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Stochastic process
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Phillips, Peter C. B.
60
Chiarella, Carl
50
Koopman, Siem Jan
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Sethi, Suresh
42
Cui, Zhenyu
39
Escudero, Laureano F.
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Platen, Eckhard
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Takahashi, Akihiko
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Barndorff-Nielsen, Ole E.
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Yu, Jun
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Post, Thierry
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Madan, Dilip B.
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McAleer, Michael
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Carr, Peter
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Gendreau, Michel
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Hainaut, Donatien
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Nguyen, Duy
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Zhang, Qing
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Kohlmann, Michael
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Todorov, Viktor
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Asai, Manabu
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Inderfurth, Karl
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Kleijnen, Jack P. C.
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Oosterlee, Cornelis W.
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Batabyal, Amitrajeet A.
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Erasmus Research Institute of Management
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Judge Institute of Management Studies
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Springer-Verlag GmbH
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Federal Reserve System / Division of Research and Statistics
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Kansantaloustieteen Laitos <Helsinki>
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London School of Economics and Political Science
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Springer International Publishing
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Agricultural Land Markets - Efficiency and Regulation
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Bachelier Finance Society
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Banca d'Italia / Servizio Studi
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European journal of operational research : EJOR
515
International journal of theoretical and applied finance
292
Insurance / Mathematics & economics
219
Finance and stochastics
178
Quantitative finance
156
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Journal of econometrics
129
Operations research
129
International journal of production research
128
Operations research letters
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Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
111
Journal of economic dynamics & control
109
Risks : open access journal
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The journal of computational finance
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Mathematics of operations research
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Computational economics
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Discussion paper / Tinbergen Institute
81
International journal of production economics
79
International journal of financial engineering
74
Journal of mathematical finance
73
Finance research letters
68
INFORMS journal on computing : JOC
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Computational Management Science : CMS
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Mathematical methods of operations research
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Econometric reviews
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Economic modelling
58
Economics letters
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Journal of economic theory
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Annals of finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of banking & finance
54
Energy economics
53
Transportation research / E : an international journal
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Management science : journal of the Institute for Operations Research and the Management Sciences
48
Discussion papers of interdisciplinary research project 373
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Research paper series / Swiss Finance Institute
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1
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
2
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
Saved in:
3
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
4
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
5
Pricing and
hedging
of quanto range accrual notes under Gaussian HJM with cross-currency Levy processes
Liao, Szu-Lang
;
Hsu, Pao-Peng
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 973-998
Persistent link: https://www.econbiz.de/10003900954
Saved in:
6
It's your choice : a unified approach to chooser options
Sandmann, Klaus
;
Wittke, Manuel
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 139-161
Persistent link: https://www.econbiz.de/10008860419
Saved in:
7
Pricing and
hedging
volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
8
Quadratic
hedging
of basis risk
Hulley, Hardy
;
McWalter, Thomas A.
-
2008
Persistent link: https://www.econbiz.de/10003857124
Saved in:
9
Pricing and
hedging
of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek
;
Niewęgłowski, Mariusz
- In:
Advanced mathematical methods for finance
,
(pp. 417-453)
.
2011
Persistent link: https://www.econbiz.de/10008991278
Saved in:
10
Fractional smoothness and applications in finance
Geiss, Stefan
;
Gobet, Emmanuel
- In:
Advanced mathematical methods for finance
,
(pp. 313-331)
.
2011
Persistent link: https://www.econbiz.de/10008991284
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