics & economics
183
NBER working paper series
173
Review of derivatives research
171
Discussion paper / Tinbergen Institute
164
Working paper / National Bureau of Economic Research, Inc.
164
Working paper
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Economic modelling
153
Physica A: Statistical Mechanics and its Applications
151
Management Science
149
SpringerLink / Bücher
148
NBER Working Paper
146
Economics letters
140
Europäische Hochschulschriften / 5
134
Risks : open access journal
131
Management science : journal of the Institute for Operations Research and the Management Sciences
130
Finance research letters
128
International journal of financial engineering
123
Applied economics
121
Discussion paper / Center for Economic Research, Tilburg University
120
Energy economics
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Journal of mathematical finance
114
Research paper series / Swiss Finance Institute
111
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ECONIS (ZBW)
108
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1
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10
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108
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1
Unbiased estimators and multilevel Monte Carlo
Vihola, Matti
- In:
Operations research
66
(
2018
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10011845993
Saved in:
2
Handling discontinuities in financial engineering : good path
simulation
and smoothing
Wang, Xiaoqun
- In:
Operations research
64
(
2016
)
2
,
pp. 297-314
Persistent link: https://www.econbiz.de/10011485479
Saved in:
3
Simulation
-based prediction
Lim, Eunji
;
Glynn, Peter W.
- In:
Operations research
71
(
2023
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10014308246
Saved in:
4
Maximum likelihood estimation by Monte Carlo
simulation
: toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
5
Exact
simulation
of the Wishart multidimensional stochastic volatility model
Kang, Chulmin
;
Kang, Wanmo
;
Lee, Jong Mun
- In:
Operations research
65
(
2017
)
5
,
pp. 1190-1206
Persistent link: https://www.econbiz.de/10011757326
Saved in:
6
Rare-event
simulation
for distribution networks
Blanchet, Jose
;
Li, Juan
;
Nakayama, Marvin K.
- In:
Operations research
67
(
2019
)
5
,
pp. 1383-1396
Persistent link: https://www.econbiz.de/10012107789
Saved in:
7
On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin
;
Fu, Michael
- In:
Operations research
63
(
2015
)
2
,
pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
Saved in:
8
Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris
;
Sturt, Bradley
- In:
Operations research
68
(
2020
)
3
,
pp. 949-964
Persistent link: https://www.econbiz.de/10012234527
Saved in:
9
Efficient
simulation
of clustering jumps with CIR intensity
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Operations research
65
(
2017
)
6
,
pp. 1494-1515
Persistent link: https://www.econbiz.de/10011777769
Saved in:
10
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan
;
Liu, Yanchu
- In:
Operations research
62
(
2014
)
3
,
pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
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