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The journal of computational finance
European journal of operational research : EJOR
1,490
International journal of production economics
956
International journal of production research
744
Computers & operations research : and their applications to problems of world concern ; an international journal
429
Operations research
364
International journal of theoretical and applied finance
337
Operations research letters
320
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Omega : the international journal of management science
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276
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208
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206
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Manufacturing & service operations management : M & SOM
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Quantitative finance
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Production and operations management : an international journal of the Production and Operations Management Society
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Discussion paper / Tinbergen Institute
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Computational economics
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INFORMS journal on computing : JOC
125
Applied mathematical finance
124
Journal of the Operational Research Society : OR
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International journal of logistics systems and management
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial theory
121
Opsearch : journal of the Operational Research Society of India
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Journal of the Operational Research Society
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Mathematical methods of operations research
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OR spectrum : quantitative approaches in management
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Economics letters
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER working paper series
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ECONIS (ZBW)
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1
Optimal investment : bounds and heuristics
Rogers, Leonard C. G.
;
Zaczkowski, P.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442629
Saved in:
2
An application of natural resource evaluation using a simulation-dynamic programming approach
Castillo-Ramírez, Augusto
- In:
The journal of computational finance
3
(
1999/2000
)
2
,
pp. 91-107
Persistent link: https://www.econbiz.de/10001517422
Saved in:
3
SLADI : a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection-diffusion problems with application to electricity storage valuations
Ávalos, Javier Hernández
;
Johnson, Paul V.
;
Duck, Peter W.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 69-108
Persistent link: https://www.econbiz.de/10011442669
Saved in:
4
A tree-based method to price American options in the Heston model
Vellekoop, Michel
;
Nieuwenhuis, J. H.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003969727
Saved in:
5
Markovian projection onto a Heston model
Antonov, Alexandre
;
Misirpashaev, Timur
;
Piterbarg, Vladimir
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10003969739
Saved in:
6
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
7
Simple and efficient simulation of the Heston stochastic volatility model
Andersen, Leif B. G.
- In:
The journal of computational finance
11
(
2007/08
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10003699934
Saved in:
8
Modeling correlated defaults : first passage model under stochastic volatility
Fouque, Jean-Pierre
;
Wignall, Brian C.
;
Zhou, Xianwen
- In:
The journal of computational finance
11
(
2007/08
)
3
,
pp. 43-78
Persistent link: https://www.econbiz.de/10003699972
Saved in:
9
Numerical valuation of basket credit derivatives in structural jump-diffusion models
Bujok, Karolina
;
Reisinger, Christoph
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 115-158
Persistent link: https://www.econbiz.de/10009575385
Saved in:
10
An equity-interest rate hybrid model with stochastic volatility and the interest rate smile
Grzelak, Lech A.
;
Oosterlee, Cornelis W.
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 45-77
Persistent link: https://www.econbiz.de/10009575390
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