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type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"Job search theory"
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Search theory
17
Suchtheorie
17
Option pricing theory
9
Optionspreistheorie
9
optimal stopping
7
Option trading
5
Optionsgeschäft
5
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5
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Kitapbayev, Yerkin
2
Leung, Tim
2
Yamazaki, Kazutoshi
2
Barbachan, José Santiago Fajardo
1
Bhim, Louis
1
Bouzguenda Zeghal, Amina
1
Dahlgren, Martin
1
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1
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1
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1
Mnif, Mohamed
1
Monoyios, Michael
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Mordecki, Ernesto
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Ng, Andrew
1
Privault, Nicolas
1
Pu, Jiang
1
Qiu, Shi
1
Roux, Alet
1
Royer, Guillaume
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Stabile, Gabriele
1
Surya, Budhi Arta
1
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1
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International journal of theoretical and applied finance
Journal of economic theory
141
International economic review
97
European journal of operational research : EJOR
94
Labour economics : official journal of the European Association of Labour Economists
91
Economics letters
79
European economic review : EER
78
Review of economic dynamics
78
Journal of economic dynamics & control
76
Computers & operations research : and their applications to problems of world concern ; an international journal
69
Journal of monetary economics
52
Games and economic behavior
51
Management science : journal of the Institute for Operations Research and the Management Sciences
43
International journal of industrial organization
40
Macroeconomic dynamics
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
36
Economic modelling
35
Journal of money, credit and banking : JMCB
35
The American economic review
34
Economic theory : official journal of the Society for the Advancement of Economic Theory
31
Mathematics of operations research
31
Journal of economic behavior & organization : JEBO
30
Operations research
28
The review of economic studies
27
Journal of political economy
26
Journal of mathematical economics
23
Operations research letters
23
The economic journal : the journal of the Royal Economic Society
22
Journal of labor economics
21
The Rand journal of economics
21
Theoretical economics : TE ; an open access journal in economic theory
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Finance and stochastics
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Journal of urban economics
19
Mathematical methods of operations research
19
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
The B.E. journal of theoretical economics
17
Journal of macroeconomics
16
American economic journal : a journal of the American Economic Association
14
INFORMS journal on computing : JOC
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1
Closed form optimal exercise boundary of the American put option
Kitapbayev, Yerkin
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012650204
Saved in:
2
American options and incomplete information
Ekström, Erik
;
Vannestål, Martin
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012153092
Saved in:
3
Mathematical properties of American chooser options
Qiu, Shi
;
Mitra, Sovan
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011970995
Saved in:
4
Smooth upper bounds for the price function of American style options
Bhim, Louis
;
Kawai, Reiichiro
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011845920
Saved in:
5
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
6
Selling at the ultimate maximum in a regime-switching model
Liu, Yue
;
Privault, Nicolas
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011686946
Saved in:
7
Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
8
Accelerated share repurchase : pricing and execution strategy
Guéant, Olivier
;
Pu, Jiang
;
Royer, Guillaume
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403749
Saved in:
9
An analytic recursive method for optimal multiple stopping : Canadization and phase-type fitting
Leung, Tim
;
Yamazaki, Kazutoshi
;
Zhang, Hongzhong
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403875
Saved in:
10
Optimal capital structure with scale effects under spectrally negative Lévy models
Surya, Budhi Arta
;
Yamazaki, Kazutoshi
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010363903
Saved in:
1
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