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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
MPRA Paper
848
Economics Bulletin
622
Energy economics
610
Finance research letters
561
NBER working paper series
527
Working paper / National Bureau of Economic Research, Inc.
468
International review of financial analysis
419
NBER Working Paper
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NBER Working Papers
390
Applied economics
379
Journal of banking & finance
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International review of economics & finance : IREF
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361
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324
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321
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
296
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239
Journal of international money and finance
230
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218
Journal of risk and financial management : JRFM
210
LSE Research Online Documents on Economics
202
ECB Working Paper
192
Quantitative finance
191
Journal of financial economics
184
CESifo working papers
177
Pacific-Basin finance journal
173
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
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ECONIS (ZBW)
245
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1
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:
2
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:
3
Monte Carlo simulation of
volatility
clustering in market model with herding
Stauffer, Dietrich
(
contributor
)
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001372092
Saved in:
4
A simple model for option pricing with jumping stochastic
volatility
Herzel, Stefano
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 487-505
Persistent link: https://www.econbiz.de/10001255558
Saved in:
5
Uncertain parameters, an empirical stochastic
volatility
model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
6
Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of
volatility
Derman, Emanuel
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
Saved in:
7
A risk-neutral stochastic
volatility
model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
8
Information transmission across Eurodollar futures markets
Lim, Kian-Guan
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 235-245
Persistent link: https://www.econbiz.de/10001240155
Saved in:
9
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
10
Asymptotic arbitrage in the Heston model
Haba, Fatma
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011419412
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