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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
Stochastic process
324
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268
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268
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Benth, Fred Espen
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Levendorskij, Sergej Z.
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Kwok, Yue-Kuen
9
Fabozzi, Frank J.
8
Jeanblanc, Monique
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Brigo, Damiano
7
Gapeev, Pavel V.
7
Takahashi, Akihiko
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Avellaneda, Marco
6
Elliott, Robert J.
6
Liu, Rui Hua
6
Račev, Svetlozar T.
6
Rebonato, Riccardo
6
Arai, Takuji
5
Bojarčenko, Svetlana I.
5
Chiarella, Carl
5
Hui, Cho H.
5
Jaimungal, Sebastian
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Joshi, Mark S.
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Lo, C. F.
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Macrina, Andrea
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4
Rutkowski, Marek
4
Stoyanov, Stoyan V.
4
Wilmott, Paul
4
Wu, Lixin
4
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3
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International journal of theoretical and applied finance
NBER working paper series
970
Working paper / National Bureau of Economic Research, Inc.
886
Finance research letters
838
European journal of operational research : EJOR
817
Journal of banking & finance
814
NBER Working Paper
785
Energy economics
751
The journal of futures markets
648
Journal of econometrics
626
International review of financial analysis
606
Applied economics
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Insurance / Mathematics & economics
554
Economic modelling
536
Journal of financial economics
515
Economics letters
513
International review of economics & finance : IREF
491
Journal of economic dynamics & control
484
The North American journal of economics and finance : a journal of financial economics studies
463
Journal of empirical finance
457
Discussion paper / Tinbergen Institute
424
Working paper
411
Finance and stochastics
408
Discussion paper / Centre for Economic Policy Research
404
Mathematical finance : an international journal of mathematics, statistics and financial theory
404
Applied economics letters
403
The review of financial studies
394
The journal of finance : the journal of the American Finance Association
391
Applied financial economics
389
Quantitative finance
374
Journal of international money and finance
347
Journal of international financial markets, institutions & money
329
Applied mathematical finance
322
The European journal of finance
320
Risks : open access journal
309
Research in international business and finance
308
Journal of risk and financial management : JRFM
304
Research paper series / Swiss Finance Institute
295
Management science : journal of the Institute for Operations Research and the Management Sciences
291
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
289
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1
Switching to nonaffine stochastic
volatility
: a closed-form expansion for the inverse gamma model
Langrené, Nicolas
;
Lee, Geoffrey
;
Zhu, Zili
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011525109
Saved in:
2
Integral representations of probability density of stochastic
volatility
models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
Saved in:
3
A general Ornstein-Uhlenbeck stochastic
volatility
model with Lévy jumps
Hofmann, Karl Friedrich
;
Schulz, Thorsten
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011686739
Saved in:
4
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:
5
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
6
Credit derivatives pricing with stochastic
volatility
models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
7
Skewed Lévy models and implied
volatility
skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
8
Index options and
volatility
derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
9
Option pricing in the variance-gamma model under the drift
jump
Ivanov, Roman V.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011892547
Saved in:
10
Probability distribution and option pricing for drawdown in a stochastic
volatility
environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
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