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USA
Mathematische Optimierung
24,485
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Asai, Manabu
8
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8
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8
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7
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7
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7
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7
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7
Pesaran, M. Hashem
7
Rousseau, Louis-Martin
7
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6
Dolgui, Alexandre
6
Hecq, Alain W. J.
6
Nandi, Saikat
6
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6
Vanden Berghe, Greet
6
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6
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5
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5
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5
Dash, Sanjeeb
5
Deng, Yongheng
5
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Fleming, Jeff
5
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5
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5
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5
Joshi, Mark S.
5
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Lodi, Andrea
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5
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NATO Advanced Research Workshop Mathematical Theories of Allocation of Discrete Resources: Equilibria, Matchings, Mechanisms <2002, Istanbul>
1
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1
Nuffield College
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European journal of operational research : EJOR
127
Computers & operations research : and their applications to problems of world concern ; an international journal
98
International journal of production research
55
The journal of futures markets
42
Annals of operations research
30
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The review of financial studies
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International journal of production economics
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American journal of agricultural economics
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Journal of financial economics
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Journal of scheduling
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15
Journal of applied econometrics
14
Journal of econometrics
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Omega : the international journal of management science
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ECONIS (ZBW)
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EconStor
15
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Optimal martingales and American option pricing
Cerrato, Mario
(
contributor
);
Abbasyan, Abdollah
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003806133
Saved in:
2
Liquidity and employee options : an empirical examination of the Microsoft experience
Chance, Don M.
- In:
The journal of corporate finance : contracting, …
15
(
2009
)
4
,
pp. 469-487
Persistent link: https://www.econbiz.de/10003871942
Saved in:
3
Assessing the economic value of venture capital contracts : an option pricing approach
Onimus, Jil Caroline
-
2011
-
1. ed.
Persistent link: https://www.econbiz.de/10008839828
Saved in:
4
Simulation-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
5
Optimal martingales and American option pricing
Cerrato, Mario
;
Abbasyan, Abdollah
-
2009
Persistent link: https://www.econbiz.de/10003875010
Saved in:
6
Valuation of options of European and American style
Varmaz, Armin
;
Fieberg, Christian
- In:
Corporate finance / Biz
2
(
2011
)
3
,
pp. 195-203
Persistent link: https://www.econbiz.de/10008987478
Saved in:
7
Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 215-255)
.
2012
Persistent link: https://www.econbiz.de/10009577193
Saved in:
8
Stock price dynamics of listed growth companies : evidence from the options market
Baule, Rainer
;
Tallau, Christian
- In:
The IUP journal of applied finance : IJAF
19
(
2013
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10009696959
Saved in:
9
Valuing American options by least-squares randomized quasi-Monte Carlo methods
Wu, Xin-Yu
;
Zhou, Hai-Lin
;
Wang, Shouyang
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010508081
Saved in:
10
Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.
;
Mao, Xuerong
- In:
The journal of computational finance
8
(
2004/2005
)
3
,
pp. 35-61
Persistent link: https://www.econbiz.de/10002996511
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