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The journal of computational finance
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
27
International journal of theoretical and applied finance
20
MPRA Paper
18
Mathematics Preprint Archive
17
Romanian Statistical Review Supplement
17
Бизнес Информ
17
Discussion papers of interdisciplinary research project 373
16
Insurance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
IWMI Research Reports
12
Journal of mathematical finance
12
Working Papers / eSocialSciences
12
Working papers / Harvard Business School, Division of Research
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Dynamic games and applications : DGA
11
Finance and stochastics
11
Quantitative finance
11
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
11
Applied mathematical finance
10
Theoretical and Applied Economics
10
CESifo working papers
9
Heidelberger Taschenbücher
9
Mathematics of operations research
9
SFB 649 Discussion Paper
9
SFB 649 discussion paper
9
Annals of Faculty of Economics
8
CESifo Working Paper
8
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
8
International journal of financial engineering
8
Journal of mathematical economics
8
CoFE Discussion Paper
7
CoFE discussion papers
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Computational economics
7
Discussion paper / Tinbergen Institute
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Lehrbuch
7
Ovidius University Annals, Economic Sciences Series
7
Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie
7
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ECONIS (ZBW)
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1
Hopscotch methods for two-state financial models
Kurpiel, Adam
;
Roncalli, Thierry
- In:
The journal of computational finance
3
(
1999/2000
)
2
,
pp. 53-89
Persistent link: https://www.econbiz.de/10001517421
Saved in:
2
Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations
Hendricks, Christian
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011860891
Saved in:
3
Alternating direction implicit finite difference schaemes for the Heston-Hull-White partial differential equation
Haentjens, Tinne
;
Hout, Karel J. in 't
- In:
The journal of computational finance
16
(
2012/13
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10009631861
Saved in:
4
An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives
Dang, Duy Minh
;
Christara, Christina C.
;
Jackson, Kenneth R.
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 39-93
Persistent link: https://www.econbiz.de/10011441260
Saved in:
5
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
Saved in:
6
Pricing multidimensional financial derivatives with stochastic volatilities using the dimensional-adaptive combination technique
Benk, Janos
;
Pflüger, Dirk
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 75-104
Persistent link: https://www.econbiz.de/10011848349
Saved in:
7
Volatility risk structure for options depending on extrema
Nakatsu, Tomonori
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 105-122
Persistent link: https://www.econbiz.de/10011848359
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8
A new nonlinear partial differential equation in finance and a method of its solution
Itkin, Andrey
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011848371
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9
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:
10
Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Calvo-Garrido, M. C.
;
Ehrhardt, Matthias
;
Vázquez, Carlos
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 81-107
Persistent link: https://www.econbiz.de/10011689686
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