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~isPartOf:"International journal of theoretical and applied finance"
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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
SpringerLink / Bücher
1,085
The journal of futures markets
396
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348
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ECONIS (ZBW)
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1
Multivariate integral perturbation techniques : I: theory
Dash, Jan W.
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1287-1304
Persistent link: https://www.econbiz.de/10003632079
Saved in:
2
The exponent expansion : an effective approximation of transition probabilities of diffusion processes and pricing Kernels of financial derivatives
Capriotti, Luca
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1179-1200
Persistent link: https://www.econbiz.de/10003395996
Saved in:
3
Special issue on credit correlation : life after Copulas
Lipton, Alexander
(
contributor
)
- In:
International journal of theoretical and applied finance
Vol. 10, no. 4
(
2007
)
Persistent link: https://www.econbiz.de/10004924837
Saved in:
4
On the penalty function and on continuity properties of risk measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10008908375
Saved in:
5
Special issue on the foundations of mathematical finance
Frittelli, Marco
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10008908401
Saved in:
6
Special issue on computational methods in finance
Grasselli, Matheus
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009154932
Saved in:
7
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette
;
Chevalier, Etienne
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
Saved in:
8
Special issue on spectral methods in finance
Levendorskij, Sergej Z.
(
contributor
)
-
Spectral and Cubature Methods in Finance and …
-
2011
Persistent link: https://www.econbiz.de/10009407692
Saved in:
9
Computation of Greeks for jump-diffusion models
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed Lalaoui Ben
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403918
Saved in:
10
An empirical study on the statistical properties of Romanian emerging stock market RASDAQ
Gligor, Mircea
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 723-739
Persistent link: https://www.econbiz.de/10002200662
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