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~isPartOf:"International journal of theoretical and applied finance"
~language:"deu"
~language:"eng"
~language:"nld"
~language:"pol"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Developing countries
Großbritannien
Volatility
Theorie
566
Theory
566
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
Stochastischer Prozess
324
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245
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220
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Benth, Fred Espen
6
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5
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3
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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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International journal of theoretical and applied finance
Applied economics
1,096
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
877
Energy economics
754
Intereconomics : review of European economic policy
606
The economic journal : the journal of the Royal Economic Society
599
Finance research letters
572
Economic modelling
566
Journal of banking & finance
545
Economics letters
494
Applied economics letters
485
International review of financial analysis
476
Applied financial economics
455
International review of economics & finance : IREF
446
The journal of futures markets
420
Journal of international money and finance
392
Journal of development economics
373
The North American journal of economics and finance : a journal of financial economics studies
353
Journal of econometrics
346
Fiscal studies : the journal of the Institute for Fiscal Studies
332
Regional studies
331
Journal of international development : the journal of the Development Studies Association
327
Journal of international financial markets, institutions & money
314
Oxford review of economic policy
314
Research in international business and finance
314
Oxford bulletin of economics and statistics
313
Oxford economic papers
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Journal of empirical finance
293
Scottish journal of political economy : the journal of the Scottish Economic Society
285
National Institute economic review
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The economic history review : a journal of economic and social history
280
Quarterly bulletin / Bank of England
273
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
251
The European journal of finance
244
Journal of risk and financial management : JRFM
240
Economica
235
International journal of finance & economics : IJFE
229
European economic review : EER
224
International Journal of Energy Economics and Policy : IJEEP
223
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ECONIS (ZBW)
252
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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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