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Madan, Dilip B.
57
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48
Fabozzi, Frank J.
45
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42
Escudero, Laureano F.
40
Elliott, Robert J.
39
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37
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33
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32
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28
Schoutens, Wim
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27
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Zhang, Jin E.
26
Bayraktar, Erhan
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Hainaut, Donatien
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Todorov, Viktor
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Wong, Wing Keung
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Kim, Young Shin
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Stentoft, Lars
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Asai, Manabu
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Levendorskij, Sergej Z.
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Wallace, Stein W.
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Yu, Jun
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Glasserman, Paul
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Jeanblanc, Monique
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Schwartz, Eduardo S.
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Shen, Yang
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Wu, Liuren
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APMOD <8, 2006, Madrid>
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Federal Reserve Bank of St. Louis
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1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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Stochastic Optimization Workshop <2001>
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European journal of operational research : EJOR
695
International journal of theoretical and applied finance
583
Insurance / Mathematics & economics
355
Finance and stochastics
334
Mathematical finance : an international journal of mathematics, statistics and financial theory
308
The journal of futures markets
275
Applied mathematical finance
274
The journal of computational finance
269
Quantitative finance
260
Journal of econometrics
257
Journal of banking & finance
246
Journal of economic dynamics & control
231
The journal of derivatives : the official publication of the International Association of Financial Engineers
211
Computers & operations research : and their applications to problems of world concern ; an international journal
183
Operations research letters
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Review of derivatives research
179
Operations research
177
Risks : open access journal
176
International journal of production research
172
Computational economics
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Journal of mathematical finance
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Finance research letters
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International journal of financial engineering
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International journal of production economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Energy economics
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical methods of operations research
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Econometric reviews
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ECONIS (ZBW)
14,618
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1
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
2
Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo
;
Sawaki, Katsushige
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
Saved in:
3
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes
;
Martínez-Rodríguez, Julia
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10008702343
Saved in:
4
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
;
Sin, Carlos A.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10001372177
Saved in:
5
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
6
Exploding hedging errors for digital options
Gallus, Christoph
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001367045
Saved in:
7
The Feynman-Kac formula and pricing occupation time derivatives
Hugonnier, Julien-N.
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 153-178
Persistent link: https://www.econbiz.de/10001394244
Saved in:
8
Option pricing in the presence of natural boundaries and a quadratic diffusion term
Rady, Sven
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 331-344
Persistent link: https://www.econbiz.de/10001226610
Saved in:
9
Continuous-time term structure models : forward measure approach
Musiela, Marek
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
Saved in:
10
A general approach for modeling the term structure of interest rates : estimation and application
Zhang, Hua
- In:
Advances in quantitative analysis of finance and …
5
(
1997
),
pp. 61-85
Persistent link: https://www.econbiz.de/10001230054
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