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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
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467
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258
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247
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247
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220
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Fabozzi, Frank J.
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Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
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Benth, Fred Espen
9
Korn, Ralf
9
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Liu, Rui Hua
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Avellaneda, Marco
5
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Hui, Cho H.
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Konno, Hiroshi
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Lo, C. F.
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4
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4
Zubelli, Jorge P.
4
Baviera, Roberto
3
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3
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International journal of theoretical and applied finance
Journal of banking & finance
924
European journal of operational research : EJOR
762
NBER working paper series
752
Finance research letters
673
Working paper / National Bureau of Economic Research, Inc.
644
Insurance / Mathematics & economics
629
NBER Working Paper
559
IMF Staff Country Reports
512
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Risks : open access journal
468
Mathematical finance : an international journal of mathematics, statistics and financial theory
422
Finance and stochastics
417
Quantitative finance
415
International review of financial analysis
409
Journal of economic dynamics & control
403
Journal of financial economics
381
The journal of futures markets
361
Journal of econometrics
358
Journal of risk and financial management : JRFM
352
Applied economics
351
Research paper series / Swiss Finance Institute
330
Management science : journal of the Institute for Operations Research and the Management Sciences
329
Discussion paper / Tinbergen Institute
316
Applied mathematical finance
313
The journal of finance : the journal of the American Finance Association
313
International journal of production research
309
Economics letters
300
Discussion paper / Centre for Economic Policy Research
298
Economic modelling
298
Journal of risk management in financial institutions
298
The journal of computational finance
297
The European journal of finance
291
Computational economics
287
Working paper
284
The review of financial studies
280
Journal of empirical finance
279
IMF Working Papers
277
The journal of portfolio management : a publication of Institutional Investor
275
Energy economics
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ECONIS (ZBW)
685
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685
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1
A central limit theorem for Latin hypercube
sampling
with dependence and application to exotic basket option pricing
Aistleitner, Christoph
;
Hofer, Markus
;
Tichy, Robert F.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009685903
Saved in:
2
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
3
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
4
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
5
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
8
Chi-square simulation of the CIR process and the Heston model
Malham, Simon J. A.
;
Wiese, Anke
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009756062
Saved in:
9
Sampling
of one-dimensional probability measures in the convex order and computation of robust option price bounds
Alfonsi, Aurélien
;
Corbetta, Jacopo
;
Jourdain, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012019745
Saved in:
10
Empirical exercise behavior of warrant holders and its consequences for warrant values
Koziol, Christian
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 245-268
Persistent link: https://www.econbiz.de/10003312734
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