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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The American economic review"
~language:"eng"
~source:"econis"
~subject:"Spieltheorie"
~subject:"Volatility"
~type_genre:"Article in journal"
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Spieltheorie
Volatility
Theorie
2,813
Theory
2,813
USA
2,053
United States
2,053
Option pricing theory
471
Optionspreistheorie
471
Estimation
345
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345
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331
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331
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297
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489
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10
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Benth, Fred Espen
6
Brigo, Damiano
5
Camerer, Colin
5
Takahashi, Akihiko
5
Bolton, Gary E.
4
Crawford, Vincent P.
4
Ellingsen, Tore
4
Engelmann, Dirk
4
Jaimovich, Nir
4
McAfee, Randolph Preston
4
Morris, Stephen
4
Ockenfels, Axel
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Roth, Alvin E.
4
Strobel, Martin
4
Bohnet, Iris
3
Chiarella, Carl
3
Chmura, Thorsten
3
Cooper, David J.
3
Fehr, Ernst
3
Fernández-Villaverde, Jesús
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Fudenberg, Drew
3
Gatheral, Jim
3
Genîzî, Ûrî
3
Goeree, Jacob K.
3
Grzelak, Lech A.
3
Guerrón-Quintana, Pablo A.
3
Herrmann, Benedikt
3
Ho, Teck-Hua
3
Holt, Charles A.
3
Kwok, Yue-Kuen
3
List, John A.
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Palfrey, Thomas R.
3
Radoičić, Radoš
3
Rubinstein, Ariel
3
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International journal of theoretical and applied finance
The American economic review
Games and economic behavior
1,456
Economics letters
873
Journal of economic theory
832
Journal of economic behavior & organization : JEBO
693
Energy economics
681
European journal of operational research : EJOR
672
Finance research letters
601
International journal of game theory : official journal of the Game Theory Society
507
International review of financial analysis
421
Applied economics
413
International review of economics & finance : IREF
400
Journal of mathematical economics
400
Games
397
Economic modelling
394
International game theory review
389
Journal of banking & finance
389
Economic theory : official journal of the Society for the Advancement of Economic Theory
385
Dynamic games and applications : DGA
360
The journal of futures markets
360
Journal of econometrics
354
Mathematical social sciences
353
Management science : journal of the Institute for Operations Research and the Management Sciences
341
The North American journal of economics and finance : a journal of financial economics studies
327
Applied economics letters
308
Journal of economic dynamics & control
290
International journal of production economics
287
Theory and decision : an international journal for multidisciplinary advances in decision science
279
Research in international business and finance
271
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
269
Applied financial economics
266
Journal of empirical finance
264
Journal of international financial markets, institutions & money
241
Journal of international money and finance
233
Social choice and welfare
227
European economic review : EER
220
Experimental economics : a journal of the Economic Science Association
213
Operations research letters
211
Journal of risk and financial management : JRFM
199
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ECONIS (ZBW)
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489
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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
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