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575
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McAleer, Michael
92
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53
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45
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37
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36
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33
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Daníelsson, Jón
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Stoja, Evarist
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Račev, Svetlozar T.
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Rosazza Gianin, Emanuela
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Al Janabi, Mazin A. M.
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Chang, Chia-Lin
24
Hammoudeh, Shawkat
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Embrechts, Paul
22
Huschens, Stefan
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Rüschendorf, Ludger
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Bernard, Carole
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Cheung, Ka Chun
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Tsanakas, Andreas
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Chen Zhou
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Wied, Dominik
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Albrecht, Peter
19
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18
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Springer-Verlag GmbH
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Insurance / Mathematics & economics
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Journal of banking & finance
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European journal of operational research : EJOR
157
Journal of risk
125
Risks : open access journal
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Finance research letters
115
International review of financial analysis
72
Economic modelling
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The journal of risk model validation
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Energy economics
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Quantitative finance
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Discussion paper / Tinbergen Institute
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International journal of production research
62
International journal of theoretical and applied finance
61
The journal of operational risk
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International journal of forecasting
57
Applied economics
55
Journal of risk and financial management : JRFM
54
The North American journal of economics and finance : a journal of financial economics studies
54
Computational economics
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Journal of empirical finance
52
Journal of forecasting
51
Journal of risk management in financial institutions
50
Journal of econometrics
47
The European journal of finance
44
Computers & operations research : and their applications to problems of world concern ; an international journal
42
Scandinavian actuarial journal
42
Finance and stochastics
41
International review of economics & finance : IREF
39
Journal of economic dynamics & control
39
Research in international business and finance
39
Research paper series / Swiss Finance Institute
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Working paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
36
Operations research letters
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Operations research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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International journal of production economics
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ECONIS (ZBW)
RePEc
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EconStor
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USB Cologne (business full texts)
83
USB Cologne (EcoSocSci)
61
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1
Portfolio optimization : a multi-period model with dynamic risk preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
2
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Saved in:
3
Ironing out the kinks in executive compensation : linking incentive pay to average stock prices
Tian, Yisong Sam
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 415-432
Persistent link: https://www.econbiz.de/10009705644
Saved in:
4
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
Journal of banking & finance
44
(
2014
),
pp. 130-140
Persistent link: https://www.econbiz.de/10010410368
Saved in:
5
Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
Saved in:
6
Asian and Australian options : a common perspective
Ewald, Christian-Oliver
;
Menkens, Olaf
;
Ting, Sai Hung …
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1001-1018
Persistent link: https://www.econbiz.de/10009738291
Saved in:
7
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
8
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
9
On peacocks and lyrebirds : Australian options, Brownian bridges, and the average of submartingales
Ewald, Christian-Oliver
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 536-549
Persistent link: https://www.econbiz.de/10011969088
Saved in:
10
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
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