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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Tübinger Diskussionsbeiträge"
~subject:"Fourier Analysis"
~subject:"Option pricing theory"
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International journal of theoretical and applied finance
Tübinger Diskussionsbeiträge
The journal of computational finance
16
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quantitative finance
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ECONIS (ZBW)
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The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
2
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
3
Reflected BSDEs with stochastic monotone generator and application to valuing American options
Marzougue, Mohamed
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012496720
Saved in:
4
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
5
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:
6
Explicit Heston solutions and stochastic approximation for path-dependent option pricing
Kouritzin, Michael A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011846484
Saved in:
7
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
8
On robustness of the black-scholes partial differential equation model
Mastinsek, Miklavz
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011455391
Saved in:
9
Modeling and pricing precipitation derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011568818
Saved in:
10
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette
;
Chevalier, Etienne
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
Saved in:
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