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Stochastischer Prozess
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Madan, Dilip B.
106
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97
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86
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84
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84
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82
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79
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73
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72
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66
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64
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63
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62
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61
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60
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53
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51
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49
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49
Račev, Svetlozar T.
47
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47
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46
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46
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45
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44
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44
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42
Hull, John
42
Post, Thierry
42
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41
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41
Bayraktar, Erhan
40
Korn, Ralf
40
Asai, Manabu
39
Kwok, Yue-Kuen
39
Schlögl, Erik
39
Oosterlee, Cornelis W.
38
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37
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36
Fusai, Gianluca
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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Springer Fachmedien Wiesbaden
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Chambre de commerce et d'industrie de Paris
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Verlag Dr. Kovač
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3
Karlsruher Institut für Technologie
3
Social Systems Research Institute
3
Springer International Publishing
3
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3
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European journal of operational research : EJOR
712
International journal of theoretical and applied finance
583
Insurance / Mathematics & economics
355
Finance and stochastics
334
Mathematical finance : an international journal of mathematics, statistics and financial theory
308
The journal of futures markets
276
Applied mathematical finance
274
The journal of computational finance
272
Quantitative finance
260
Journal of econometrics
258
Journal of banking & finance
248
Journal of economic dynamics & control
233
The journal of derivatives : the official publication of the International Association of Financial Engineers
211
Operations research
186
Computers & operations research : and their applications to problems of world concern ; an international journal
184
Operations research letters
181
Risks : open access journal
181
Review of derivatives research
179
International journal of production research
172
Computational economics
169
Mathematics of operations research
167
Discussion paper / Tinbergen Institute
152
Finance research letters
152
Journal of mathematical finance
149
International journal of financial engineering
141
International journal of production economics
133
Management science : journal of the Institute for Operations Research and the Management Sciences
125
Research paper series / Swiss Finance Institute
122
Energy economics
118
Economics letters
116
NBER working paper series
115
Economic modelling
113
The European journal of finance
106
Asia-Pacific financial markets
102
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
100
The North American journal of economics and finance : a journal of financial economics studies
99
Working paper
98
Working paper / National Bureau of Economic Research, Inc.
96
Journal of financial economics
95
Annals of finance
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USB Cologne (EcoSocSci)
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69
OLC EcoSci
8
BASE
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1
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
2
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes
;
Martínez-Rodríguez, Julia
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10008702343
Saved in:
3
Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo
;
Sawaki, Katsushige
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
Saved in:
4
The joint density of two functionals of a Brownian motion
Abadir, Karim Maher
-
1994
Persistent link: https://www.econbiz.de/10000895295
Saved in:
5
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
Saved in:
6
Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.
;
Ramaswamy, Krishna
-
1990
Persistent link: https://www.econbiz.de/10000811122
Saved in:
7
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
8
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
9
Options with stochastic lives
Jennergren, Lars Peter
;
Näslund, Bertil
-
1991
Persistent link: https://www.econbiz.de/10000826417
Saved in:
10
Option pricing with stochastic bond prices
Solnik, Bruno
;
Henrotte, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000759158
Saved in:
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