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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"und"
~subject:"United Kingdom"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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United Kingdom
Volatility
Theorie
566
Theory
566
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
Stochastischer Prozess
324
Volatilität
245
Portfolio selection
220
Portfolio-Management
220
Derivat
170
Derivative
170
Hedging
115
Option trading
111
Optionsgeschäft
111
Yield curve
111
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111
Credit risk
108
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108
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80
Black-Scholes model
77
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76
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67
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66
Markov-Kette
66
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66
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62
Statistische Verteilung
62
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61
Risk
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51
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47
Mathematical programming
47
Mathematische Optimierung
47
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47
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46
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46
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46
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46
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252
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Article in journal
Dissertation u.a. Prüfungsschriften
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252
Conference paper
4
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English
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Benth, Fred Espen
6
Brigo, Damiano
5
Takahashi, Akihiko
5
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Chiarella, Carl
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Schoutens, Wim
3
Soofi, Abdollah S.
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
Bouchaud, Jean-Philippe
2
Boyarchenko, Mitya
2
Carr, Peter
2
Cui, Zhenyu
2
Ekström, Erik
2
Fabozzi, Frank J.
2
Fukasawa, Masaaki
2
Funahashi, Hideharu
2
Gil-Alaña, Luis A.
2
Grasselli, Martino
2
Gulisashvili, Archil
2
Hok, Julien
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Macrina, Andrea
2
McWalter, Thomas A.
2
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International journal of theoretical and applied finance
Applied economics
938
Energy economics
685
Finance research letters
549
The economic journal : the journal of the Royal Economic Society
523
Journal of banking & finance
515
International review of financial analysis
462
Economic modelling
456
Applied financial economics
442
The journal of futures markets
420
Economics letters
414
Applied economics letters
395
International review of economics & finance : IREF
386
Journal of econometrics
343
The North American journal of economics and finance : a journal of financial economics studies
339
Fiscal studies : the journal of the Institute for Fiscal Studies
329
Journal of international money and finance
319
Regional studies
317
Journal of empirical finance
293
Oxford bulletin of economics and statistics
293
Journal of international financial markets, institutions & money
287
Research in international business and finance
283
National Institute economic review
281
The economic history review : a journal of economic and social history
280
Scottish journal of political economy : the journal of the Scottish Economic Society
273
Quarterly bulletin / Bank of England
270
Oxford review of economic policy
266
Oxford economic papers
261
The European journal of finance
240
Economica
215
Journal of financial economics
215
Journal of risk and financial management : JRFM
215
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
204
Industrial relations journal
200
International journal of forecasting
195
International journal of finance & economics : IJFE
187
Quantitative finance
187
Business history
180
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
175
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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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