//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
"Chicago mercantile exchange b...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
245
Volatilität
245
Option pricing theory
234
Optionspreistheorie
234
Stochastic process
178
Stochastischer Prozess
178
Derivat
170
Derivative
170
Theorie
152
Theory
152
Credit risk
60
Kreditrisiko
60
Option trading
51
Optionsgeschäft
51
Black-Scholes model
45
Black-Scholes-Modell
45
Hedging
44
Portfolio selection
41
Portfolio-Management
41
Yield curve
39
Zinsstruktur
39
Swap
32
CAPM
25
Statistical distribution
25
Statistische Verteilung
25
stochastic volatility
24
Insolvency
23
Insolvenz
23
Credit derivative
21
Kreditderivat
21
Markov chain
20
Markov-Kette
19
Börsenkurs
18
Experiment
18
Share price
18
Stochastic volatility
18
option pricing
17
Estimation
16
Interest rate derivative
16
Monte Carlo simulation
16
more ...
less ...
Online availability
All
Undetermined
124
Type of publication
All
Article
409
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
411
Aufsatz in Zeitschrift
411
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
2
Mehrbändiges Werk
2
Multi-volume publication
2
Sammelwerk
2
more ...
less ...
Language
All
English
411
Author
All
Brigo, Damiano
9
Benth, Fred Espen
8
Takahashi, Akihiko
6
Jeanblanc, Monique
5
Pallavicini, Andrea
5
Chiarella, Carl
4
Hess, Markus
4
Oosterlee, Cornelis W.
4
Rebonato, Riccardo
4
Antonelli, Fabio
3
Avellaneda, Marco
3
Bernard, Carole
3
Bielecki, Tomasz R.
3
Buescu, Cristin
3
Capriotti, Luca
3
Carmona, René
3
Carr, Peter
3
Cui, Zhenyu
3
Fabozzi, Frank J.
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gapeev, Pavel V.
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Kwok, Yue-Kuen
3
Levendorskij, Sergej Z.
3
Liu, Rui Hua
3
Macrina, Andrea
3
Michielon, Matteo
3
Mijatovi´c, Aleksandar
3
Platen, Eckhard
3
Radoičić, Radoš
3
Rutkowski, Marek
3
Schoutens, Wim
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Wagalath, Lakshithe
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Albanese, Claudio
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Finance research letters
1,096
NBER working paper series
1,033
The journal of futures markets
978
Working paper / National Bureau of Economic Research, Inc.
940
Journal of banking & finance
895
NBER Working Paper
812
Energy economics
756
International review of financial analysis
711
Applied economics
580
International review of economics & finance : IREF
575
MPRA Paper
553
Journal of financial economics
513
Economic modelling
483
Discussion paper / Centre for Economic Policy Research
474
Research in international business and finance
452
The North American journal of economics and finance : a journal of financial economics studies
447
Working paper
437
Applied economics letters
423
Economics letters
422
Journal of international financial markets, institutions & money
391
The journal of finance : the journal of the American Finance Association
390
Journal of risk and financial management : JRFM
372
Journal of empirical finance
361
Applied financial economics
358
The review of financial studies
346
Journal of econometrics
341
Journal of international money and finance
318
NBER Working Papers
318
Pacific-Basin finance journal
315
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
296
IMF working papers
295
The European journal of finance
295
Discussion paper / Tinbergen Institute
291
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
285
Working Paper
284
Economics Bulletin
277
Journal of economic dynamics & control
275
Journal of financial and quantitative analysis : JFQA
274
CESifo working papers
271
more ...
less ...
Source
All
ECONIS (ZBW)
411
Showing
351
-
360
of
411
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
351
Decomposition formula for rough Volterra stochastic
volatility
models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
352
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
353
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
Saved in:
354
Portfolio insurance under rough
volatility
and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
355
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
356
Credit modeling under jump diffusions with exponentially distributed jumps : stable calibration, dynamics and GAP risk
Hellmich, Martin
;
Kassberger, Stefan
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009779752
Saved in:
357
Time-changed fast mean-reverting stochastic
volatility
models
Lorig, Matthew
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1355-1383
Persistent link: https://www.econbiz.de/10009541992
Saved in:
358
Should an American option be exercised earlier or later if
volatility
is not assumed to be a constant?
Zhu, Song-ping
;
Chen, Wen-ting
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1279-1297
Persistent link: https://www.econbiz.de/10009541996
Saved in:
359
Fixed-mix rules in an evolutionary market using a factor model for dividends
Mavroudis, Konstantinos
;
Nolder, Craig A.
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1247-1277
Persistent link: https://www.econbiz.de/10009541997
Saved in:
360
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
First
Prev
32
33
34
35
36
37
38
39
40
41
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->