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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~subject:"Australia"
~subject:"Share price"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Australia
Share price
Volatilität
Theorie
566
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566
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
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Benth, Fred Espen
6
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Rebonato, Riccardo
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3
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Stauffer, Dietrich
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3
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2
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Gil-Alaña, Luis A.
2
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International journal of theoretical and applied finance
Finance research letters
1,017
Journal of banking & finance
889
Applied economics
858
International review of financial analysis
847
Energy economics
780
The Australian economic review
737
The economic record : er
664
Pacific-Basin finance journal
657
International review of economics & finance : IREF
636
Journal of financial economics
593
Applied financial economics
590
The journal of finance : the journal of the American Finance Association
584
Applied economics letters
580
Economic modelling
546
The North American journal of economics and finance : a journal of financial economics studies
521
The journal of futures markets
504
Economic papers : a journal of applied economics and policy
495
Economics letters
473
Research in international business and finance
468
Journal of international financial markets, institutions & money
461
Journal of empirical finance
460
The review of financial studies
426
Journal of financial and quantitative analysis : JFQA
375
Review of quantitative finance and accounting
373
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
372
Journal of econometrics
362
Australian economic papers
344
Journal of international money and finance
337
Journal of risk and financial management : JRFM
333
The European journal of finance
315
The journal of industrial relations : the journal of the Industrial Relations Society of Australia
310
Australian bulletin of labour
305
Australian journal of management
291
International journal of economics and finance
284
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
273
International journal of economics and financial issues : IJEFI
272
The economic and labour relations review : ELRR
264
Journal of financial markets
261
The journal of corporate finance : contracting, governance and organization
237
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ECONIS (ZBW)
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1
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
2
Decomposition formula for rough Volterra stochastic volatility models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
3
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
Fukasawa, Masaaki
;
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012662027
Saved in:
4
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
5
Insider trading with temporary price impact
Barger, Weston
;
Donnelly, Ryan
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012650316
Saved in:
6
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
7
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
8
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
Saved in:
9
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
10
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
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