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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"hun"
~subject:"Share price"
~subject:"Volatilität"
~subject:"World"
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International journal of theoretical and applied finance
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Fixed-mix rules in an evolutionary market using a factor model for dividends
Mavroudis, Konstantinos
;
Nolder, Craig A.
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1247-1277
Persistent link: https://www.econbiz.de/10009541997
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2
Pricing of an index-linked swaption
Henjes, Katja
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 591
Persistent link: https://www.econbiz.de/10001524494
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3
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
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4
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
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5
The opinion game : stock price evolution from microscopic market modeling
Bovier, Anton
;
C̆erný, Jir̆í
;
Hryniv, Ostap
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10003285942
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6
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
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7
A model for high frequency data under partial information : a filtering approach
Ceci, Claudia
;
Gerardi, Anna
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 555-576
Persistent link: https://www.econbiz.de/10003347389
Saved in:
8
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
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9
The variance swap contract under the CEV process
Jordan, Richard
;
Tier, Charles
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 709-743
Persistent link: https://www.econbiz.de/10003899517
Saved in:
10
Sensitivity analysis and density estimation for the Hobson-Rogers stochastic volatility model
Kawai, Reiichiro
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003867401
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