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~isPartOf:"International journal of theoretical and applied finance"
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Derivat
170
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Option pricing theory
145
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145
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115
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114
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114
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Brigo, Damiano
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Benth, Fred Espen
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Bielecki, Tomasz R.
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Elliott, Robert J.
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Hess, Markus
4
Jeanblanc, Monique
4
Pallavicini, Andrea
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Siu, Tak Kuen
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Arai, Takuji
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Capriotti, Luca
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Joshi, Mark S.
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Melʹnikov, Aleksandr V.
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Meyer-Brandis, Thilo
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Wilmott, Paul
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Antonelli, Fabio
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Aurell, Erik
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Bernard, Carole
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Biagini, Francesca
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Hok, Julien
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Hubalek, Friedrich
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Hughston, Lane P.
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Iyigunler, Ismail
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International journal of theoretical and applied finance
Finance research letters
681
The journal of futures markets
678
Energy economics
451
Journal of banking & finance
382
International review of financial analysis
356
Research in international business and finance
303
Journal of payments strategy & systems
296
International review of economics & finance : IREF
285
Applied economics
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IMF Working Papers
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Economics letters
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Economic modelling
238
The North American journal of economics and finance : a journal of financial economics studies
237
Journal of risk and financial management : JRFM
222
NBER working paper series
211
Journal of international financial markets, institutions & money
209
Journal of empirical finance
192
Applied economics letters
186
Applied financial economics
184
The European journal of finance
176
Journal of econometrics
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Working paper / National Bureau of Economic Research, Inc.
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IMF Staff Country Reports
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Working paper
159
NBER Working Paper
143
Discussion paper / Tinbergen Institute
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Journal of financial economics
138
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
133
Financial innovation : FIN
131
Quantitative finance
129
The journal of finance : the journal of the American Finance Association
129
Journal of economic dynamics & control
124
Applied mathematical finance
123
Risks : open access journal
120
International journal of forecasting
116
SpringerLink / Bücher
116
The journal of derivatives : the official publication of the International Association of Financial Engineers
116
Finance and stochastics
115
European journal of operational research : EJOR
112
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ECONIS (ZBW)
267
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1
Cryptocurrencies in finance : review and applications
Flori, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012152998
Saved in:
2
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
3
Informationally dynamized Gaussian copula
Crépey, S.
;
Jeanblanc, Monique
;
Wu, Dong Li
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
Saved in:
4
Implications for
hedging
of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.
;
Pham, Duy
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-51
Persistent link: https://www.econbiz.de/10009783994
Saved in:
5
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
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
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
8
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
9
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
10
Detecting and modeling tail dependence
Bellini, Fabio
;
Figà-Talamanca, Gianna
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 269-287
Persistent link: https://www.econbiz.de/10002111461
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