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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Volatility
245
Volatilität
245
Stochastic process
235
Stochastischer Prozess
235
Theorie
188
Theory
188
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115
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111
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78
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option pricing
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Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Benth, Fred Espen
9
Takahashi, Akihiko
7
Brigo, Damiano
6
Elliott, Robert J.
6
Fabozzi, Frank J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Avellaneda, Marco
5
Bojarčenko, Svetlana I.
5
Chiarella, Carl
5
Ekström, Erik
5
Hughston, Lane P.
5
Joshi, Mark S.
5
Macrina, Andrea
5
Madan, Dilip B.
5
Oosterlee, Cornelis W.
5
Rebonato, Riccardo
5
Schoutens, Wim
5
Siu, Tak Kuen
5
Wu, Lixin
5
Brody, Dorje C.
4
Hess, Markus
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Hui, Cho H.
4
Jaimungal, Sebastian
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Liu, Rui Hua
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Lo, C. F.
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Pallavicini, Andrea
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Račev, Svetlozar T.
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Yamazaki, Akira
4
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3
Bernard, Carole
3
Bouchaud, Jean-Philippe
3
Boyarchenko, Mitya
3
Carr, Peter
3
Cartea, Álvaro
3
Ceci, Claudia
3
Cui, Zhenyu
3
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International journal of theoretical and applied finance
Finance research letters
1,171
NBER working paper series
1,092
Journal of banking & finance
1,025
Working paper / National Bureau of Economic Research, Inc.
1,011
International review of financial analysis
898
NBER Working Paper
859
Energy economics
754
The journal of futures markets
745
Journal of financial economics
723
The journal of finance : the journal of the American Finance Association
718
International review of economics & finance : IREF
702
Applied economics
685
Applied economics letters
589
Pacific-Basin finance journal
581
The North American journal of economics and finance : a journal of financial economics studies
562
Applied financial economics
558
Economic modelling
533
Journal of financial and quantitative analysis : JFQA
498
Journal of empirical finance
485
The review of financial studies
480
Research in international business and finance
468
Discussion paper / Centre for Economic Policy Research
461
Economics letters
459
Journal of international financial markets, institutions & money
449
Review of quantitative finance and accounting
400
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
400
Journal of econometrics
387
The European journal of finance
381
Working paper
369
Journal of international money and finance
352
Journal of risk and financial management : JRFM
351
Quantitative finance
338
Journal of economic dynamics & control
332
Mathematical finance : an international journal of mathematics, statistics and financial theory
320
Applied mathematical finance
304
CESifo working papers
292
Journal of financial markets
284
The journal of derivatives : the official publication of the International Association of Financial Engineers
282
Discussion paper / Tinbergen Institute
279
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ECONIS (ZBW)
624
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1
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
2
Worst-of options and correlation skew under a stochastic correlation framework
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009685884
Saved in:
3
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
4
Pricing and hedging of energy spread options and
volatility
modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
5
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
6
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
7
Random time forward-starting options
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011686733
Saved in:
8
Integral representations of probability density of stochastic
volatility
models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
Saved in:
9
Skewed Lévy models and implied
volatility
skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
10
Index options and
volatility
derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
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