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~isPartOf:"International journal of theoretical and applied finance"
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Derivat
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Brigo, Damiano
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Benth, Fred Espen
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Jeanblanc, Monique
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Pallavicini, Andrea
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Capriotti, Luca
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Hess, Markus
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Buescu, Cristin
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Fouque, Jean-Pierre
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Walker, Michael B.
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Wang, Yongjin
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Albanese, Claudio
1
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International journal of theoretical and applied finance
The journal of futures markets
395
Journal of banking & finance
178
IMF Working Papers
151
SpringerLink / Bücher
136
Energy economics
123
NBER working paper series
81
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
75
International review of financial analysis
74
Working paper / National Bureau of Economic Research, Inc.
73
Finance research letters
70
IMF Staff Country Reports
69
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
Journal of media business studies
65
International review of economics & finance : IREF
64
NBER Working Paper
64
Quantitative finance
64
The European journal of finance
62
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
56
Working paper
54
Advances in futures and options research : a research annual
52
The journal of media economics
52
Applied economics
49
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
JMM : the international journal on media management
47
Finance and stochastics
45
The journal of fixed income
45
Economics letters
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
44
Applied economics letters
43
The journal of computational finance
43
Wiley finance series
40
Discussion paper / Centre for Economic Policy Research
39
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ECONIS (ZBW)
170
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1
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
2
Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003312719
Saved in:
3
On finite dimensional realizations for the term structure of futures prices
Björk, Tomas
;
Blix, Magnus
;
Landén, Camilla
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 281-314
Persistent link: https://www.econbiz.de/10003344282
Saved in:
4
A dynamic approach to the modeling of correlation credit derivatives using Markov chains
Di Graziano, Giuseppe
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10003847557
Saved in:
5
Pricing of exotic energy derivatives based on arithmetic spot models
Benth, Fred Espen
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 491-506
Persistent link: https://www.econbiz.de/10003879078
Saved in:
6
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Saved in:
7
Explicit solutions for a nonlinear model of financial derivatives
Bordag, L. A.
;
Chmakova, Alina Y.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003415479
Saved in:
8
Variance term structure and VIX futures pricing
Zhu, Yingzi
;
Zhang, Jin E.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10003415735
Saved in:
9
Defaultable Lévy Libor rates and credit derivatives
Huehne, Florian
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 407-435
Persistent link: https://www.econbiz.de/10003463421
Saved in:
10
Optimal hedging of derivatives with transaction costs
Aurell, Erik
;
Muratore-Ginanneschi, Paolo
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1051-1069
Persistent link: https://www.econbiz.de/10003424366
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