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~isPartOf:"Mathematical methods of operations research"
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Mathematical methods of operations research
European journal of operational research : EJOR
3,219
Computers & operations research : and their applications to problems of world concern ; an international journal
1,537
International journal of production research
1,010
Journal of banking & finance
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NBER working paper series
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Finance research letters
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International journal of theoretical and applied finance
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NBER Working Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
569
SpringerLink / Bücher
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Operations research
531
Journal of economic dynamics & control
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Mathematics of operations research
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Finance and stochastics
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Quantitative finance
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International journal of production economics
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INFORMS journal on computing : JOC
428
Journal of financial economics
426
International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
421
Omega : the international journal of management science
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Transportation research / E : an international journal
372
The journal of futures markets
369
Research paper series / Swiss Finance Institute
361
Computational economics
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Risks : open access journal
343
Applied mathematical finance
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Economics letters
323
Applied economics
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Discussion paper / Centre for Economic Policy Research
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International review of economics & finance : IREF
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Discussion paper / Tinbergen Institute
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Journal of empirical finance
313
The journal of finance : the journal of the American Finance Association
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The journal of portfolio management : a publication of Institutional Investor
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The journal of computational finance
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ECONIS (ZBW)
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1
Black swans and white eagles : on
mathematics
and finance
Focardi, Sergio
;
Fabozzi, Frank J.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003858250
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2
Power utility maximization in exponential Lévy models : convergence of discrete-time to continuous-time maximizers
Temme, Johannes P.
- In:
Mathematical methods of operations research
76
(
2012
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10009571220
Saved in:
3
Utility maximization in an illiquid market in continuous time
Soner, Halil Mete
;
Vukelja, Mirjana
- In:
Mathematical methods of operations research
84
(
2016
)
2
,
pp. 285-321
Persistent link: https://www.econbiz.de/10011673528
Saved in:
4
Special issue on studies in mathematical and empirical finance
2009
Persistent link: https://www.econbiz.de/10003858183
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5
Set-valued duality theory for multiple objective linear programs and application to mathematical finance
Heyde, Frank
;
Löhne, Andreas
;
Tammer, Christiane
- In:
Mathematical methods of operations research
69
(
2009
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10003858104
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6
A very short algebraic proof of the Farkas Lemma
Bartl, David
- In:
Mathematical methods of operations research
75
(
2012
)
1
,
pp. 101-104
Persistent link: https://www.econbiz.de/10009490705
Saved in:
7
A note on Ceng-Wang-Yao's result [Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities, Math. Meth. Oper. Res. (2008) 67: 375-390]
Saejung, Satit
;
Wongchan, Kanokwan
- In:
Mathematical methods of operations research
73
(
2011
)
2
,
pp. 153-157
Persistent link: https://www.econbiz.de/10009520337
Saved in:
8
A space decomposition scheme for maximum eigenvalue functions and its applications
Huang, Ming
;
Lu, Yue
;
Pang, Li Ping
;
Xia, Zun Quan
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 453-490
Persistent link: https://www.econbiz.de/10011714518
Saved in:
9
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang
;
Li, Chun
;
Li, Ziqiang
;
Xiangqun, Yang
; …
- In:
Mathematical methods of operations research
82
(
2015
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
Saved in:
10
A dual approach to multiple exercise option problems under constraints
Aleksandrov, N.
;
Hambly, Ben
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 503-533
Persistent link: https://www.econbiz.de/10003990392
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