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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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International journal of theoretical and applied finance
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ECONIS (ZBW)
567
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1
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567
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1
Scenarios for price determination in incomplete markets
Xanthopoulos, S. Z.
;
Yannacopoulos, Athanasios N.
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 415-445
Persistent link: https://www.econbiz.de/10003759930
Saved in:
2
Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10003759935
Saved in:
3
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
Saved in:
4
A common market measure for libor and pricing caps, floors and swaps in a field
theory
of forward interest rates
Baaquie, Belal E.
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 999-1018
Persistent link: https://www.econbiz.de/10003280030
Saved in:
5
Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
Saved in:
6
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
7
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
8
An infinite factor model for credit risk
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 43-68
Persistent link: https://www.econbiz.de/10003285916
Saved in:
9
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
Saved in:
10
Optimal timing of the annuity purchase : combined stochastic control and optimal stopping problem
Stabile, Gabriele
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 151-170
Persistent link: https://www.econbiz.de/10003312710
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