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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"fin"
~language:"nld"
~language:"tur"
~language:"ukr"
~subject:"KMU"
~subject:"Volatilität"
~type_genre:"Article in journal"
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KMU
Volatilität
Theorie
566
Theory
566
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
Stochastischer Prozess
324
Volatility
245
Portfolio selection
220
Portfolio-Management
220
Derivat
170
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170
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115
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111
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111
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108
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80
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77
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47
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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
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3
Schoutens, Wim
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
Cui, Zhenyu
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Macrina, Andrea
2
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2
Mercurio, Fabio
2
Merino, Raúl
2
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International journal of theoretical and applied finance
Energy economics
654
Finance research letters
636
Small business economics : an entrepreneurship journal
589
Journal of banking & finance
463
Applied economics
457
International review of financial analysis
444
International review of economics & finance : IREF
393
Economic modelling
366
The journal of futures markets
360
The North American journal of economics and finance : a journal of financial economics studies
332
International journal of entrepreneurship and small business
320
Journal of econometrics
320
Journal of business research : JBR
319
Research in international business and finance
310
Applied economics letters
305
Applied financial economics
277
Journal of small business and enterprise development
275
Economics letters
269
Journal of empirical finance
267
Journal of international financial markets, institutions & money
252
Journal of risk and financial management : JRFM
249
Journal of international money and finance
236
Journal of financial economics
204
International small business journal : researching entrepreneurship
197
Quantitative finance
196
Journal of small business management : JSBM ; a joint publ. 4 times a year of the International Council for Small Business and the West Virginia University Bureau of Business Research
195
International Journal of Energy Economics and Policy : IJEEP
194
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
182
Pacific-Basin finance journal
180
The European journal of finance
179
International journal of economics and financial issues : IJEFI
166
Small business economics : an international journal
163
International journal of finance & economics : IJFE
161
Cogent business & management
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Journal of economic dynamics & control
155
Technological forecasting & social change : an international journal
150
International journal of forecasting
146
International journal of economics and finance
145
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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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