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The valuation of American barr...
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Lien, Da-hsiang Donald
46
Benth, Fred Espen
27
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23
Ang, Beng-wah
21
Hull, John
20
Kit, Pong Wong
20
Irwin, Scott H.
19
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18
Carr, Peter
17
Ryu, Doojin
17
García, Philip
16
Brigo, Damiano
15
Brooks, Robert
15
Su, Bin
15
Subrahmanyam, Marti G.
15
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15
Webb, Robert I.
15
White, Alan
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14
Whaley, Robert E.
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Frino, Alex
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11
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10
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10
Chance, Don M.
10
Cordeau, Jean-François
10
Gay, Gerald D.
10
Gendreau, Michel
10
Kavussanos, Manolis G.
10
Leung, Tim
10
Longstaff, Francis A.
10
Madan, Dilip B.
10
Mußhoff, Oliver
10
Pirrong, Craig
10
Platen, Eckhard
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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Asia Pacific Futures Research Symposium <15, 2005, Singapur>
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Asia-Pacific Association of Derivatives / Annual Conference <2016, Busan>
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Bank of England / Derivatives Markets Survey Team
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China Derivatives Markets Conference <1., 2016, Suzhou>
1
Conference on Risks Involving Derivatives and Other New Financial Instruments <1996, Siena>
1
European Futures Research Symposium <1, 1988, Barcelona>
1
Federal Reserve Bank of Atlanta
1
Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
1
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1
Frankreich / Commission de Contrôle des Assurances
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International Conference on Derivatives and Risk Management <2003, Schanghai>
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International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
Management Development Institute <Gurgaon>
1
Nihon Ginkō
1
Quick Research Institute <Tokio> / Committee for How to Make the Tokyo Financial Markets more Transparent and International
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
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The journal of futures markets
390
European journal of operational research : EJOR
231
Energy economics
206
Journal of banking & finance
183
International journal of theoretical and applied finance
173
Computers & operations research : and their applications to problems of world concern ; an international journal
103
Applied economics
100
Applied economics letters
94
Economics letters
87
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
79
International review of financial analysis
77
Finance research letters
76
Journal of financial economics
72
International review of economics & finance : IREF
70
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
Economic modelling
64
Applied financial economics
63
Quantitative finance
63
The European journal of finance
62
Journal of financial and quantitative analysis : JFQA
60
The review of financial studies
53
Advances in futures and options research : a research annual
52
Journal of economic dynamics & control
50
Die Bank
48
The North American journal of economics and finance : a journal of financial economics studies
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Finance and stochastics
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
47
The journal of fixed income
46
The journal of computational finance
44
Management science : journal of the Institute for Operations Research and the Management Sciences
40
Journal of mathematical finance
39
Journal of risk and financial management : JRFM
38
Risks : open access journal
38
Journal of econometrics
37
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
37
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36
International journal of production research
36
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ECONIS (ZBW)
9,249
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1
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
2
A decomposition of empirical distributions with applications to the valuation of
derivative
assets
Bellalah, Mondher
;
Lavielle, Marc
- In:
Multinational finance journal : MF ; quarterly …
6
(
2002
)
2
,
pp. 99-130
Persistent link: https://www.econbiz.de/10001780024
Saved in:
3
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Saved in:
4
Hedging electricity price volatility applying seasonal and trend decomposition
Ramírez-García, Alfredo
;
Saucedo, Eduardo
- In:
Análisis económico
37
(
2022
)
94
,
pp. 143-166
Persistent link: https://www.econbiz.de/10013257186
Saved in:
5
Dynamic spillover effects among
derivative
markets in tanker shipping
Sun, Xiaoling
;
Haralambides, Hercules E.
;
Liu, Hailong
- In:
Transportation research / E : an international journal
122
(
2019
),
pp. 384-409
Persistent link: https://www.econbiz.de/10011995133
Saved in:
6
A decomposition approach for the performance analysis of a serial multi-echelon supply chain
Saetta, Stefano
;
Paolini, Leonardo
;
Tiacci, Lorenzo
; …
- In:
International journal of production research
50
(
2012
)
9
,
pp. 2380-2395
Persistent link: https://www.econbiz.de/10009557890
Saved in:
7
An improved decomposition method for evaluating the performance of transfer lines with unreliable machines and finite buffers
Xia, Beixin
;
Xi, Lifeng
;
Zhou, Binghai
- In:
International journal of production research
50
(
2012
)
15
,
pp. 4009-4024
Persistent link: https://www.econbiz.de/10009621304
Saved in:
8
An efficient analytical method for performance evaluation of transfer lines with unreliable machines and finite transfer-delay buffers
Xia, Beixin
;
Xi, Lifeng
;
Zhou, Binghai
;
Du, Shichang
- In:
International journal of production research
51
(
2013
)
6
,
pp. 1799-1819
Persistent link: https://www.econbiz.de/10009705665
Saved in:
9
A fast algorithm for buffer allocation problem
Li, Lei
;
Qian, YanLing
;
Yang, Yong Min
;
Du, Kai
- In:
International journal of production research
54
(
2016
)
11/12
,
pp. 3243-3255
Persistent link: https://www.econbiz.de/10011497059
Saved in:
10
Approximate series solutions of a one-factor term structure model for bond pricing
Edeki, Sunday Onos
;
Okoli, Deborah Chikwado
;
Ahmad, Hijaz
; …
- In:
Annals of financial economics
16
(
2021
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013185499
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