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~isPartOf:"International journal of theoretical and applied finance"
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Risikomaß
46
Risk measure
46
Monte Carlo simulation
42
Monte-Carlo-Simulation
42
Option pricing theory
36
Optionspreistheorie
36
Theorie
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Benth, Fred Espen
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Oosterlee, Cornelis W.
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Milʹstejn, Grigorij N.
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
498
European journal of operational research : EJOR
239
Risks : open access journal
219
Journal of banking & finance
215
Journal of econometrics
179
Discussion paper / Tinbergen Institute
174
Journal of risk
139
Finance research letters
128
The journal of risk and insurance : the journal of the American Risk and Insurance Association
126
Applied economics
117
Economic modelling
116
Computational economics
107
Working paper
107
Energy economics
102
Physica A: Statistical Mechanics and its Applications
101
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
96
Economics letters
95
IMF Working Papers
95
Scandinavian actuarial journal
93
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
92
Journal of risk and financial management : JRFM
91
Quantitative finance
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
International journal of forecasting
85
International review of financial analysis
85
Working paper / National Bureau of Economic Research, Inc.
85
The North American journal of economics and finance : a journal of financial economics studies
83
NBER working paper series
81
NBER Working Paper
75
The journal of risk model validation
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Journal of empirical finance
71
Applied economics letters
70
Journal of economic dynamics & control
70
CEMMAP working papers / Centre for Microdata Methods and Practice
69
Finance and stochastics
68
The journal of operational risk
68
The journal of computational finance
67
Astin bulletin : the journal of the International Actuarial Association
64
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ECONIS (ZBW)
91
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1
Computation of Greeks for jump-diffusion models
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed Lalaoui Ben
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403918
Saved in:
2
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
Saved in:
3
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
4
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
Saved in:
5
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Saved in:
6
European options sensitivity with respect to the correlation for multidimensional Heston models
Abbas-Turki, Lokman A.
;
Lamberton, Damien
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010364767
Saved in:
7
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:
8
On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej
;
Vajsburd, Igor
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
Saved in:
9
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:
10
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
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