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~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Theorie"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Theorie
Volatilität
Derivat
69
Derivative
69
Theory
32
Option pricing theory
22
Optionspreistheorie
22
India
18
Indien
18
Volatility
14
Stochastic process
11
Stochastischer Prozess
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counterparty risk
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Jarrow, Robert A.
3
Agarwal, Aman
2
Balamurugan, G.
2
Brigo, Damiano
2
Capponi, Agostino
2
Crépey, Stéphane
2
Linetsky, Vadim
2
Protter, Philip E.
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Adrangi, Bahram
1
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1
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1
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1
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1
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1
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Chatrath, Arjun
1
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1
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1
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1
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1
Kabanov, Jurij M.
1
Kallsen, Jan
1
Kannan, K.
1
Kardaras, Constantinos
1
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1
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Finance India : the quarterly journal of Indian Institute of Finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
171
International journal of theoretical and applied finance
94
Journal of banking & finance
83
Energy economics
56
Applied mathematical finance
38
International review of financial analysis
37
Review of derivatives research
36
The journal of finance : the journal of the American Finance Association
35
International review of economics & finance : IREF
34
Advances in futures and options research : a research annual
33
Finance and stochastics
33
Finance research letters
33
Journal of financial and quantitative analysis : JFQA
32
The European journal of finance
30
The review of financial studies
29
European journal of operational research : EJOR
28
NBER working paper series
27
Quantitative finance
27
Economics letters
26
Journal of economic dynamics & control
26
Applied financial economics
25
Journal of financial economics
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
NBER Working Paper
22
SpringerLink / Bücher
22
The North American journal of economics and finance : a journal of financial economics studies
21
Working paper / National Bureau of Economic Research, Inc.
20
Journal of econometrics
19
Research in international business and finance
19
The journal of computational finance
19
The journal of credit risk : published quarterly by Incisive Media
19
The journal of fixed income
19
Applied economics
18
Working paper
17
Gabler Edition Wissenschaft
16
International journal of financial engineering
16
Review of quantitative finance and accounting
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Journal of empirical finance
15
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ECONIS (ZBW)
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1
Category specific volatility check on derivatives introduction : Indian context
Kaṇṇan̲, Ki.
;
Balamurugan, G.
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10013349000
Saved in:
2
Industry specific volatility check on derivatives introduction : Indian context
Kannan, K.
;
Balamurugan, G.
- In:
Finance India : the quarterly journal of Indian …
32
(
2018
)
1
,
pp. 157-170
Persistent link: https://www.econbiz.de/10011923432
Saved in:
3
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
4
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
5
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
6
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
7
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
8
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
9
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
10
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
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