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~isPartOf:"International journal of theoretical and applied finance"
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Derivat
170
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170
Option pricing theory
117
Optionspreistheorie
117
Theorie
100
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100
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67
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Benth, Fred Espen
6
Brigo, Damiano
6
Pallavicini, Andrea
5
Jeanblanc, Monique
4
Aurell, Erik
3
Bielecki, Tomasz R.
3
Capriotti, Luca
3
Fabozzi, Frank J.
3
Hess, Markus
3
Jarrow, Robert A.
3
Protter, Philip E.
3
Račev, Svetlozar T.
3
Antonelli, Fabio
2
Avellaneda, Marco
2
Bayraktar, Erhan
2
Bernard, Carole
2
Biglova, Almira
2
Buescu, Cristin
2
Carmona, René
2
Chen, Yanhong
2
Chiarella, Carl
2
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
D'Ippoliti, Fernanda
2
Di Graziano, Giuseppe
2
Dokučaev, Nikolaj G.
2
Dorfleitner, Gregor
2
Fouque, Jean-Pierre
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Gapeev, Pavel V.
2
Gardiol, Lucien
2
Hok, Julien
2
Hu, Yijun
2
Hui, Cho H.
2
Joshi, Mark S.
2
Kim, Young Shin
2
Kufakunesu, Rodwell
2
Kwok, Yue-Kuen
2
Lo, C. F.
2
Mai, Jan-Frederik
2
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International journal of theoretical and applied finance
NBER working paper series
801
Working paper / National Bureau of Economic Research, Inc.
694
NBER Working Paper
661
The journal of futures markets
629
Finance research letters
611
SpringerLink / Bücher
503
European journal of operational research : EJOR
499
Economics letters
462
Journal of banking & finance
455
CESifo working papers
452
MPRA Paper
450
Journal of business research : JBR
448
Working paper
407
Energy economics
388
Applied economics
384
Discussion paper / Centre for Economic Policy Research
374
Insurance / Mathematics & economics
370
Management science : journal of the Institute for Operations Research and the Management Sciences
356
Journal of retailing and consumer services
351
Discussion paper series / IZA
344
Journal of economic behavior & organization : JEBO
344
International review of financial analysis
312
International review of economics & finance : IREF
295
Applied economics letters
277
Economic modelling
263
Journal of financial economics
260
IZA Discussion Papers
254
Discussion papers / CEPR
253
Risks : open access journal
252
Industrial marketing management : the international journal for industrial and high-tech firms
235
International journal of production economics
232
American journal of agricultural economics
230
CESifo Working Paper
223
Electronic commerce research
222
Pacific-Basin finance journal
217
Research in international business and finance
215
Malaysian journal of economic studies
211
Discussion paper
210
Journal of economic dynamics & control
205
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ECONIS (ZBW)
231
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1
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231
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1
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:
2
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:
3
Fixing
risk
neutral
risk
measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
4
Pricingcounterparty
risk
including collateralization, netting rules, re-hypothecation and wrong-way
risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
5
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
6
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:
7
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:
8
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:
9
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
10
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
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