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European journal of operational research : EJOR
Physica A: Statistical Mechanics and its Applications
58
International journal of theoretical and applied finance
41
International Journal of Theoretical and Applied Finance (IJTAF)
38
Finance and Stochastics
37
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25
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22
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21
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20
International journal of financial engineering
20
Economics Papers from University Paris Dauphine
18
Review of derivatives research
17
Risks : open access journal
17
Working Paper
17
CIRANO Working Papers
15
Journal of mathematical finance
15
The journal of computational finance
14
Asia-Pacific Financial Markets
12
Finance research letters
12
International Journal of Financial Markets and Derivatives
12
Applied mathematical finance
11
Journal of Risk and Financial Management
11
CREATES Research Papers
10
Journal of banking & finance
10
Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
10
Discussion Paper / Tilburg University, Center for Economic Research
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The journal of futures markets
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Computing in Economics and Finance 2002
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ECONIS (ZBW)
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1
An empirical analysis of scenario generation methods for stochastic optimization
Löhndorf, Nils
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 121-132
Persistent link: https://www.econbiz.de/10011530843
Saved in:
2
Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
Saved in:
3
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
Saved in:
4
An explicitly solvable Heston model with stochastic interest rate
Recchioni, M. C.
;
Sun, Y.
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 359-377
Persistent link: https://www.econbiz.de/10011435870
Saved in:
5
A fast calibrating volatility model for option pricing
Date, Paresh
;
Islyaev, Suren
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 599-606
Persistent link: https://www.econbiz.de/10010510013
Saved in:
6
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
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7
A tractable interest rate model with explicit monetary policy rates
Renne, Jean-Paul
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 873-887
Persistent link: https://www.econbiz.de/10011449003
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8
A practical finite difference method for the three-dimensional Black-Scholes equation
Kim, Junseok
;
Kim, Taekkeun
;
Jo, Jaehyun
;
Choi, Yongho
; …
- In:
European journal of operational research : EJOR
252
(
2016
)
1
,
pp. 183-190
Persistent link: https://www.econbiz.de/10011449164
Saved in:
9
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
10
Smiles & smirks : volatility and leverage by jumps
Ballotta, Laura
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10013206930
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