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Stochastic process
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24
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23
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22
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21
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Hainaut, Donatien
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19
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Ziveyi, Jonathan
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Kwok, Yue-Kuen
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Society of Actuaries
1
Springer International Publishing
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Taylor and Francis.
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International journal of theoretical and applied finance
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Quantitative finance
130
Finance and stochastics
111
The journal of computational finance
103
Applied mathematical finance
96
Insurance / Mathematics & economics
88
European journal of operational research : EJOR
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
70
International journal of financial engineering
64
Computational economics
63
Journal of mathematical finance
60
Risks : open access journal
56
Finance research letters
52
Review of derivatives research
46
Journal of economic dynamics & control
41
Journal of econometrics
39
The journal of futures markets
39
Annals of finance
38
Journal of banking & finance
38
The North American journal of economics and finance : a journal of financial economics studies
35
Asia-Pacific financial markets
29
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
Research paper series / Swiss Finance Institute
27
Mathematics of operations research
26
The European journal of finance
25
Mathematical finance : an international journal of mathematics, statistics and financial economics
24
SFB 649 discussion paper
21
Discussion papers of interdisciplinary research project 373
20
Economic modelling
20
Operations research letters
20
Energy economics
19
Mathematics and financial economics
19
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
19
Journal of risk and financial management : JRFM
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
17
Decisions in economics and finance : a journal of applied mathematics
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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IMA journal of management mathematics
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ECONIS (ZBW)
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1
Wavelet optimized valuation of financial derivatives
Wiart, B. Carton de
;
Dempster, Michael A. H.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1113-1137
Persistent link: https://www.econbiz.de/10009407662
Saved in:
2
Pricing
joint claims on an asset and its realized variance in stochastic volatility models
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009725085
Saved in:
3
Options on a traded account : symmetric treatment of the underlying assets
Večeř, Jan
;
Kampen, Joerg
;
Navratil, Robert
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10012194853
Saved in:
4
15 years of Adjoint Algorithmic Differentiation (AAD) in finance
Capriotti, Luca
;
Giles, Mike
- In:
Quantitative finance
24
(
2024
)
9
,
pp. 1353-1379
Persistent link: https://www.econbiz.de/10015196929
Saved in:
5
Nonlinear valuation under credit, funding, and margins : existence, uniqueness, invariance, and disentanglement
Brigo, Damiano
;
Francischello, Marco
;
Pallavicini, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 788-805
Persistent link: https://www.econbiz.de/10011990226
Saved in:
6
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
Saved in:
7
Modular
pricing
of options : an application of Fourier
analysis
Zhu, Jianwei
-
2000
Persistent link: https://www.econbiz.de/10001499875
Saved in:
8
Die stochastische Methode der finiten Elemente und Anwendungen bei der Bewertung von Finanzderivaten
Look, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001406081
Saved in:
9
Finanzmarktökonometrie : zeitstetige Systeme und ihre Anwendung in Ökonometrie und empirischer Kapitalmarktforschung
Singer, Hermann
-
1999
Persistent link: https://www.econbiz.de/10001362446
Saved in:
10
(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael
-
1999
Persistent link: https://www.econbiz.de/10001387121
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