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~isPartOf:"International journal of theoretical and applied finance"
~subject:"CAPM"
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CAPM
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
208
Stochastischer Prozess
208
Volatility
156
Volatilität
156
Theorie
104
Theory
104
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101
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101
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83
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83
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62
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47
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47
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41
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41
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35
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option pricing
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stochastic volatility
23
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Elliott, Robert J.
3
Hughston, Lane P.
3
Jeanblanc, Monique
2
Macrina, Andrea
2
Siu, Tak Kuen
2
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1
Badescu, Alexandru
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1
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1
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1
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1
Daniluk, Andrzej
1
Dong, Feng
1
Escobar, Marcos
1
Filipović, Damir
1
Gapeev, Pavel V.
1
Gulisashvili, Archil
1
Götz, Barbara
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1
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Miettinen, Jarkko
1
Moreni, Nicola
1
Muchorski, Rafał
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
NBER working paper series
19
Finance and stochastics
18
Journal of financial economics
18
Emerging markets review
17
Journal of mathematical finance
16
Research paper series / Swiss Finance Institute
16
Journal of banking & finance
15
Working paper / National Bureau of Economic Research, Inc.
15
Applied mathematical finance
14
Finance research letters
14
Journal of economic dynamics & control
14
Quantitative finance
14
The European journal of finance
13
The journal of finance : the journal of the American Finance Association
13
NBER Working Paper
12
Review of quantitative finance and accounting
12
Annals of finance
11
Applied economics
11
International review of financial analysis
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Europäische Hochschulschriften / 5
10
International journal of financial engineering
10
Journal of international money and finance
10
Risks : open access journal
10
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
9
Journal of empirical finance
9
Journal of risk and financial management : JRFM
9
MPRA Paper
9
Review of derivatives research
9
SpringerLink / Bücher
9
Swiss Finance Institute Research Paper
9
Asia-Pacific financial markets
8
Cogent economics & finance
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
WPg : Kompetenz schafft Vertrauen
8
Economic modelling
7
Economics letters
7
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
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ECONIS (ZBW)
30
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1
Valuing callable and putable revenue-performance-linked project backed securities
Dong, Feng
;
Chiara, Nicola
;
Večeř, Jan
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 751-765
Persistent link: https://www.econbiz.de/10008904334
Saved in:
2
Pricing of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574
Saved in:
3
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
4
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:
5
Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz
;
Uzunashvili, T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
Saved in:
6
Asymptotic equivalence in Lee's moment formulas for the implied volatility, asset price models without moment explosions, and Piterbarg's conjecture
Gulisashvili, Archil
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009624495
Saved in:
7
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
8
In-arrears term structure products : no arbitrage pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
Saved in:
9
Option
pricing using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
10
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:
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