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The journal of computational finance
European journal of operational research : EJOR
735
International journal of theoretical and applied finance
360
Insurance / Mathematics & economics
336
Journal of econometrics
282
Finance and stochastics
245
Operations research
215
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210
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106
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105
Econometric reviews
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92
International journal of financial engineering
90
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ECONIS (ZBW)
124
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Sparse wavelet methods for option pricing under stochastic volatility
Hilber, Norbert
;
Matache, Ana-Maria
;
Schwab, Christoph
- In:
The journal of computational finance
8
(
2004/2005
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10002990514
Saved in:
7
American options and the LSM alorithm : quasi-random sequences and Brownian bridges
Chaudhary, Suneal K.
- In:
The journal of computational finance
8
(
2004/2005
)
4
,
pp. 101-115
Persistent link: https://www.econbiz.de/10002990534
Saved in:
8
Computing hitting time densities for CIR and OU diffusions : applications to mean-reverting models
Linetsky, Vadim
- In:
The journal of computational finance
7
(
2004
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10002126756
Saved in:
9
Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama
;
Tankov, Peter
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10002060727
Saved in:
10
Simulating the Cox-Ingersoll-Ross and Heston processes : matching the first four moments
Okhrin, Ostap
;
Rockinger, Michael
;
Schmid, Manuel
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 1-52
Persistent link: https://www.econbiz.de/10013549657
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