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~isPartOf:"International journal of theoretical and applied finance"
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115
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International journal of theoretical and applied finance
Finance
346
The journal of futures markets
331
IMF Working Papers
161
Energy economics
124
Finance research letters
117
Journal of banking & finance
113
International review of financial analysis
89
International review of economics & finance : IREF
81
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73
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Mathematical finance : an international journal of mathematics, statistics and financial theory
65
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60
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54
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50
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49
European journal of operational research : EJOR
46
Managerial Finance
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The European journal of finance
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Research in international business and finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Research paper series / Swiss Finance Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
115
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1
Informationally dynamized Gaussian copula
Crépey, S.
;
Jeanblanc, Monique
;
Wu, Dong Li
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
Saved in:
2
An explicit option-based strategy that outperforms dollar cost averaging
Vanduffel, Steven
;
Ahcan, Ales
;
Henrard, Luc
;
Maj, Mateusz
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009624518
Saved in:
3
Implications for
hedging
of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.
;
Pham, Duy
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-51
Persistent link: https://www.econbiz.de/10009783994
Saved in:
4
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
5
Numerical
hedging
of electricity contracts using dimension reduction
Hepperger, Peter
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009672594
Saved in:
6
The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 525-557
Persistent link: https://www.econbiz.de/10009269361
Saved in:
7
Utility based pricing and
hedging
of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
Saved in:
8
CVA with wrong way risk : sensitivities, volatility and
hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
9
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
Saved in:
10
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
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