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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"nor"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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Kapitaleinkommen
Share price
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
Derivative
170
Hedging
115
Option trading
111
Optionsgeschäft
111
Yield curve
111
Zinsstruktur
111
Credit risk
108
Kreditrisiko
108
CAPM
80
Black-Scholes model
77
Black-Scholes-Modell
76
Markov chain
67
Börsenkurs
66
Markov-Kette
66
Statistical distribution
62
Statistische Verteilung
62
Risiko
61
Risk
61
Financial market
51
Finanzmarkt
51
Estimation
47
Mathematical programming
47
Mathematische Optimierung
47
Schätzung
47
Capital income
46
Risikomaß
46
Risk measure
46
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7
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Benth, Fred Espen
6
Brigo, Damiano
5
Madan, Dilip B.
5
Rebonato, Riccardo
5
Takahashi, Akihiko
5
Macrina, Andrea
4
Pallavicini, Andrea
4
Schoutens, Wim
4
Brody, Dorje C.
3
Chiarella, Carl
3
Ekström, Erik
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Fukasawa, Masaaki
3
Gatheral, Jim
3
Gil-Alaña, Luis A.
3
Grzelak, Lech A.
3
Hughston, Lane P.
3
Kwok, Yue-Kuen
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Platen, Eckhard
3
Radoičić, Radoš
3
Stauffer, Dietrich
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Aly, Sidi Mohamed Ould
2
Alòs, Elisa
2
Antonelli, Fabio
2
Ané, Thierry
2
Avellaneda, Marco
2
Barger, Weston
2
Bianchi, Michele Leonardo
2
Bouchaud, Jean-Philippe
2
Boyarchenko, Mitya
2
Carr, Peter
2
Cartea, Álvaro
2
Cui, Zhenyu
2
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Published in...
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International journal of theoretical and applied finance
Finance research letters
1,317
Journal of banking & finance
1,142
International review of financial analysis
1,063
The journal of finance : the journal of the American Finance Association
846
Journal of financial economics
839
International review of economics & finance : IREF
796
Applied economics
790
Applied financial economics
755
Energy economics
745
Pacific-Basin finance journal
726
Applied economics letters
671
Journal of empirical finance
629
The review of financial studies
627
The North American journal of economics and finance : a journal of financial economics studies
594
Economic modelling
563
Journal of international financial markets, institutions & money
561
Journal of financial and quantitative analysis : JFQA
545
The journal of futures markets
544
Research in international business and finance
541
Economics letters
523
Review of quantitative finance and accounting
480
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
460
The European journal of finance
457
Journal of international money and finance
418
Journal of econometrics
407
Journal of risk and financial management : JRFM
376
International journal of economics and finance
355
Journal of financial markets
314
International journal of economics and financial issues : IJEFI
311
Management science : journal of the Institute for Operations Research and the Management Sciences
303
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
293
International journal of finance & economics : IJFE
288
Journal of economic dynamics & control
287
Quantitative finance
284
Global finance journal
282
The journal of corporate finance : contracting, governance and organization
281
Investment management and financial innovations
251
The journal of real estate finance and economics
247
The financial review : the official publication of the Eastern Finance Association
244
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ECONIS (ZBW)
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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
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
Fukasawa, Masaaki
;
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012662027
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
Insider trading with temporary price impact
Barger, Weston
;
Donnelly, Ryan
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012650316
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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