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Option pricing theory
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23
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22
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19
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International journal of theoretical and applied finance
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Quantitative finance
103
Finance and stochastics
93
Applied mathematical finance
92
The journal of computational finance
91
Mathematical finance : an international journal of mathematics, statistics and financial theory
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European journal of operational research : EJOR
64
International journal of financial engineering
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49
Risks : open access journal
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Review of derivatives research
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Journal of economic dynamics & control
41
The journal of futures markets
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
32
Journal of banking & finance
31
Annals of finance
28
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Journal of econometrics
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Asia-Pacific financial markets
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Energy economics
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Operations research letters
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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SFB 649 discussion paper
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Mathematical methods of operations research
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Review of quantitative finance and accounting
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ECONIS (ZBW)
3,416
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1
A two-stage stochastic program for multi-shift, multi-analyst, workforce optimization with multiple on-call options
Altner, Douglas S.
;
Rojas, Anthony C.
;
Servi, Leslie D.
- In:
Journal of scheduling
21
(
2018
)
5
,
pp. 517-531
Persistent link: https://www.econbiz.de/10011937262
Saved in:
2
Risk-averse stochastic programming : time consistency and optimal stopping
Pichler, Alois
;
Liu, Rui Peng
;
Shapiro, Alexander
- In:
Operations research
70
(
2022
)
4
,
pp. 2439-2455
Persistent link: https://www.econbiz.de/10013366477
Saved in:
3
Application of genetic programming to finance and operations management
Kleinau, Peer Bruno Paul
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001876095
Saved in:
4
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:
5
Financial calculus : an introduction to derivative pricing
Baxter, Martin
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000614304
Saved in:
6
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
7
Pricing related projects
Flam, S. D.
;
Gassmann, H. I.
- In:
Coping with uncertainty : modeling and policy issues
,
(pp. 301-313)
.
2006
Persistent link: https://www.econbiz.de/10003394901
Saved in:
8
Optimization of a stochastic reverse logistics network with refurbishment and exchange options
Lieckens, Kris T.
;
Colen, Pieter
;
Lambrecht, Marc R.
-
2011
Persistent link: https://www.econbiz.de/10009010211
Saved in:
9
Efficient stochastic programming techniques for electricity swing options
Steinbach, Marc C.
;
Vollbrecht, Hans-Joachim
- In:
Optimization in the energy industry : [symposium with …
,
(pp. 485-506)
.
2009
Persistent link: https://www.econbiz.de/10009155642
Saved in:
10
Convex duality in stochastic optimization and mathematical finance
Pennanen, Teemu
- In:
Mathematics of operations research
36
(
2011
)
2
,
pp. 340-362
Persistent link: https://www.econbiz.de/10009162067
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