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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
IMF Working Papers
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ECONIS (ZBW)
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1
Local stochastic volatility with jumps : analytical approximations
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010243616
Saved in:
2
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
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3
A dynamic approach to the modeling of correlation credit derivatives using Markov chains
Di Graziano, Giuseppe
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10003847557
Saved in:
4
Correlations among forward returns in the Nordic electricity market
Frestad, Dennis
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10003899483
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5
Public debt management and foreign currency denominated bonds
Ceccacci, Silvia
;
Marchesiani, Alessandro
;
Pecchi, Lorenzo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 763-770
Persistent link: https://www.econbiz.de/10003564628
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6
Some further analytical properties of the constant correlation model for portfolio selection
Kwan, Clarence C. Y.
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1071-1092
Persistent link: https://www.econbiz.de/10003395980
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7
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
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8
Monotonicity of prices in Heston model
Aly, Sidi Mohamed Ould
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009756039
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9
A multivariate pure-jump model with multi-factorial dependence structure
Marfè, Roberto
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009624464
Saved in:
10
Covariance
and correlation swaps for financial markets with Markov-modulated volatilities
Salvi, Giovanni
;
Sviščuk, Anatolij
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010363946
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