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~isPartOf:"International journal of theoretical and applied finance"
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Volatility
245
Volatilität
245
Option pricing theory
233
Optionspreistheorie
233
Stochastic process
173
Stochastischer Prozess
173
Derivat
170
Derivative
170
Theorie
140
Theory
140
Option trading
51
Optionsgeschäft
51
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45
Black-Scholes-Modell
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Credit risk
44
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44
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44
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stochastic volatility
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Kreditderivat
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Experiment
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Estimation
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Schätzung
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option pricing
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Börsenkurs
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Interest rate derivative
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Benth, Fred Espen
8
Brigo, Damiano
8
Takahashi, Akihiko
6
Pallavicini, Andrea
5
Chiarella, Carl
4
Elliott, Robert J.
4
Hess, Markus
4
Jeanblanc, Monique
4
Oosterlee, Cornelis W.
4
Rebonato, Riccardo
4
Antonelli, Fabio
3
Avellaneda, Marco
3
Bernard, Carole
3
Bielecki, Tomasz R.
3
Buescu, Cristin
3
Capriotti, Luca
3
Carmona, René
3
Cui, Zhenyu
3
Fabozzi, Frank J.
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gapeev, Pavel V.
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Levendorskij, Sergej Z.
3
Liu, Rui Hua
3
Michielon, Matteo
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Mijatovi´c, Aleksandar
3
Platen, Eckhard
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Radoičić, Radoš
3
Račev, Svetlozar T.
3
Rutkowski, Marek
3
Schoutens, Wim
3
Siu, Tak Kuen
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Albanese, Claudio
2
Alòs, Elisa
2
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International journal of theoretical and applied finance
Energy economics
1,058
The journal of futures markets
900
Working paper / National Bureau of Economic Research, Inc.
769
NBER working paper series
760
Finance research letters
755
NBER Working Paper
663
Journal of banking & finance
622
Applied economics
609
International review of financial analysis
525
International review of economics & finance : IREF
464
Economic modelling
458
Economics letters
448
Journal of econometrics
426
The North American journal of economics and finance : a journal of financial economics studies
389
Working paper
388
Applied economics letters
377
Applied financial economics
374
Research in international business and finance
362
Discussion paper / Centre for Economic Policy Research
342
Journal of empirical finance
331
Journal of international financial markets, institutions & money
299
Journal of international money and finance
286
Discussion paper / Tinbergen Institute
277
Journal of financial economics
265
Journal of risk and financial management : JRFM
259
MPRA Paper
250
Quantitative finance
250
The European journal of finance
250
International Journal of Energy Economics and Policy : IJEEP
241
CESifo working papers
240
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
230
The journal of finance : the journal of the American Finance Association
227
IMF working papers
216
Journal of economic dynamics & control
213
Pacific-Basin finance journal
212
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
American journal of agricultural economics
206
International journal of forecasting
196
IMF Working Papers
189
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ECONIS (ZBW)
392
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1
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392
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1
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
2
Regime-switched
volatility
of brent crude oil futures with Markov-switching ARCH model
Chiu, Tien-yu
;
Shieh, Shwu-Jane
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 113-124
Persistent link: https://www.econbiz.de/10003855754
Saved in:
3
Multiscale stochastic
volatility
model for derivatives on futures
Fouque, Jean-Pierre
;
Saporito, Yuri F.
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010498865
Saved in:
4
Volatility
and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
5
Energy spot
price
models and spread options pricing
Hikspoors, Samuel
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1111-1135
Persistent link: https://www.econbiz.de/10003632058
Saved in:
6
Valuation of options on oil futures under the 3/4 oil
price
model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
7
Commodity
price
dynamics and
derivative
valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
8
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
9
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
10
Smile modeling in commodity markets
Nastasi, Emanuele
;
Pallavicini, Andrea
;
Sartorelli, Giulio
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
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