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~isPartOf:"International journal of theoretical and applied finance"
~language:"bul"
~language:"eng"
~subject:"Developing countries"
~subject:"Lieferkette"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Statistik"
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Developing countries
Lieferkette
Volatility
Theorie
566
Theory
566
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
Stochastischer Prozess
324
Volatilität
245
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220
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220
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170
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Benth, Fred Espen
6
Brigo, Damiano
5
Takahashi, Akihiko
5
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4
Rebonato, Riccardo
4
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3
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3
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3
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3
Vives, Josep
3
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3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
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2
Carr, Peter
2
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2
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2
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2
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2
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2
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Kwok, Yue-Kuen
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2
Macrina, Andrea
2
McWalter, Thomas A.
2
Mercurio, Fabio
2
Merino, Raúl
2
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2
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International journal of theoretical and applied finance
International journal of production economics
1,903
International journal of production research
1,593
European journal of operational research : EJOR
1,143
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
881
Energy economics
715
Transportation research / E : an international journal
672
Finance research letters
621
Applied economics
567
Intereconomics : review of European economic policy
506
International journal of logistics systems and management
489
Economic modelling
479
International review of economics & finance : IREF
443
International review of financial analysis
443
Journal of banking & finance
413
International journal of logistics : research and applications
384
Applied economics letters
370
Journal of development economics
369
Omega : the international journal of management science
364
The journal of futures markets
361
Supply chain management : an international journal
347
The North American journal of economics and finance : a journal of financial economics studies
340
Economics letters
336
Journal of econometrics
323
Journal of international development : the journal of the Development Studies Association
317
The international journal of logistics management
317
Journal of international money and finance
306
Research in international business and finance
294
Management science : journal of the Institute for Operations Research and the Management Sciences
285
Applied financial economics
278
Journal of international financial markets, institutions & money
267
Journal of empirical finance
266
Production and operations management : an international journal of the Production and Operations Management Society
252
Journal of risk and financial management : JRFM
244
Journal of purchasing and supply management
241
International journal of physical distribution & logistics management : IJPD & LM
240
International Journal of Energy Economics and Policy : IJEEP
238
Manufacturing & service operations management : M & SOM
233
Journal of operations management
225
Journal of business research : JBR
221
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ECONIS (ZBW)
245
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245
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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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