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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
Stochastischer Prozess
324
Volatility
245
Volatilität
245
Theorie
218
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option pricing
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Levendorskij, Sergej Z.
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Kwok, Yue-Kuen
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Benth, Fred Espen
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Fabozzi, Frank J.
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Jeanblanc, Monique
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Gapeev, Pavel V.
7
Takahashi, Akihiko
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Brigo, Damiano
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5
Bojarčenko, Svetlana I.
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Macrina, Andrea
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Oosterlee, Cornelis W.
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Račev, Svetlozar T.
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Siu, Tak Kuen
5
Brody, Dorje C.
4
Cartea, Álvaro
4
Ekström, Erik
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Hess, Markus
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Hughston, Lane P.
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Hui, Cho H.
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Lo, C. F.
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Rebonato, Riccardo
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Antonelli, Fabio
3
Arai, Takuji
3
Bayraktar, Erhan
3
Bernard, Carole
3
Biagini, Francesca
3
Boyarchenko, Mitya
3
Capriotti, Luca
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International journal of theoretical and applied finance
MPRA Paper
2,123
Working Paper
927
ECB Working Paper
845
European journal of operational research : EJOR
746
Energy economics
734
Finance research letters
718
CESifo Working Paper
665
NBER working paper series
652
CEPR Discussion Papers
605
NBER Working Papers
593
CESifo working papers
579
The journal of futures markets
556
CESifo Working Paper Series
549
Working paper / National Bureau of Economic Research, Inc.
545
Journal of banking & finance
533
IMF Working Paper
502
NBER Working Paper
494
Working paper
482
Discussion paper / Tinbergen Institute
477
Journal of econometrics
477
International review of financial analysis
461
Applied economics
432
Economic modelling
425
International review of economics & finance : IREF
405
Tinbergen Institute Discussion Paper
402
The North American journal of economics and finance : a journal of financial economics studies
381
Working paper series / European Central Bank
368
Insurance / Mathematics & economics
361
Finance and stochastics
349
Economics letters
343
Mathematical finance : an international journal of mathematics, statistics and financial theory
334
Quantitative finance
333
Journal of economic dynamics & control
331
Research paper series / Swiss Finance Institute
316
Applied economics letters
313
Applied mathematical finance
306
Journal of empirical finance
305
Research in international business and finance
300
Applied financial economics
299
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ECONIS (ZBW)
650
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1
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:
2
Sensitivity analysis and density estimation for the Hobson-Rogers stochastic
volatility
model
Kawai, Reiichiro
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003867401
Saved in:
3
Modern logarithms for the Heston model
Fahrner, Ingo
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10003415501
Saved in:
4
Componentwise splitting methods for pricing American options under stochastic
volatility
Ikonen, Samuli
;
Toivanen, Jari
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 331-361
Persistent link: https://www.econbiz.de/10003441984
Saved in:
5
Small-time asymptotics for implied volitility under the Heston model
Forde, Martin
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 861-876
Persistent link: https://www.econbiz.de/10003911247
Saved in:
6
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
Saved in:
7
Efficient, almost exact simulation of the heston stochastic
volatility
model
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10008860425
Saved in:
8
Computation of
volatility
in stochastic
volatility
models with high frequency data
Barucci, Emilio
;
Mancino, Maria Elvira
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 767-787
Persistent link: https://www.econbiz.de/10008904328
Saved in:
9
Regime-switching recombining tree for option pricing
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 479-499
Persistent link: https://www.econbiz.de/10008904355
Saved in:
10
Exact pricing with stochastic
volatility
and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
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