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~isPartOf:"International journal of financial engineering"
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International journal of financial engineering
European journal of operational research : EJOR
50
International journal of production research
24
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INFORMS journal on computing : JOC
16
Computers & operations research : and their applications to problems of world concern ; an international journal
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Discussion paper / Tinbergen Institute
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International journal of production economics
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International journal of theoretical and applied finance
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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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ECONIS (ZBW)
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1
Optimal exercise frontier of Bermudan options by simulation methods
Xie, Dejun
;
Edwards, David A.
;
Wu, Xiaoxia
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250013-1-2250013-20
Persistent link: https://www.econbiz.de/10013367611
Saved in:
2
Forecasting dirty tanker freight rate index by using stochastic differential equations
Jafari, Hossein
;
Rahimi, Ghazaleh
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028815
Saved in:
3
Finite element based Monte Carlo simulation of options on Lévy driven assets
Karlsson, Patrik
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011922968
Saved in:
4
Pricing multi-asset American option under Heston stochastic volatility model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
Saved in:
5
Efficient and exact simulation of the Gaussian affine interest rate models
Ostrovski, Vladimir
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011577107
Saved in:
6
Stochastic simulation framework for the limit order book using liquidity-motivated agents
Panayi, Efstathios
;
Peters, Gareth W.
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-52
Persistent link: https://www.econbiz.de/10011333470
Saved in:
7
Optimal CAR simulation
Chakroun, Fatma
;
Abid, Fathi
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011493106
Saved in:
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