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Option pricing theory
254
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Stochastic process
92
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Forsyth, Peter A.
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Coleman, Thomas F.
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Le Floc'h, Fabien
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Li, Yuying
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The journal of computational finance
European journal of operational research : EJOR
2,886
Computers & operations research : and their applications to problems of world concern ; an international journal
1,420
International journal of production research
896
Journal of banking & finance
780
Operations research letters
714
International journal of theoretical and applied finance
677
NBER working paper series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
418
INFORMS journal on computing : JOC
396
International journal of production economics
394
Quantitative finance
394
Journal of financial economics
356
The journal of futures markets
345
International review of financial analysis
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Applied mathematical finance
315
Omega : the international journal of management science
314
Research paper series / Swiss Finance Institute
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Mathematical methods of operations research
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Computational economics
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Transportation research / E : an international journal
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The journal of finance : the journal of the American Finance Association
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Discussion paper / Centre for Economic Policy Research
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The journal of asset management
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The journal of portfolio management : a publication of Institutional Investor
262
Applied economics
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The European journal of finance
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251
The review of financial studies
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ECONIS (ZBW)
290
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1
Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
Saved in:
2
Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous-time mean-variance asset allocation under stochastic volatility
Ma, K.
;
Forsyth, Peter A.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011639504
Saved in:
3
Special issue: Numerical methods for finance
Edelman, David
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003971918
Saved in:
4
Quadratic finite element and preconditioning methods for options pricing in the SVCY model
Zhang, Ying-ying
;
Pang, Hong-kui
;
Feng, Liming
;
Jin, …
- In:
The journal of computational finance
17
(
2013/14
)
3
,
pp. 3-30
Persistent link: https://www.econbiz.de/10010366298
Saved in:
5
Robust numerical methods for PDE models of Asian options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
1
(
1997/1998
)
2
,
pp. 39-78
Persistent link: https://www.econbiz.de/10001633255
Saved in:
6
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
7
Pricing discretely monitored barrier options
Sullivan, Michael A.
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 35-52
Persistent link: https://www.econbiz.de/10001517430
Saved in:
8
Error analysis in Fourier methods for option pricing
Crocce, Fabián
;
Häppölä, Juho
;
Kiessling, Jonas
; …
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 53-82
Persistent link: https://www.econbiz.de/10011691613
Saved in:
9
Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.
;
Frangos, Nikolaos E.
; …
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
Saved in:
10
Optimal fourier inversion in semi-analytical option pricing
Lord, Roger
;
Kahl, Christian
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003542260
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