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~type_genre:"Article in journal"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
195
European journal of operational research : EJOR
42
Economics of education review
34
Mathematics of operations research
30
Risks : open access journal
30
The journal of risk and insurance : the journal of the American Risk and Insurance Association
27
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
27
Journal of economic dynamics & control
25
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History of political economy
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Mathematical social sciences
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Scandinavian actuarial journal
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International journal of theoretical and applied finance
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Economics letters
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Journal of the history of economic thought
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Mathematical methods of operations research
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The journal of computational finance
16
Journal of mathematical economics
15
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Astin bulletin : the journal of the International Actuarial Association
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INFORMS journal on computing : JOC
11
Journal of economic surveys
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Journal of mathematical finance
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Advances in mathematical economics
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British actuarial journal : incorporating journal of the Institute of Actuaries and transactions of the Faculty of Actuaries
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Interfaces : the INFORMS journal on the practice of operations research
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International journal of financial engineering
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Journal of economic studies
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Operations research forum
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The American economic review
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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9
EURO journal on computational optimization
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IMA journal of management mathematics
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1
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
2
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
3
Local well-posedness of Musiela's SPDE with Lévy noise
Marinelli, Carlo
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 341-363
Persistent link: https://www.econbiz.de/10008665088
Saved in:
4
Regular variation and smile asymptotics
Benaim, S.
;
Friz, P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003818197
Saved in:
5
Laguerre series in contingent claim valuation, with applications to Asian options
Schröder, Michael
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 491-531
Persistent link: https://www.econbiz.de/10002983322
Saved in:
6
Special issue: Conference on Applications of Malliavin Calculus in Finance
2003
Persistent link: https://www.econbiz.de/10001765613
Saved in:
7
Optimal Malliavin weighting function for the computation of the Greeks
Benhamou, Eric
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10001765632
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8
Hedging options : the Malliavin calculus approach versus the -hedging approach
Bermin, Hans-Peter
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001765649
Saved in:
9
Local vega index and variance reduction methods
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
;
Montero, Miquel
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001765651
Saved in:
10
Monte Carlo evaluation of Greeks for multidimensional barrier and lookback options
Bernis, Guillaume
;
Gobet, Emmanuel
;
Kohatsu-Higa, Arturo
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001765655
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