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~isPartOf:"International journal of theoretical and applied finance"
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Derivatives and subderivatives...
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Derivat
170
Derivative
170
Option pricing theory
102
Optionspreistheorie
102
Stochastic process
72
Stochastischer Prozess
72
Theorie
68
Theory
68
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40
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40
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34
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25
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stochastic control
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9
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Brigo, Damiano
6
Benth, Fred Espen
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Bielecki, Tomasz R.
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Jeanblanc, Monique
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Pallavicini, Andrea
4
Capriotti, Luca
3
Cialenco, Igor
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Hess, Markus
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Jaimungal, Sebastian
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Antonelli, Fabio
2
Aurell, Erik
2
Avellaneda, Marco
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Bernard, Carole
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Buescu, Cristin
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Carmona, René
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Cartea, Álvaro
2
Chiarella, Carl
2
Crépey, S.
2
Crépey, Stéphane
2
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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Henderson, Vicky
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Hok, Julien
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Joshi, Mark S.
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Mai, Jan-Frederik
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Melʹnikov, Aleksandr V.
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Michielon, Matteo
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Mijatovi´c, Aleksandar
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Mnif, Mohamed
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Papatheodorou, Vasileios
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Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Sidenius, Jakob
2
Taddei, Stefano
2
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2
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International journal of theoretical and applied finance
The journal of futures markets
395
Management science : journal of the Institute for Operations Research and the Management Sciences
291
Operations research
189
Journal of banking & finance
185
IMF Working Papers
151
SpringerLink / Bücher
128
European journal of operational research : EJOR
127
Energy economics
125
Journal of economic dynamics & control
102
Applied mathematical finance
89
The journal of finance : the journal of the American Finance Association
85
American journal of agricultural economics
79
NBER working paper series
79
Finance research letters
74
Journal of financial and quantitative analysis : JFQA
73
Journal of financial economics
73
Quantitative finance
72
Working paper / National Bureau of Economic Research, Inc.
72
International review of financial analysis
70
IMF Staff Country Reports
69
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Insurance / Mathematics & economics
66
Management science : journal of the Institute of Management Sciences ; application and theory
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
66
Finance and stochastics
65
The European journal of finance
63
Applied financial economics
62
International review of economics & finance : IREF
62
NBER Working Paper
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Working paper
57
Advances in futures and options research : a research annual
52
Journal of mathematical finance
51
Risks : open access journal
51
Economics letters
50
Die Bank
49
Applied economics
47
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
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ECONIS (ZBW)
189
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1
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
2
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
3
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
Saved in:
4
A note on irreversible investment, hedging and optimal consumption problems
Henderson, Vicky
;
Hobson, David G.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 997-1007
Persistent link: https://www.econbiz.de/10003380323
Saved in:
5
Optimal risk control under marked point processes shocks : a dynamic
programming
duality approach
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-45
Persistent link: https://www.econbiz.de/10010233243
Saved in:
6
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
7
Optimal control of an energy storage facility under a changing economic environment and partial information
Shardin, Anton A.
;
Szölgyenyi, Michaela
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011523933
Saved in:
8
Market making and portfolio liquidation under uncertainty
Nyström, Kaj
;
Aly, Sidi Mohamed Ould
;
Zhang, Changyong
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010437189
Saved in:
9
A finite-horizon optimal investment and consumption problem using regime-switching models
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010391500
Saved in:
10
A model for market closure and international portfolio management within incomplete information
Bellalah, Mondher
;
Wu, Zhen
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10001687132
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