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Reisinger, Christoph
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The journal of computational finance
European journal of operational research : EJOR
767
International journal of production research
360
International journal of theoretical and applied finance
328
Insurance / Mathematics & economics
304
International journal of production economics
231
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
230
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220
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210
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196
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180
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168
Operations research letters
166
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163
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148
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Discussion paper / Tinbergen Institute
127
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126
Mathematical finance : an international journal of mathematics, statistics and financial theory
117
Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy
114
Opsearch : journal of the Operational Research Society of India
112
Journal of the Operational Research Society
104
Transportation research / E : an international journal
102
Economics letters
101
Omega : the international journal of management science
100
Journal of business research : JBR
96
Economic modelling
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Finance research letters
91
Journal of mathematical finance
90
Energy economics
88
Econometric reviews
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Technological forecasting & social change : an international journal
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Annals of operations research
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SpringerLink / Bücher
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International journal of financial engineering
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INFORMS journal on computing : JOC
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ECONIS (ZBW)
106
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1
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
2
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:
3
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:
4
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:
5
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
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6
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:
7
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:
8
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
Saved in:
9
Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 3-44
Persistent link: https://www.econbiz.de/10009575414
Saved in:
10
Fast pricing and calculation of sensitivities of out-of-the-money European options under Lévy processes
Levendorskii, Segei
;
Xie, Jiayao
- In:
The journal of computational finance
15
(
2011/12
)
3
,
pp. 71-133
Persistent link: https://www.econbiz.de/10009534164
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