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~isPartOf:"International journal of theoretical and applied finance"
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Brigo, Damiano
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International journal of theoretical and applied finance
Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung
1,362
Wirtschaftspolitische Blätter
777
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
556
Wirtschaft und Gesellschaft : WuG
447
The journal of futures markets
407
Journal of banking & finance
389
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389
SpringerLink / Bücher
355
Journal of financial economics
340
WIFO Monatsberichte (monthly reports)
326
NBER working paper series
314
WISO : Wirtschafts- und sozialpolitische Zeitschrift
311
The journal of corporate finance : contracting, governance and organization
303
Working paper / National Bureau of Economic Research, Inc.
285
WIFO working papers
273
Finance research letters
259
Empirica : journal of european economics
235
NBER Working Paper
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Das öffentliche Haushaltswesen in Österreich : Zeitschrift der Gesellschaft für das Öffentliche Haushaltswesen
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The accounting review : a publication of the American Accounting Association
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The journal of finance : the journal of the American Finance Association
223
International review of financial analysis
221
Discussion paper / Centre for Economic Policy Research
219
Journal of accounting & economics
194
Working paper
184
Review of quantitative finance and accounting
180
Journal of financial and quantitative analysis : JFQA
176
Advances in mergers and acquisitions
173
AMS-Report
169
The review of financial studies
166
Beiträge zur österreichischen Statistik
165
Quartalshefte / Girozentrale und Bank der Österreichischen Sparkassen Aktiengesellschaft, GZ
162
IMF Working Papers
161
Management science : journal of the Institute for Operations Research and the Management Sciences
158
Materialien zu Wirtschaft und Gesellschaft : Working Paper-Reihe der AK Wien
155
WIFO Working Papers
152
Energy economics
149
International review of economics & finance : IREF
149
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ECONIS (ZBW)
170
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1
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:
2
Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003312719
Saved in:
3
On finite dimensional realizations for the term structure of futures prices
Björk, Tomas
;
Blix, Magnus
;
Landén, Camilla
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 281-314
Persistent link: https://www.econbiz.de/10003344282
Saved in:
4
A dynamic approach to the modeling of correlation credit derivatives using Markov chains
Di Graziano, Giuseppe
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10003847557
Saved in:
5
Pricing of exotic energy derivatives based on arithmetic spot models
Benth, Fred Espen
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 491-506
Persistent link: https://www.econbiz.de/10003879078
Saved in:
6
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Saved in:
7
Explicit solutions for a nonlinear model of financial derivatives
Bordag, L. A.
;
Chmakova, Alina Y.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003415479
Saved in:
8
Variance term structure and VIX futures pricing
Zhu, Yingzi
;
Zhang, Jin E.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10003415735
Saved in:
9
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:
10
Optimal hedging of derivatives with transaction costs
Aurell, Erik
;
Muratore-Ginanneschi, Paolo
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1051-1069
Persistent link: https://www.econbiz.de/10003424366
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