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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"International journal of economics and finance"
~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"ron"
~subject:"Auslandsinvestition"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Auslandsinvestition
Volatilität
Theorie
887
Theory
887
China
494
Option pricing theory
488
Optionspreistheorie
488
Estimation
475
Schätzung
475
Volatility
454
Aktienmarkt
438
Stock market
438
Börsenkurs
432
Share price
432
Capital income
381
Kapitaleinkommen
381
Economic growth
355
Wirtschaftswachstum
355
Portfolio selection
346
Portfolio-Management
346
Stochastic process
337
Stochastischer Prozess
337
Emerging economies
283
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283
Welt
275
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261
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244
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244
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219
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219
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219
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218
Derivat
212
Derivative
212
Corporate Governance
198
Corporate governance
198
Financial crisis
193
Finanzkrise
193
Cointegration
191
Kointegration
191
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636
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3
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639
Conference paper
15
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15
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4
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Benth, Fred Espen
6
Abaidoo, Rexford
5
Brigo, Damiano
5
Takahashi, Akihiko
5
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Ryu, Doojin
4
Chiarella, Carl
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Kannaiah, Desti
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Schoutens, Wim
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Yin, Lianqian
3
Zubelli, Jorge P.
3
Abdalla, Suliman Zakaria Suliman
2
Ahlip, Rehez
2
Ahmad, Fayyaz
2
Al-Deehani, Talla
2
Alòs, Elisa
2
Antonelli, Fabio
2
Avellaneda, Marco
2
Baklaci, Hasan F.
2
Basdekidou, Vasiliki A.
2
Bianchi, Michele Leonardo
2
Bilgin, Mehmet Huseyin
2
Boyarchenko, Mitya
2
Brada, Josef C.
2
Carr, Peter
2
Chen, Bin
2
Chen, Jiangrui
2
Chen, Lu-Jui
2
Cui, Zhenyu
2
Demiralay, Sercan
2
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Eurasia Business and Economics Society
1
International Symposium on Finance and Acounting Conference <2010, Kitakyūshū>
1
Published in...
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
International journal of economics and finance
International journal of theoretical and applied finance
Energy economics
651
Finance research letters
606
Applied economics
573
International review of economics & finance : IREF
509
Economic modelling
477
International review of financial analysis
465
Journal of banking & finance
413
Applied economics letters
382
The North American journal of economics and finance : a journal of financial economics studies
360
The journal of futures markets
360
Journal of econometrics
325
Research in international business and finance
319
International business review : the official journal of the European International Business Academy
318
The journal of world investment & trade : law, economics, politics
316
Economics letters
311
Journal of international money and finance
311
Journal of international financial markets, institutions & money
282
The world economy : the leading journal on international economic relations
280
Applied financial economics
276
Journal of empirical finance
271
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
264
International Journal of Energy Economics and Policy : IJEEP
255
Journal of risk and financial management : JRFM
246
Journal of international economics
227
Transnational corporations : investment and development
217
Pacific-Basin finance journal
215
International journal of economics and financial issues : IJEFI
209
Journal of financial economics
201
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
197
Quantitative finance
192
International journal of finance & economics : IJFE
184
Journal of business research : JBR
178
Journal of Asian economics
174
Journal of world business : JWB
173
Cogent economics & finance
170
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
165
The European journal of finance
163
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ECONIS (ZBW)
639
Showing
1
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10
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639
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1
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
2
Decomposition formula for rough Volterra stochastic volatility models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
3
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
4
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
5
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
6
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
Saved in:
7
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
8
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
9
Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model
Mišura, Julija S.
;
Yurchenko-Tytarenko, Anton
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012496732
Saved in:
10
An approximation method for pricing continuous barrier options under multi-asset local stochastic volatility models
Shiraya, Kenichiro
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
Saved in:
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