//--> //--> //--> //-->
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
~person:"Gapeev, Pavel V."
~person:"Leung, Tim"
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
Search: "International journal of theoretical and applied finance"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
10
Stochastischer Prozess
10
Option pricing theory
7
Optionspreistheorie
7
Theorie
4
Theory
4
Derivat
3
Derivative
3
Markov chain
3
Markov-Kette
3
Portfolio selection
3
Portfolio-Management
3
Search theory
3
Suchtheorie
3
geometric Brownian motion
3
CAPM
2
Credit derivative
2
Credit risk
2
Dividend
2
Dividende
2
Kreditderivat
2
Kreditrisiko
2
Mean Reversion
2
Mean reversion
2
Transaction costs
2
Transaktionskosten
2
initial and progressive enlargements of filtrations
2
maturity randomization
2
Aktienoption
1
Analysis
1
Black-Scholes model
1
Black-Scholes-Modell
1
Cash Flow
1
Cash flow
1
Contingent claims
1
Control theory
1
Credit derivatives
1
Default risk premium
1
Default times
1
Employee stock options
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Gapeev, Pavel V.
Leung, Tim
Elliott, Robert J.
14
Benth, Fred Espen
13
Fabozzi, Frank J.
13
Kwok, Yue-Kuen
13
Levendorskij, Sergej Z.
13
Madan, Dilip B.
13
Avellaneda, Marco
12
Schoutens, Wim
12
Brigo, Damiano
11
Jeanblanc, Monique
11
Korn, Ralf
10
FABOZZI, FRANK J.
9
Račev, Svetlozar T.
9
Rutkowski, Marek
9
BRIGO, DAMIANO
8
Bouchaud, Jean-Philippe
8
Platen, Eckhard
8
Rebonato, Riccardo
8
TAKAHASHI, AKIHIKO
8
Zubelli, Jorge P.
8
Arai, Takuji
7
ELLIOTT, ROBERT J.
7
Hughston, Lane P.
7
Jaimungal, Sebastian
7
Jarrow, Robert A.
7
Konno, Hiroshi
7
Lipton, Alexander
7
Pallavicini, Andrea
7
Takahashi, Akihiko
7
Wilmott, Paul
7
Wu, Lixin
7
Bielecki, Tomasz R.
6
Cartea, Álvaro
6
Joshi, Mark S.
6
Liu, Rui Hua
6
Macrina, Andrea
6
Meyer-Brandis, Thilo
6
Pistorius, Martijn
6
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
15
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
2
First-to-default and second-to-default options in models with various information flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012652666
Saved in:
3
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
4
A top-down approach for the multiple exercises and valuation of employee stock options
Leung, Tim
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270937
Saved in:
5
Effort expenditure for cash flow in a mean-field equilibrium
Donnelly, Ryan
;
Leung, Tim
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012030894
Saved in:
6
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:
7
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
8
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
9
Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Leung, Tim
;
Park, Hyungbin
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011734273
Saved in:
10
Optimal mean reversion trading with transaction costs and stop-loss exit
Leung, Tim
;
Li, Xin
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403754
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->