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Stochastic process
165
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165
Option pricing theory
101
Optionspreistheorie
101
Volatility
88
Volatilität
88
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54
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Escobar, Marcos
5
Bayer, Christian
4
Gatheral, Jim
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Felpel, Mike
3
Kienitz, Jörg
3
Madan, Dilip B.
3
McWalter, Thomas A.
3
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3
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3
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2
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Chan, Tat Lung
2
Cheang, Gerald H. L.
2
Chen, Jing
2
Cheng, Yuyang
2
Consigli, Giorgio
2
Eberlein, Ernst
2
Endres, Sylvia
2
Forde, Martin
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
González-Urteaga, Ana
2
Gudkov, Nikolay
2
Guyon, Julien
2
Guéant, Olivier
2
Hainaut, Donatien
2
Horvath, Blanka Nora
2
Jaisson, Thibault
2
Kim, Jeong-Hoon
2
Lorig, Matthew
2
Ma, Jingtang
2
Muguruza, Aitor
2
Pirjol, Dan
2
Rubio, Gonzalo
2
Schoutens, Wim
2
Smith, Benjamin
2
Sornette, Didier
2
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2
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2
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International Conference on Stochastic Programming <15., 2019, Trondheim>
1
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Quantitative finance
European journal of operational research : EJOR
2,073
International journal of production research
1,648
Computers & operations research : and their applications to problems of world concern ; an international journal
1,443
International journal of production economics
489
Journal of scheduling
460
Operations research
449
Operations research letters
377
International journal of theoretical and applied finance
324
Omega : the international journal of management science
312
Insurance / Mathematics & economics
285
Transportation research / E : an international journal
285
Management science : journal of the Institute for Operations Research and the Management Sciences
276
Journal of the Operational Research Society : OR
263
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248
Annals of operations research
237
Journal of econometrics
218
OR spectrum : quantitative approaches in management
211
Mathematics of operations research
204
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
200
Discussion paper / Tinbergen Institute
198
Finance and stochastics
196
Journal of the Operational Research Society
173
INFORMS journal on computing : JOC
157
European journal of industrial engineering : EJIE
150
Journal of economic dynamics & control
140
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138
Mathematical methods of operations research
137
Operational research : an international journal
134
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125
Applied mathematical finance
121
Mathematical finance : an international journal of mathematics, statistics and financial theory
116
Manufacturing & service operations management : M & SOM
115
Computational economics
112
Opsearch : journal of the Operational Research Society of India
109
SpringerLink / Bücher
106
The journal of computational finance
106
Economics letters
102
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98
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91
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ECONIS (ZBW)
166
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1
Internalisation by electronic FX spot dealers
Butz, M.
;
Oomen, R.
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10012194619
Saved in:
2
A dynamic equilibrium model for U-shaped pricing kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
Saved in:
3
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 933-949
Persistent link: https://www.econbiz.de/10011910932
Saved in:
4
Orthogonal expansions for VIX options under affine jump diffusions
Barletta, Andrea
;
Nicolato, Elisa
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 951-967
Persistent link: https://www.econbiz.de/10011911220
Saved in:
5
Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options
Fouque, Jean-Pierre
;
Saporito, Y. F.
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1003-1016
Persistent link: https://www.econbiz.de/10011911259
Saved in:
6
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
7
Singular Fourier-Padé series expansion of European option prices
Chan, Tat Lung
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1149-1171
Persistent link: https://www.econbiz.de/10011911530
Saved in:
8
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
9
Instantaneous portfolio theory
Madan, Dilip B.
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
Saved in:
10
Optimal investment strategies for general utilities under dynamic elasticity of variance models
Li, Wenyuan
;
Ma, Jingtang
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1379-1388
Persistent link: https://www.econbiz.de/10011911546
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