//--> //--> //--> //-->
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
~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gapeev, Pavel V."
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
12
Stochastischer Prozess
12
Option pricing theory
11
Optionspreistheorie
11
Theorie
9
Theory
9
Portfolio selection
5
Portfolio-Management
5
Markov chain
4
Markov-Kette
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Derivat
3
Derivative
3
Volatility
3
Volatilität
3
geometric Brownian motion
3
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Credit risk
2
Dividend
2
Dividende
2
Kreditrisiko
2
Measurement
2
Messung
2
Option trading
2
Optionsgeschäft
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
fractional Brownian motion
2
initial and progressive enlargements of filtrations
2
Analysis
1
Anlageverhalten
1
Arbitrage
1
Asset-Backed Securities
1
Asset-backed securities
1
Behavioural finance
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
19
Language
All
English
Author
All
Fabozzi, Frank J.
Gapeev, Pavel V.
Benth, Fred Espen
13
Elliott, Robert J.
13
Kwok, Yue-Kuen
13
Levendorskij, Sergej Z.
13
Avellaneda, Marco
12
Madan, Dilip B.
12
Schoutens, Wim
12
Brigo, Damiano
11
Jeanblanc, Monique
10
Korn, Ralf
9
Račev, Svetlozar T.
9
Rutkowski, Marek
9
Bouchaud, Jean-Philippe
8
Leung, Tim
8
Platen, Eckhard
8
Rebonato, Riccardo
8
Zubelli, Jorge P.
8
Jaimungal, Sebastian
7
Konno, Hiroshi
7
Takahashi, Akihiko
7
Wilmott, Paul
7
Wu, Lixin
7
Arai, Takuji
6
Bielecki, Tomasz R.
6
Cartea, Álvaro
6
Hughston, Lane P.
6
Joshi, Mark S.
6
Lipton, Alexander
6
Liu, Rui Hua
6
Macrina, Andrea
6
Meyer-Brandis, Thilo
6
Pallavicini, Andrea
6
Aurell, Erik
5
Biagini, Francesca
5
Bojarčenko, Svetlana I.
5
Chiarella, Carl
5
Ekström, Erik
5
Friedman, Craig
5
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
Applied economics
10
Journal of banking & finance
10
European journal of operational research : EJOR
9
Finance research letters
9
The journal of fixed income : JFI
9
Applied financial economics
7
Computational economics
6
International review of financial analysis
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Applied financial economics letters
3
Insurance / Mathematics & economics
3
Journal / The Capco Institute : journal of financial transformation
3
Review of quantitative finance and accounting
3
The journal of financial research
3
Annals of economics and finance
2
Annals of finance
2
Applied mathematical finance
2
Emerging markets review
2
Energy economics
2
Financial analysts' journal : FAJ
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of pension economics and finance
2
Mathematical methods of operations research
2
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
4
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:
5
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
6
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:
7
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
8
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
9
Factor uniqueness in the S&P 500 universe : can proprietary factors exist?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009779764
Saved in:
10
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->