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~isPartOf:"International journal of theoretical and applied finance"
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Derivat
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Benth, Fred Espen
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Brigo, Damiano
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Rebonato, Riccardo
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Jeanblanc, Monique
4
Pallavicini, Andrea
4
Bielecki, Tomasz R.
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Capriotti, Luca
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Fabozzi, Frank J.
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Hess, Markus
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Mijatovi´c, Aleksandar
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Wang, Yongjin
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Albanese, Claudio
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Antonelli, Fabio
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Aurell, Erik
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Avellaneda, Marco
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Bernard, Carole
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Buescu, Cristin
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Carmona, René
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Chen, Yanhong
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Chiarella, Carl
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Cialenco, Igor
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Crépey, S.
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Joshi, Mark S.
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Kijima, Masaaki
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Kim, Young Shin
2
Kufakunesu, Rodwell
2
Kwok, Yue-Kuen
2
Lo, C. F.
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International journal of theoretical and applied finance
NBER working paper series
1,346
Working paper / National Bureau of Economic Research, Inc.
1,221
NBER Working Paper
1,109
IMF Working Papers
662
Journal of international money and finance
596
Discussion paper / Centre for Economic Policy Research
570
Journal of banking & finance
554
The journal of futures markets
488
IMF working papers
484
Applied economics
463
Working paper
421
Finance research letters
363
Journal of financial economics
357
Economics letters
349
International review of economics & finance : IREF
329
The journal of finance : the journal of the American Finance Association
321
Applied economics letters
296
IMF working paper
285
Discussion paper
283
CESifo working papers
281
IMF Staff Country Reports
274
Journal of international financial markets, institutions & money
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Economic modelling
270
Applied financial economics
266
Energy economics
264
Discussion paper series / IZA
260
International review of financial analysis
259
Discussion papers / CEPR
245
The review of financial studies
230
MPRA Paper
229
Journal of international economics
224
The North American journal of economics and finance : a journal of financial economics studies
211
Economic review
195
Journal of empirical finance
194
Journal of financial and quantitative analysis : JFQA
192
SpringerLink / Bücher
185
Working paper series / European Central Bank
183
International journal of economics and financial issues : IJEFI
178
Policy research working paper : WPS
177
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ECONIS (ZBW)
233
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1
Defaultable Lévy Libor rates and credit derivatives
Huehne, Florian
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 407-435
Persistent link: https://www.econbiz.de/10003463421
Saved in:
2
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
3
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
Saved in:
4
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
5
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
6
Derivative
pricing with collateralization and FX market dislocations
Moreni, Nicola
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
Saved in:
7
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
8
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:
9
A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011403907
Saved in:
10
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
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