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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
208
Stochastischer Prozess
208
Volatility
156
Volatilität
156
Theorie
103
Theory
103
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101
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101
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83
Optionsgeschäft
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62
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47
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33
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option pricing
27
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Martingal
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Martingale
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Swap
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stochastic volatility
23
Incomplete market
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Unvollkommener Markt
22
Experiment
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Interest rate derivative
17
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17
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17
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17
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Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Takahashi, Akihiko
7
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
5
Siu, Tak Kuen
5
Avellaneda, Marco
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Račev, Svetlozar T.
4
Wu, Lixin
4
Arai, Takuji
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Chiarella, Carl
3
Cui, Zhenyu
3
Ehrhardt, Matthias
3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hoogland, J. K.
3
Hubalek, Friedrich
3
Hughston, Lane P.
3
Neumann, C. D. D.
3
Pallavicini, Andrea
3
Pistorius, Martijn
3
Radoičić, Radoš
3
Schmidt, Thorsten
3
Schoutens, Wim
3
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International journal of theoretical and applied finance
The Pakistan development review : PDR
1,832
The Indian economic journal
1,324
The Indian journal of economics
1,225
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
1,106
Economic & political weekly : a Sameeksha Trust publ.
1,073
MPRA Paper
1,022
Finance India : the quarterly journal of Indian Institute of Finance
944
Working Papers / eSocialSciences
943
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
943
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
901
The Asian economic review : journal of the Indian Institute of Economics
868
NBER working paper series
799
Economic developments in India : quarterly update : analysis, reports, policy documents
748
Working paper / National Bureau of Economic Research, Inc.
701
Working paper
699
Indian journal of agricultural economics
685
Policy research working paper : WPS
664
NBER Working Paper
654
Discussion paper series / IZA
645
Foreign trade review : quarterly journal of Indian Institute of Foreign Trade
628
IZA Discussion Papers
568
World Bank E-Library Archive
558
Economic affairs : quarterly journal of economics
526
SpringerLink / Bücher
469
Global business review
467
Journal of development economics
440
IZA Discussion Paper
406
Margin : quarterly journal of the National Council of Applied Economic Research
391
Pakistan economic and social review : incorporating the Punjab University economist ; bi-annual journal of the Department of Economics, University of the Punjab
389
World Bank Policy Research Working Paper
388
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
384
Praj̄nȧn : journal of social and management sciences
382
International journal of Indian culture and business management
376
The journal of development studies : JDS
367
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
359
The Indian journal of public administration : quarterly journal of the Indian Institute of Public Administration
354
Working Paper
345
Discussion paper / Centre for Economic Policy Research
344
Economic development and cultural change
334
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ECONIS (ZBW)
469
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1
A fast, stable and accurate numerical method for the black-scholes equation of American options
Ehrhardt, Matthias
;
Mickens, Ronald Elbert
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003759938
Saved in:
2
Storage options valuation using multilevel trees and calendar spreads
Manoliu, Mihaela
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 425-464
Persistent link: https://www.econbiz.de/10002108799
Saved in:
3
Pricing of the American put under Lévy processes
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
Saved in:
4
The spectral decomposition of the option value
Linetsky, Vadim
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 337-384
Persistent link: https://www.econbiz.de/10002111464
Saved in:
5
Closed form solutions for quadratic and inverse quadratic term structure models
Laurence, Peter
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1059-1083
Persistent link: https://www.econbiz.de/10003280034
Saved in:
6
Implied volatility trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
Saved in:
7
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:
8
Empirical exercise behavior of warrant holders and its consequences for warrant values
Koziol, Christian
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 245-268
Persistent link: https://www.econbiz.de/10003312734
Saved in:
9
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
10
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
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