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~isPartOf:"International journal of theoretical and applied finance"
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Derivat
170
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Option pricing theory
105
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105
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71
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71
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62
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Brigo, Damiano
6
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Jeanblanc, Monique
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Pallavicini, Andrea
4
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Capriotti, Luca
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Hess, Markus
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Aurell, Erik
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Buescu, Cristin
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Carmona, René
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Chiarella, Carl
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Cialenco, Igor
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Crépey, S.
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Crépey, Stéphane
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D'Ippoliti, Fernanda
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Di Graziano, Giuseppe
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Fouque, Jean-Pierre
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Gapeev, Pavel V.
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Hok, Julien
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Kwok, Yue-Kuen
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Mai, Jan-Frederik
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Melʹnikov, Aleksandr V.
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Michielon, Matteo
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Rebonato, Riccardo
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2
Takahashi, Akihiko
2
Torricelli, Lorenzo
2
Walker, Michael B.
2
Wang, Yongjin
2
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1
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International journal of theoretical and applied finance
The journal of futures markets
502
SpringerLink / Bücher
485
Global Forum on Transparency and Exchange of Information for Tax Purposes
423
NBER working paper series
403
Working paper / National Bureau of Economic Research, Inc.
383
Journal of banking & finance
363
NBER Working Paper
306
Europäische Hochschulschriften / 5
255
Global forum on transparency and exchange of information for tax purposes
242
Finance research letters
237
Journal of financial economics
234
The journal of corporate finance : contracting, governance and organization
231
Finance and development : a quarterly magazine of the IMF
199
The journal of finance : the journal of the American Finance Association
196
International review of financial analysis
187
Discussion paper / Centre for Economic Policy Research
172
Der Betrieb
171
Working paper
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IMF Working Papers
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Springer eBook Collection
151
International review of economics & finance : IREF
145
Management science : journal of the Institute for Operations Research and the Management Sciences
140
Journal of financial and quantitative analysis : JFQA
134
Applied economics
133
Energy economics
132
Policy research working paper : WPS
132
Steuer und Wirtschaft : StuW ; Zeitschrift für die gesamten Steuerwissenschaften
131
The European journal of finance
122
Journal of international money and finance
120
Bulletin for international fiscal documentation : publication of the International Bureau of Fiscal Documentation ; official organ of the International Fiscal Association (IFA)
119
IMF working papers
113
Research in international business and finance
111
The review of financial studies
110
CESifo working papers
108
Small business economics : an entrepreneurship journal
108
Applied financial economics
105
Die Bank
101
Gabler Edition Wissenschaft
99
International tax summaries : a guide for planning and decisions
99
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ECONIS (ZBW)
186
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1
Derivative
pricing based on the exchange rate in a target zone with realignment
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 945-956
Persistent link: https://www.econbiz.de/10009380992
Saved in:
2
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
Saved in:
3
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
4
A simple time-consistent model for the forward density process
Hult, Henrik
;
Lindskog, Filip
;
Nykvist, Johan
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010243619
Saved in:
5
The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 525-557
Persistent link: https://www.econbiz.de/10009269361
Saved in:
6
Foreign exchange options under stochastic volatility and stochastic interest rates
Ahlip, Rehez
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10003733145
Saved in:
7
Equilibrium conditions of forward exchange market expressed in a simple geometric structure
Chen, Jianguo
;
Blenman, Lloyd P.
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 915-932
Persistent link: https://www.econbiz.de/10003206534
Saved in:
8
A network model for foreign exchange arbitrage, hedging and speculation
Jones, C. Kenneth
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 837-852
Persistent link: https://www.econbiz.de/10001632641
Saved in:
9
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:
10
An empirical investigation of the forward interest rate term structure
Matacz, Andrew
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
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