//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Building winning algorithmic t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
170
Derivative
170
Option pricing theory
126
Optionspreistheorie
126
Theorie
89
Theory
89
Stochastic process
79
Stochastischer Prozess
79
Volatility
49
Volatilität
49
Credit risk
42
Kreditrisiko
42
Monte Carlo simulation
42
Monte-Carlo-Simulation
42
Hedging
38
Portfolio selection
34
Portfolio-Management
34
Option trading
29
Optionsgeschäft
29
Yield curve
25
Zinsstruktur
25
Swap
20
Black-Scholes model
19
Black-Scholes-Modell
19
Anlageverhalten
17
Behavioural finance
17
CAPM
16
Credit derivative
16
Kreditderivat
16
Markov chain
15
Markov-Kette
14
Statistical distribution
11
Statistische Verteilung
11
Financial analysis
10
Finanzanalyse
10
Interest rate derivative
10
Securities trading
10
Wertpapierhandel
10
Zinsderivat
10
CVA
9
more ...
less ...
Online availability
All
Undetermined
75
Type of publication
All
Article
237
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
240
Aufsatz in Zeitschrift
240
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
3
Sammelwerk
3
Mehrbändiges Werk
2
Multi-volume publication
2
more ...
less ...
Language
All
English
240
Author
All
Benth, Fred Espen
6
Brigo, Damiano
6
Cartea, Álvaro
5
Jaimungal, Sebastian
5
Avellaneda, Marco
4
Jeanblanc, Monique
4
Joshi, Mark S.
4
Oosterlee, Cornelis W.
4
Pallavicini, Andrea
4
Bernard, Carole
3
Bielecki, Tomasz R.
3
Capriotti, Luca
3
Crépey, Stéphane
3
Dahl, Lars O.
3
Hess, Markus
3
Takahashi, Akihiko
3
Antonelli, Fabio
2
Aurell, Erik
2
Bojarčenko, Svetlana I.
2
Buescu, Cristin
2
Carmona, René
2
Chiarella, Carl
2
Cialenco, Igor
2
Crépey, S.
2
Cui, Zhenyu
2
D'Ippoliti, Fernanda
2
Di Graziano, Giuseppe
2
Escobar, Marcos
2
Fabozzi, Frank J.
2
Feng, Qian
2
Fouque, Jean-Pierre
2
Gapeev, Pavel V.
2
Grasselli, Matheus
2
Grzelak, Lech A.
2
Hok, Julien
2
Jarrow, Robert A.
2
Kouritzin, Michael A.
2
Koziol, Christian
2
Lapeyre, Bernard
2
Leung, Tim
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of banking & finance
622
Finance research letters
583
NBER working paper series
580
The journal of futures markets
572
Working paper / National Bureau of Economic Research, Inc.
462
International review of financial analysis
449
Journal of financial economics
421
SpringerLink / Bücher
390
NBER Working Paper
385
Pacific-Basin finance journal
351
The journal of finance : the journal of the American Finance Association
331
The review of financial studies
306
Journal of financial and quantitative analysis : JFQA
286
International review of economics & finance : IREF
274
Management science : journal of the Institute for Operations Research and the Management Sciences
271
Applied economics
260
Research in international business and finance
244
Discussion paper / Centre for Economic Policy Research
230
Applied economics letters
228
Economics letters
224
Review of quantitative finance and accounting
221
European journal of operational research : EJOR
214
The European journal of finance
214
Journal of empirical finance
211
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
210
Energy economics
197
The North American journal of economics and finance : a journal of financial economics studies
197
Journal of financial markets
196
Journal of economic dynamics & control
189
Applied financial economics
186
Discussion paper / Tinbergen Institute
178
Working paper
178
Journal of econometrics
176
Economic modelling
172
Journal of economic behavior & organization : JEBO
170
The accounting review : a publication of the American Accounting Association
170
Journal of risk and financial management : JRFM
166
Technological forecasting & social change : an international journal
166
Journal of international financial markets, institutions & money
158
more ...
less ...
Source
All
ECONIS (ZBW)
240
Showing
1
-
10
of
240
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
2
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
3
Weighted Monte Carlo : a new technique for calibrating asset-pricing models
Avellaneda, Marco
(
contributor
)
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 91-119
Persistent link: https://www.econbiz.de/10001554218
Saved in:
4
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
5
Market making and portfolio liquidation under uncertainty
Nyström, Kaj
;
Aly, Sidi Mohamed Ould
;
Zhang, Changyong
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010437189
Saved in:
6
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
7
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
8
Simultaneous trading in 'lit' and dark pools
Crisafi, M. Alessandra
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011686741
Saved in:
9
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
10
A quasi-Monte Carlo algorithm for the normal inverse Gaussian distribution and valuation of financial derivatives
Benth, Fred Espen
;
Groth, Martin
;
Kettler, Paul C.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003380284
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->