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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
212
Stochastischer Prozess
212
Volatility
176
Volatilität
176
Theorie
148
Theory
148
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111
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111
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108
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71
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56
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30
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option pricing
27
Swap
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Incomplete market
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Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Elliott, Robert J.
8
Benth, Fred Espen
7
Takahashi, Akihiko
7
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Schoutens, Wim
6
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
5
Račev, Svetlozar T.
5
Rebonato, Riccardo
5
Siu, Tak Kuen
5
Wu, Lixin
5
Avellaneda, Marco
4
Bouchaud, Jean-Philippe
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Hughston, Lane P.
4
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Madan, Dilip B.
4
Yamazaki, Akira
4
Arai, Takuji
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Brody, Dorje C.
3
Carr, Peter
3
Chiarella, Carl
3
Cui, Zhenyu
3
Dahl, Lars O.
3
Ehrhardt, Matthias
3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
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International journal of theoretical and applied finance
Discussion paper series / IZA
3,072
Working paper / National Bureau of Economic Research, Inc.
3,007
NBER working paper series
2,954
NBER Working Paper
2,566
Applied economics
2,054
CESifo working papers
1,673
Discussion paper / Centre for Economic Policy Research
1,671
International journal of forecasting
1,629
IZA Discussion Papers
1,591
Applied economics letters
1,401
IZA Discussion Paper
1,315
Working paper
1,266
Economic modelling
1,091
Economics letters
956
CESifo Working Paper
953
Journal of forecasting
922
Discussion paper
920
Journal of banking & finance
911
Finance research letters
905
Energy economics
873
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
848
Working Paper
816
NBER Working Papers
790
MPRA Paper
782
Journal of econometrics
751
ECB Working Paper
714
Discussion paper / Tinbergen Institute
705
International review of economics & finance : IREF
704
Journal of international money and finance
630
CESifo Working Paper Series
626
Applied financial economics
619
International review of financial analysis
604
The journal of futures markets
604
ZEW discussion papers
598
Discussion papers / CEPR
590
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
585
Working paper series / European Central Bank
572
ZEW Discussion Papers
535
Research paper series / Swiss Finance Institute
526
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ECONIS (ZBW)
565
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1
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
2
Real options with priced regime-switching risk
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009784006
Saved in:
3
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
4
Pricing and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
Saved in:
5
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
6
Pricing and hedging barrier options in a hyper-exponential additive model
Jeannin, Marc
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 657-681
Persistent link: https://www.econbiz.de/10008904332
Saved in:
7
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
8
An analysis of the supply curve for liquidity risk through book data
Blais, Marcel
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
Saved in:
9
Solving the Asian option PDE using Lie symmetry methods
Caister, Nicolette C.
;
O'Hara, John G.
;
Govinder, Keshlan S.
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1265-1277
Persistent link: https://www.econbiz.de/10008906161
Saved in:
10
Monotonicity in the volatility of single-barrier option prices
Eriksson, Jonatan
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 987-996
Persistent link: https://www.econbiz.de/10003380317
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