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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
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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
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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
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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
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Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
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Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej; Muchorski, Rafał - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
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An effective approximation for zero-coupon bonds and arrow-debreu prices in the Black-Karasinski model
Stehlíková, Beáta; Capriotti, Luca - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-16
Persistent link: https://www.econbiz.de/10010438534
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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
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Special issue on the foundations of mathematical finance
Frittelli, Marco (contributor) - 2011
Persistent link: https://www.econbiz.de/10008908401
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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