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Stochastic process
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Phillips, Peter C. B.
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Alòs, Elisa
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Asai, Manabu
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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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European journal of operational research : EJOR
510
International journal of theoretical and applied finance
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Insurance / Mathematics & economics
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Finance and stochastics
178
Quantitative finance
154
Computers & operations research : and their applications to problems of world concern ; an international journal
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Operations research
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Journal of econometrics
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International journal of production research
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Operations research letters
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Journal of economic dynamics & control
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International journal of production economics
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International journal of financial engineering
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Journal of mathematical finance
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INFORMS journal on computing : JOC
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Finance research letters
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Mathematical methods of operations research
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Computational Management Science : CMS
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Econometric reviews
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Economic modelling
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Journal of economic theory
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Journal of banking & finance
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Energy economics
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Transportation research / E : an international journal
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
12,025
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1
Volatility risk structure for options depending on extrema
Nakatsu, Tomonori
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 105-122
Persistent link: https://www.econbiz.de/10011848359
Saved in:
2
Options on a traded account : symmetric treatment of the underlying assets
Večeř, Jan
;
Kampen, Joerg
;
Navratil, Robert
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10012194853
Saved in:
3
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
Saved in:
4
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
5
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
6
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
Saved in:
7
Pricing American option using a modified fractional black-scholes model under multi-state regime switching
Yousuf, M.
;
Khaliq, Abdul Q. M.
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014497295
Saved in:
8
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
9
Pricing temperature derivatives using a partial differential equation approach in incomplete markets
Ehlers, Manuel
-
2008
Persistent link: https://www.econbiz.de/10003781004
Saved in:
10
Applications of Fourier transform to smile modeling :
theory
and implementation
Zhu, Jianwei
-
2010
-
2., ed.
Persistent link: https://www.econbiz.de/10003834547
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