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The journal of computational finance
European journal of operational research : EJOR
883
Physica A: Statistical Mechanics and its Applications
696
International journal of theoretical and applied finance
363
Insurance / Mathematics & economics
338
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ECONIS (ZBW)
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1
Finite difference techniques for arbitrage-free SABR
Le Floc'h, Fabien
;
Kennedy, Gary
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 51-79
Persistent link: https://www.econbiz.de/10011689679
Saved in:
2
E-monotone Fourier methods for optimal stochastic control in
finance
Forsyth, Peter
;
Labahn, George
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 25-71
Persistent link: https://www.econbiz.de/10012042218
Saved in:
3
Variance optimal hedging with application to electricity markets
Warin, Xavier
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10012162373
Saved in:
4
Deep learning for efficient frontier calculation in
finance
Warin, Xavier
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014546269
Saved in:
5
A general firm value model under partial information
Mbaye, Cheikh
;
Sagna, Abass
;
Vrins, Frédéric
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10014546279
Saved in:
6
A canonical optimal stopping problem for American options and its numerical solution
AitSahlia, Farid
;
Lai, Tze Leung
- In:
The journal of computational finance
3
(
1999/2000
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001517419
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7
The pricing of floating rate instruments
Cathcart, Lara
- In:
The journal of computational finance
1
(
1998
)
4
,
pp. 31-51
Persistent link: https://www.econbiz.de/10001366221
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8
A parity result for American options
McDonald, Robert L.
;
Schroder, Mark D.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 5-13
Persistent link: https://www.econbiz.de/10001632663
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9
Valuing moving barrier options
Rogers, Leonard C. G.
;
Zane, O.
- In:
The journal of computational finance
1
(
1997
)
1
,
pp. 5-11
Persistent link: https://www.econbiz.de/10001632717
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10
Finite sample comparison of alternative estimators of Itô diffusion processes : a Monte Carlo study
Jiang, George J.
;
Knight, John L.
- In:
The journal of computational finance
2
(
1999
)
3
,
pp. 5-38
Persistent link: https://www.econbiz.de/10001638577
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