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~isPartOf:"International journal of theoretical and applied finance"
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Financial market dynamics
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Stochastic process
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International journal of theoretical and applied finance
European journal of operational research : EJOR
787
Physica A: Statistical Mechanics and its Applications
695
Insurance / Mathematics & economics
284
Journal of econometrics
220
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
182
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181
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173
International journal of production research
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152
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135
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115
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
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107
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99
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95
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93
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Econometric reviews
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International journal of financial engineering
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Omega : the international journal of management science
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INFORMS journal on computing : JOC
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
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ECONIS (ZBW)
327
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1
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
Saved in:
2
Long memory in stock trading
Leonidov, Andrei
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 879-885
Persistent link: https://www.econbiz.de/10002420725
Saved in:
3
Econophysics
: what can physicists contribute to economics?
Stanley, H. Eugene
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 335-346
Persistent link: https://www.econbiz.de/10001522881
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Reinforced urn processes for modeling credit default distribution
Amerio, Emanuele
;
Muliere, Pietro
;
Secchi, Piercesare
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 407-423
Persistent link: https://www.econbiz.de/10002108791
Saved in:
8
Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003312719
Saved in:
9
A model for high frequency data under partial information : a filtering approach
Ceci, Claudia
;
Gerardi, Anna
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 555-576
Persistent link: https://www.econbiz.de/10003347389
Saved in:
10
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
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