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~isPartOf:"The journal of computational finance"
~subject:"Mathematical analysis"
~subject:"Theorie"
~type_genre:"Article in journal"
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Mathematical analysis
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Option pricing theory
9
Optionspreistheorie
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Hedging
3
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The journal of computational finance
Journal of economic dynamics & control
17
International journal of theoretical and applied finance
14
Finance and stochastics
13
Quantitative finance
11
Mathematics of operations research
10
Economics letters
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International journal of financial engineering
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Journal of economic theory
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Journal of mathematical finance
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical methods of operations research
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Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Econometrics : open access journal
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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International review of economics & finance : IREF
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Journal of applied econometrics
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Journal of monetary economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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1
Robust pricing and hedging via neural stochastic differential
equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
2
A review of tree-based approaches to solving forward-backward stochastic differential
equations
Teng, Long
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 125-159
Persistent link: https://www.econbiz.de/10012873086
Saved in:
3
Neural networks for option pricing and hedging : a literature review
Ruf, Johannes
;
Wang, Weiguan
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012421955
Saved in:
4
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
5
SLADI : a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection-diffusion problems with application to electricity storage valuations
Ávalos, Javier Hernández
;
Johnson, Paul V.
;
Duck, Peter W.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 69-108
Persistent link: https://www.econbiz.de/10011442669
Saved in:
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