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~isPartOf:"IMA journal of management mathematics"
~subject:"Mathematical analysis"
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Mathematical analysis
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Choquet integral
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barrier options
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datafusion
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IMA journal of management mathematics
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
The journal of computational finance
19
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Journal of mathematical finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and stochastics
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Mathematics Preprint Archive
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Quantitative finance
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CESifo working papers
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SFB 649 discussion paper
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Dynamic games and applications : DGA
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Journal of mathematical economics
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Mathematics of operations research
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CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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International journal of financial engineering
7
Probability theory and related fields
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Risks : open access journal
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Annals of finance
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Computational economics
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Lehrbuch
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Journal of economic dynamics & control
5
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Advanced mathematical methods for finance
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CARF working paper
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CIRJE discussion papers / F series
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
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Economic modelling
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A Mellin transform approach to barrier option pricing
Guardasoni, Chiara
;
Rodrigo, Marianito R.
;
Sanfelici, Simona
- In:
IMA journal of management mathematics
31
(
2020
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10012149768
Saved in:
2
Integrability of exonential process and its application to backward stochastic differential equations
Gashi, Bujar
;
Li, Jiajie
- In:
IMA journal of management mathematics
30
(
2019
)
4
,
pp. 335-365
Persistent link: https://www.econbiz.de/10012101337
Saved in:
3
Choquet integral capacity calculus for health index estimation of multi-level industrial systems
Abichou, B.
;
Voisin, A.
;
Iung, B.
- In:
IMA journal of management mathematics
26
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011343532
Saved in:
4
A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation
Howell, Sydney D.
;
Duck, Peter W.
;
Hazel, Andrew
; …
- In:
IMA journal of management mathematics
22
(
2011
)
3
,
pp. 231-252
Persistent link: https://www.econbiz.de/10009297144
Saved in:
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