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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"nor"
~language:"por"
~subject:"EU-Staaten"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
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EU-Staaten
Kapitaleinkommen
Volatilität
Theorie
566
Theory
566
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
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324
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245
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220
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Benth, Fred Espen
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Stoep, Anthonie W. van der
3
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3
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2
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2
Gulisashvili, Archil
2
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2
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2
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International journal of theoretical and applied finance
Intereconomics : review of European economic policy
1,389
Journal of banking & finance
1,054
Finance research letters
1,022
Journal of common market studies : JCMS
990
Applied economics
975
Energy economics
975
International review of financial analysis
833
Economic modelling
792
Applied economics letters
745
International review of economics & finance : IREF
652
Journal of international money and finance
605
Economics letters
602
Applied financial economics
600
Journal of financial economics
584
Journal of empirical finance
570
Journal of international financial markets, institutions & money
539
The North American journal of economics and finance : a journal of financial economics studies
533
Research in international business and finance
483
Pacific-Basin finance journal
463
The journal of finance : the journal of the American Finance Association
462
The European journal of finance
435
The journal of futures markets
398
Journal of econometrics
397
The review of financial studies
390
Journal of risk and financial management : JRFM
380
European economic review : EER
374
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
367
Journal of financial and quantitative analysis : JFQA
338
Review of quantitative finance and accounting
325
International journal of finance & economics : IJFE
313
International Journal of Energy Economics and Policy : IJEEP
310
International journal of economics and finance
300
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
281
Journal of economic dynamics & control
279
European research studies
276
Empirica : journal of european economics
272
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
266
Journal of policy modeling : JPMOD ; a social science forum of world issues
266
The world economy : the leading journal on international economic relations
262
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ECONIS (ZBW)
285
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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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