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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The American economic review"
~language:"eng"
~subject:"Derivat"
~subject:"Volatility"
~subject:"World"
~type_genre:"Article in journal"
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Derivat
Volatility
World
Theorie
2,813
Theory
2,813
USA
2,053
United States
2,053
Option pricing theory
471
Optionspreistheorie
471
Estimation
345
Schätzung
345
Stochastic process
331
Stochastischer Prozess
331
Volatilität
297
Welt
276
Portfolio selection
272
Portfolio-Management
272
Experiment
241
Impact assessment
195
Wirkungsanalyse
195
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193
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179
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164
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159
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151
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143
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143
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139
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139
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130
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130
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122
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122
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118
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705
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2
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707
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21
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21
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7
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7
Mehrbändiges Werk
2
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2
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1
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1
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English
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Brigo, Damiano
9
Reinhart, Carmen M.
9
Benth, Fred Espen
8
Rogoff, Kenneth S.
7
Takahashi, Akihiko
6
Acemoglu, Daron
5
Johnson, Simon
5
Pallavicini, Andrea
5
Barro, Robert J.
4
Chiarella, Carl
4
Edwards, Sebastian
4
Galor, Oded
4
Hess, Markus
4
Jaimovich, Nir
4
Jeanblanc, Monique
4
Obstfeld, Maurice
4
Oosterlee, Cornelis W.
4
Rebonato, Riccardo
4
Rubio-Ramírez, Juan Francisco
4
Trefler, Daniel
4
Wacziarg, Romain
4
Alesina, Alberto
3
Antonelli, Fabio
3
Antweiler, Werner
3
Ashraf, Quamrul
3
Avellaneda, Marco
3
Bernard, Carole
3
Bielecki, Tomasz R.
3
Brunnermeier, Markus Konrad
3
Buescu, Cristin
3
Capriotti, Luca
3
Carmona, René
3
Cui, Zhenyu
3
Fabozzi, Frank J.
3
Fernández-Villaverde, Jesús
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Frankel, Jeffrey A.
3
Gapeev, Pavel V.
3
Gatheral, Jim
3
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International journal of theoretical and applied finance
The American economic review
Energy economics
1,481
Journal of banking & finance
1,026
Finance research letters
1,003
Applied economics
970
Journal of international money and finance
889
Economic modelling
786
Applied economics letters
762
International review of financial analysis
756
The journal of futures markets
747
Economics letters
695
International review of economics & finance : IREF
693
Intereconomics : review of European economic policy
670
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
584
International Journal of Energy Economics and Policy : IJEEP
575
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
575
Journal of international financial markets, institutions & money
553
The world economy : the leading journal on international economic relations
536
The North American journal of economics and finance : a journal of financial economics studies
521
Research in international business and finance
513
Climate policy
482
Technological forecasting & social change : an international journal
481
Journal of international economics
475
Journal of world trade : law, economic policy, public policy
440
Journal of financial economics
420
Journal of international economic law
420
Applied financial economics
400
Journal of empirical finance
379
Journal of risk and financial management : JRFM
369
Journal of econometrics
366
The journal of world investment & trade : law, economics, politics
358
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
323
European economic review : EER
301
The journal of finance : the journal of the American Finance Association
299
The review of financial studies
295
Pacific-Basin finance journal
294
The energy journal
285
International journal of finance & economics : IJFE
280
The European journal of finance
279
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ECONIS (ZBW)
707
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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
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
4
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:
5
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
6
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
7
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
8
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:
9
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:
10
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
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