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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Finanzmarkt"
~subject:"Kapitalmarkttheorie"
~subject:"Stochastic process"
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Finanzmarkt
Kapitalmarkttheorie
Stochastic process
CAPM
80
Theorie
47
Theory
47
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Stochastischer Prozess
19
Volatility
16
Volatilität
16
Risikoprämie
14
Risk premium
14
Börsenkurs
13
Derivat
13
Derivative
13
Share price
13
Financial economics
11
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11
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11
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9
Arbitrage pricing
9
Capital income
9
Kapitaleinkommen
9
Martingal
9
Martingale
9
Bubbles
7
Incomplete market
7
Risiko
7
Risk
7
Spekulationsblase
7
Unvollkommener Markt
7
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6
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6
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5
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29
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30
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Bianchi, Michele Leonardo
2
Fabozzi, Frank J.
2
Hughston, Lane P.
2
Macrina, Andrea
2
Tassinari, Gian Luca
2
Alstrom, Preben
1
Belak, Christoph
1
Belenkiy, Ari
1
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1
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1
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1
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1
Chege Maina, Samuel
1
Chiarella, Carl
1
Christensen, Morten Mosegaard
1
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1
Dandapani, Aditi
1
Daniluk, Andrzej
1
Devin, Siobhán
1
Elliott, Robert J.
1
Escobar, Marcos
1
Filipović, Damir
1
Fouque, Jean-Pierre
1
Gapeev, Pavel V.
1
Götz, Barbara
1
Hamada, Ahmed S.
1
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1
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1
Jarrow, Robert A.
1
Jeanblanc, Monique
1
Kim, Sung Ik
1
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1
Lauritsen, Kent
1
Luciano, Elisa
1
Madan, Dilip B.
1
Marfè, Roberto
1
Meinerding, Christoph
1
Menkens, Olaf
1
Muchorski, Rafał
1
Neykova, Daniela
1
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Published in...
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
158
NBER working paper series
145
NBER Working Paper
109
Discussion paper / Centre for Economic Policy Research
62
SpringerLink / Bücher
60
The review of financial studies
47
Journal of financial economics
43
Journal of economic dynamics & control
42
Research paper series / Swiss Finance Institute
39
Journal of economic theory
37
The journal of finance : the journal of the American Finance Association
37
Journal of banking & finance
34
Staff working paper / Bank of Canada
34
Finance and stochastics
31
Journal of mathematical economics
29
Management science : journal of the Institute for Operations Research and the Management Sciences
27
International review of financial analysis
24
Swiss Finance Institute Research Paper
24
Discussion papers / CEPR
23
The European journal of finance
23
Annals of finance
21
Finance research letters
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Review of finance : journal of the European Finance Association
19
Annual review of financial economics
18
Dissertation Series CentER
18
Economic modelling
18
Journal of empirical finance
18
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18
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18
Springer eBook Collection
17
Applied economics
16
Journal of monetary economics
16
Economic theory : official journal of the Society for the Advancement of Economic Theory
15
European journal of operational research : EJOR
15
Gabler Edition Wissenschaft
15
SAFE working paper
15
Journal of economic behavior & organization : JEBO
14
Journal of financial and quantitative analysis : JFQA
14
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ECONIS (ZBW)
30
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1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Determination of the Lévy exponent in
asset
pricing
models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
3
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
4
Bubbles and multiple-factor
asset
pricing
models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
5
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
6
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
7
Heat kernel models for
asset
pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
8
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
9
Conditional density models for
asset
pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
10
A multivariate pure-jump model with multi-factorial dependence structure
Marfè, Roberto
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009624464
Saved in:
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