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~isPartOf:"International journal of theoretical and applied finance"
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Volatility
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Benth, Fred Espen
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Brigo, Damiano
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Takahashi, Akihiko
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Chiarella, Carl
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Hess, Markus
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Jeanblanc, Monique
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Oosterlee, Cornelis W.
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Rebonato, Riccardo
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Avellaneda, Marco
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Bernard, Carole
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Bielecki, Tomasz R.
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Buescu, Cristin
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Capriotti, Luca
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Carmona, René
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Cui, Zhenyu
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Elliott, Robert J.
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Fabozzi, Frank J.
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Forde, Martin
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Fouque, Jean-Pierre
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Gapeev, Pavel V.
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Grzelak, Lech A.
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Levendorskij, Sergej Z.
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Ahlip, Rehez
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International journal of theoretical and applied finance
Energy economics
1,056
The journal of futures markets
1,041
European journal of operational research : EJOR
978
International journal of production economics
972
NBER working paper series
840
Working paper / National Bureau of Economic Research, Inc.
836
NBER Working Paper
737
Finance research letters
725
International journal of production research
697
Applied economics
600
Journal of banking & finance
577
International review of financial analysis
499
Economic modelling
455
International review of economics & finance : IREF
449
Economics letters
432
Working paper
396
The North American journal of economics and finance : a journal of financial economics studies
372
Discussion paper / Centre for Economic Policy Research
366
Applied economics letters
364
Journal of econometrics
362
Applied financial economics
340
Research in international business and finance
337
Management science : journal of the Institute for Operations Research and the Management Sciences
333
Journal of empirical finance
296
Journal of international money and finance
296
IMF working papers
289
Journal of financial economics
284
American journal of agricultural economics
273
Journal of international financial markets, institutions & money
266
MPRA Paper
261
Discussion paper / Tinbergen Institute
260
CESifo working papers
253
The journal of finance : the journal of the American Finance Association
251
Journal of risk and financial management : JRFM
248
Quantitative finance
243
Omega : the international journal of management science
238
International Journal of Energy Economics and Policy : IJEEP
229
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
221
The European journal of finance
220
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ECONIS (ZBW)
385
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1
Commodity
price
dynamics and
derivative
valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
2
Valuation of options on oil futures under the 3/4 oil
price
model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
3
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
Saved in:
4
Multiscale stochastic
volatility
model for derivatives on futures
Fouque, Jean-Pierre
;
Saporito, Yuri F.
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
Saved in:
5
Volatility
and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
6
Forward and futures prices with bubbles
Jarrow, Robert A.
;
Protter, Philipp
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 901-924
Persistent link: https://www.econbiz.de/10003928307
Saved in:
7
Energy spot
price
models and spread options pricing
Hikspoors, Samuel
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1111-1135
Persistent link: https://www.econbiz.de/10003632058
Saved in:
8
Regime-switched
volatility
of brent crude oil futures with Markov-switching ARCH model
Chiu, Tien-yu
;
Shieh, Shwu-Jane
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 113-124
Persistent link: https://www.econbiz.de/10003855754
Saved in:
9
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
10
The normal inverse gaussian distribution and spot
price
modelling in energy markets
Benth, Fred Espen
;
Šaltytė-Benth, Jūratė
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10002021511
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