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5
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European journal of operational research : EJOR
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International journal of production research
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International journal of production economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Discussion paper / Center for Economic Research, Tilburg University
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Operations research
30
INFORMS journal on computing : JOC
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Journal of the Operational Research Society
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SpringerLink / Bücher
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International journal of theoretical and applied finance
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International journal of logistics systems and management
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Omega : the international journal of management science
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CentER Discussion Paper Series
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Journal of economic dynamics & control
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Journal of industrial engineering and management : JIEM
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Central European journal of operations research
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Health care management science
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International journal of financial engineering
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International journal of services and operations management
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan
;
Liu, Yanchu
- In:
Operations research
62
(
2014
)
3
,
pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
Saved in:
2
Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles : practical applications of the KLNV-scheme
Shinozaki, Yuji
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1147-1161
Persistent link: https://www.econbiz.de/10012588029
Saved in:
3
Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Mahoney, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011399615
Saved in:
4
Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C.
-
2013
-
Revision of CentER DP 2011-064
Persistent link: https://www.econbiz.de/10010228792
Saved in:
5
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:
6
An introduction to computational finance
Uǧur, Ömür
-
2009
Persistent link: https://www.econbiz.de/10003742360
Saved in:
7
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
8
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
9
Computing option price for Levy process with fuzzy parameters
Nowak, Piotr
;
Romaniuk, Maciej
- In:
European journal of operational research : EJOR
201
(
2010
)
1
,
pp. 206-210
Persistent link: https://www.econbiz.de/10003975446
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10
Tools for computational finance
Seydel, Rüdiger
-
2006
-
3. ed.
Persistent link: https://www.econbiz.de/10003301721
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