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~isPartOf:"International journal of theoretical and applied finance"
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Modelling financial derivative...
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Derivat
170
Derivative
170
Option pricing theory
103
Optionspreistheorie
103
Theorie
74
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74
Stochastic process
61
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40
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40
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Credit derivative
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Benth, Fred Espen
6
Brigo, Damiano
6
Jeanblanc, Monique
4
Pallavicini, Andrea
4
Bielecki, Tomasz R.
3
Capriotti, Luca
3
Hess, Markus
3
Antonelli, Fabio
2
Aurell, Erik
2
Avellaneda, Marco
2
Bernard, Carole
2
Buescu, Cristin
2
Carmona, René
2
Chiarella, Carl
2
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
D'Ippoliti, Fernanda
2
Di Graziano, Giuseppe
2
Fouque, Jean-Pierre
2
Frittelli, Marco
2
Gapeev, Pavel V.
2
Grasselli, Matheus
2
Hok, Julien
2
Hughston, Lane P.
2
Joshi, Mark S.
2
Levendorskij, Sergej Z.
2
Lipton, Alexander
2
Mai, Jan-Frederik
2
Melʹnikov, Aleksandr V.
2
Meyer-Brandis, Thilo
2
Michielon, Matteo
2
Mijatovi´c, Aleksandar
2
Papatheodorou, Vasileios
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Sidenius, Jakob
2
Taddei, Stefano
2
Takahashi, Akihiko
2
Torricelli, Lorenzo
2
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
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International journal of theoretical and applied finance
SpringerLink / Bücher
1,014
The journal of futures markets
396
Europäische Hochschulschriften / 5
299
Gabler Edition Wissenschaft
279
Springer eBook Collection / Business and Economics
214
Lecture notes in economics and mathematical systems : LNEMS
188
Journal of banking & finance
178
Springer-Lehrbuch
162
Insurance / Mathematics & economics
149
Lehrbuch
149
Annals of operations research
134
Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung
126
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126
Wiley finance series
124
Energy economics
122
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
115
International series in operations research & management science
103
European journal of operational research : EJOR
98
Bank- und finanzwirtschaftliche Forschungen
88
NBER working paper series
86
Schriftenreihe Finanzmanagement
85
The journal of finance : the journal of the American Finance Association
85
Working paper / National Bureau of Economic Research, Inc.
85
Applied mathematical finance
84
Journal of financial economics
78
Discussion paper / B
77
International review of financial analysis
76
Wiley finance
72
Finance research letters
70
The journal of derivatives : the official publication of the International Association of Financial Engineers
69
NBER Working Paper
68
Quantitative finance
68
Review of derivatives research
68
The European journal of finance
66
Finance and stochastics
62
International review of economics & finance : IREF
61
Applied financial economics
60
Discussion paper
60
Gabler-Edition Wissenschaft
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ECONIS (ZBW)
182
USB Cologne (EcoSocSci)
1
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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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