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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
268
Optionspreistheorie
268
Volatility
245
Volatilität
245
Stochastic process
188
Stochastischer Prozess
188
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177
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option pricing
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Benth, Fred Espen
9
Brigo, Damiano
8
Takahashi, Akihiko
6
Elliott, Robert J.
5
Pallavicini, Andrea
5
Siu, Tak Kuen
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Bielecki, Tomasz R.
4
Chiarella, Carl
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Hess, Markus
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Jeanblanc, Monique
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Oosterlee, Cornelis W.
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Platen, Eckhard
4
Rebonato, Riccardo
4
Rutkowski, Marek
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Schoutens, Wim
4
Antonelli, Fabio
3
Arai, Takuji
3
Avellaneda, Marco
3
Bernard, Carole
3
Buescu, Cristin
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Capriotti, Luca
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3
Meyer-Brandis, Thilo
3
Michielon, Matteo
3
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3
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3
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International journal of theoretical and applied finance
Energy economics
1,744
China economic review : an international journal
1,629
Finance research letters
1,557
NBER working paper series
1,300
The journal of futures markets
1,215
Applied economics
1,188
Working paper / National Bureau of Economic Research, Inc.
1,153
NBER Working Paper
1,043
International review of economics & finance : IREF
1,020
Economic modelling
929
International review of financial analysis
897
Issues & studies : a social science quarterly on China, Taiwan, and East Asian affairs
859
Journal of banking & finance
831
Applied economics letters
829
Pacific-Basin finance journal
728
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
689
Working paper
668
Research in international business and finance
629
China & world economy
625
Asian Agricultural Research
599
SpringerLink / Bücher
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Discussion paper series / IZA
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The Chinese economy
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IZA Discussion Papers
546
The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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The China quarterly : an international journal for the study of China
498
Discussion paper / Centre for Economic Policy Research
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Technological forecasting & social change : an international journal
468
IMF working papers
455
MPRA Paper
444
Applied financial economics
442
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
440
Journal of econometrics
428
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
417
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
413
Journal of international money and finance
409
IZA Discussion Paper
408
Journal of Asian economics
408
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ECONIS (ZBW)
461
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1
Commodity price dynamics and
derivative
valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
2
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:
3
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
4
Regime-switched
volatility
of brent crude oil futures with Markov-switching ARCH model
Chiu, Tien-yu
;
Shieh, Shwu-Jane
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 113-124
Persistent link: https://www.econbiz.de/10003855754
Saved in:
5
Multiscale stochastic
volatility
model for derivatives on futures
Fouque, Jean-Pierre
;
Saporito, Yuri F.
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
Saved in:
6
Volatility
and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
7
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:
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
Hedging
(co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
10
Volatility
derivatives and model-free implied leverage
Fukasawa, Masaaki
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010363969
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