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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
221
Stochastischer Prozess
221
Volatility
171
Volatilität
171
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150
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150
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Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
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Benth, Fred Espen
9
Fabozzi, Frank J.
8
Jeanblanc, Monique
7
Račev, Svetlozar T.
7
Takahashi, Akihiko
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6
Gapeev, Pavel V.
6
Madan, Dilip B.
6
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6
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5
Brigo, Damiano
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
5
Siu, Tak Kuen
5
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Avellaneda, Marco
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3
Brody, Dorje C.
3
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3
Chiarella, Carl
3
Cui, Zhenyu
3
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3
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
427
The journal of futures markets
398
Jurnalul de Studii Juridice
332
Journal of banking & finance
309
MPRA Paper
309
European journal of operational research : EJOR
289
Mathematical finance : an international journal of mathematics, statistics and financial theory
286
Journal of econometrics
262
The journal of computational finance
261
Finance and stochastics
257
The journal of derivatives : the official publication of the International Association of Financial Engineers
256
Applied mathematical finance
255
Quantitative finance
242
Discussion paper / Tinbergen Institute
239
Risks : open access journal
213
Economics letters
197
Review of derivatives research
189
Finance research letters
184
Journal of economic dynamics & control
178
Postmodern Openings
167
Research paper series / Swiss Finance Institute
167
Computational economics
144
International journal of forecasting
138
NBER working paper series
137
Working Paper
136
Management science : journal of the Institute for Operations Research and the Management Sciences
134
Revista romaneasca pentru educatie multidimensionala - Journal for Multidimensional Education
133
Journal of mathematical finance
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Working paper / National Bureau of Economic Research, Inc.
127
International journal of financial engineering
123
The European journal of finance
121
NBER Working Paper
114
The North American journal of economics and finance : a journal of financial economics studies
113
Economics Papers from University Paris Dauphine
112
Revista Romana de Sociologie
112
Swiss Finance Institute Research Paper
111
Working paper
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ECONIS (ZBW)
543
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1
Integral representations of probability density of stochastic volatility models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
Saved in:
2
Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
Alfonsi, Aurélien
;
Corbetta, Jacopo
;
Jourdain, Benjamin
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012019745
Saved in:
3
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:
4
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:
5
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:
6
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
Saved in:
7
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
8
The forward PDE for European options on stocks with fixed fractional jumps
Carr, Peter
;
Javaheri, Alireza
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 239-253
Persistent link: https://www.econbiz.de/10002679581
Saved in:
9
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:
10
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
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