//--> //--> //--> //-->
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:"Zubelli, Jorge P."
~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
Theorie
9
Theory
9
Option pricing theory
8
Optionspreistheorie
8
Stochastic process
7
Stochastischer Prozess
7
Portfolio selection
6
Portfolio-Management
6
Volatility
5
Volatilität
5
Probability theory
3
Risikomaß
3
Risk measure
3
Wahrscheinlichkeitsrechnung
3
Black-Scholes model
2
Black-Scholes-Modell
2
Derivat
2
Derivative
2
Measurement
2
Messung
2
Risiko
2
Risk
2
fractional Brownian motion
2
Anlageverhalten
1
Arbitrage
1
Asset-Backed Securities
1
Asset-backed securities
1
Behavioural finance
1
CAPM
1
Commodity derivative
1
Convex regularization
1
Correlation
1
Credit
1
Credit risk
1
Estimation theory
1
European call option prices for inform traders
1
Factor analysis
1
Factor models
1
Faktorenanalyse
1
Financial economics
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
17
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
20
Collection of articles of several authors
3
Konferenzschrift
3
Sammelwerk
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
Author
All
Fabozzi, Frank J.
Zubelli, Jorge P.
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
Gapeev, Pavel V.
7
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 ...
Institution
All
IMPA Research in Options Meetings <2006-2017, Rio de Janeiro>
3
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
The journal of fixed income : JFI
9
Finance research letters
8
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 European journal of finance
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
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Preface: special issue on the IMPA research in options meetings, Rio de Janeiro 2006-2017, part 3
Avellaneda, Marco
;
Dupire, Bruno
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012013094
Saved in:
3
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:
4
Special issue on the IMPA research in options meetings, Rio de Janeiro 2006-2017, part 3
Avellaneda, Marco
(
ed.
);
Dupire, Bruno
(
ed.
); …
-
IMPA Research in Options Meetings <2006-2017, Rio de …
-
2019
Persistent link: https://www.econbiz.de/10012012759
Saved in:
5
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
6
Special issue on the IMPA research in options meetings, Rio de Janeiro 2006-2017, part 1
Avellaneda, Marco
(
ed.
);
Dupire, Bruno
(
ed.
); …
-
IMPA Research in Options Meetings <2006-2017, Rio de …
-
2018
Persistent link: https://www.econbiz.de/10011894051
Saved in:
7
Special issue on the IMPA research in options meetings, Rio de Janeiro 2006-2017, part 2
Avellaneda, Marco
(
ed.
);
Dupire, Bruno
(
ed.
); …
-
IMPA Research in Options Meetings <2006-2017, Rio de …
-
2018
Persistent link: https://www.econbiz.de/10011926604
Saved in:
8
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->