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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
212
Stochastischer Prozess
212
Volatility
163
Volatilität
163
Theorie
118
Theory
118
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101
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84
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option pricing
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stochastic volatility
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Incomplete market
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Unvollkommener Markt
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Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Elliott, Robert J.
7
Takahashi, Akihiko
7
Benth, Fred Espen
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Schoutens, Wim
6
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
5
Račev, Svetlozar T.
5
Siu, Tak Kuen
5
Avellaneda, Marco
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Hughston, Lane P.
4
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Wu, Lixin
4
Arai, Takuji
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Chiarella, Carl
3
Cui, Zhenyu
3
Ehrhardt, Matthias
3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hoogland, J. K.
3
Hubalek, Friedrich
3
Jaimungal, Sebastian
3
Madan, Dilip B.
3
Neumann, C. D. D.
3
Pallavicini, Andrea
3
Pistorius, Martijn
3
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
11,957
NBER working paper series
3,918
The American economic review
3,281
Monthly labor review : MLR
2,627
The review of economics and statistics
2,354
Discussion paper series / IZA
2,135
American journal of agricultural economics
2,081
The journal of finance : the journal of the American Finance Association
2,013
Discussion paper / Centre for Economic Policy Research
1,976
Working paper
1,684
National tax journal
1,655
NBER Working Paper
1,624
Southern economic journal
1,552
Applied economics
1,434
The review of financial studies
1,412
Harvard business review : HBR
1,377
The Indian economic journal
1,311
Journal of political economy
1,271
The Indian journal of economics
1,223
Journal of human resources : JHR
1,183
Journal of banking & finance
1,150
ILR review : the journal of work and policy
1,115
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
1,087
Economic & political weekly : a Sameeksha Trust publ.
1,059
Journal of financial and quantitative analysis : JFQA
1,059
Land economics : applied research on environmental resources
1,016
Economic review
1,015
Economic inquiry : journal of the Western Economic Association International
1,007
The journal of futures markets
1,006
Economics letters
1,002
Finance India : the quarterly journal of Indian Institute of Finance
981
Journal of financial economics
972
Journal of money, credit and banking : JMCB
969
The quarterly journal of economics
915
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
894
The journal of law & economics
890
The journal of economic history
885
Working Papers / eSocialSciences
865
Challenge
859
Finance and economics discussion series
858
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ECONIS (ZBW)
507
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1
Implied volatility trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
Saved in:
2
Valuation of guaranteed annuity options in affine term structure models
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10003441993
Saved in:
3
Calibrated option bounds
King, Alan J.
;
Koivu, Matti
;
Pennanen, Teemu
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 141-159
Persistent link: https://www.econbiz.de/10002679452
Saved in:
4
A joint empirical and theoretical investigation of the modes of deformation of swaption matrices : implications for model choice
Rebonato, Riccardo
;
Joshi, Mark
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 667-694
Persistent link: https://www.econbiz.de/10001743233
Saved in:
5
A fast, stable and accurate numerical method for the black-scholes equation of American options
Ehrhardt, Matthias
;
Mickens, Ronald Elbert
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003759938
Saved in:
6
Storage options valuation using multilevel trees and calendar spreads
Manoliu, Mihaela
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 425-464
Persistent link: https://www.econbiz.de/10002108799
Saved in:
7
Pricing of the American put under Lévy processes
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
Saved in:
8
The spectral decomposition of the option value
Linetsky, Vadim
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 337-384
Persistent link: https://www.econbiz.de/10002111464
Saved in:
9
Closed form solutions for quadratic and inverse quadratic term structure models
Laurence, Peter
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1059-1083
Persistent link: https://www.econbiz.de/10003280034
Saved in:
10
Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003312719
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