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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
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Volatility
245
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Stochastic process
236
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Benth, Fred Espen
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6
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4
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Cui, Zhenyu
3
Ehrhardt, Matthias
3
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International journal of theoretical and applied finance
International journal of forecasting
1,623
Finance research letters
936
Journal of forecasting
906
Energy economics
889
NBER working paper series
826
Working paper / National Bureau of Economic Research, Inc.
730
NBER Working Paper
705
Journal of econometrics
694
Journal of banking & finance
691
Applied economics
680
International review of financial analysis
615
The journal of futures markets
604
Economic modelling
580
Working paper
543
Economics letters
532
Applied economics letters
510
International review of economics & finance : IREF
491
European journal of operational research : EJOR
480
The North American journal of economics and finance : a journal of financial economics studies
474
Discussion paper / Centre for Economic Policy Research
469
Discussion paper / Tinbergen Institute
462
Journal of empirical finance
432
Insurance / Mathematics & economics
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
412
Applied financial economics
391
Quantitative finance
373
Research in international business and finance
372
Computational economics
354
Technological forecasting & social change : an international journal
354
Risks : open access journal
345
Journal of international money and finance
336
Journal of risk and financial management : JRFM
335
Journal of economic dynamics & control
333
Journal of financial economics
331
CESifo working papers
326
The European journal of finance
311
IMF working papers
307
Journal of international financial markets, institutions & money
306
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
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ECONIS (ZBW)
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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
A simple time-consistent model for the forward density process
Hult, Henrik
;
Lindskog, Filip
;
Nykvist, Johan
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010243619
Saved in:
3
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:
4
Lower bound approximation to basket option values for local
volatility
jump-diffusion models
Xu, Guoping
;
Zheng, Harry
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010363942
Saved in:
5
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:
6
Skew and implied leverage effect : smile dynamics revisited
Vargas, Vincent
;
Dao, Tung-Lam
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011403762
Saved in:
7
Credit modeling under jump diffusions with exponentially distributed jumps : stable calibration, dynamics and GAP risk
Hellmich, Martin
;
Kassberger, Stefan
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009779752
Saved in:
8
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:
9
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:
10
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
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