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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~subject:"Börsenkurs"
~subject:"Volatility"
~type_genre:"Article in journal"
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Börsenkurs
Volatility
Theorie
566
Theory
566
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
Stochastischer Prozess
324
Volatilität
245
Portfolio selection
220
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220
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170
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Benth, Fred Espen
6
Brigo, Damiano
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Rebonato, Riccardo
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Takahashi, Akihiko
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4
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3
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2
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2
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2
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2
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2
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International journal of theoretical and applied finance
Finance research letters
1,213
International review of financial analysis
865
Journal of banking & finance
851
Energy economics
762
International review of economics & finance : IREF
669
Applied economics
659
Journal of financial economics
591
The journal of finance : the journal of the American Finance Association
585
Pacific-Basin finance journal
565
Applied economics letters
562
Applied financial economics
525
The North American journal of economics and finance : a journal of financial economics studies
515
Research in international business and finance
514
Economic modelling
502
The journal of futures markets
500
Journal of empirical finance
462
Journal of international financial markets, institutions & money
445
Economics letters
438
The review of financial studies
429
Journal of financial and quantitative analysis : JFQA
376
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
372
Review of quantitative finance and accounting
365
Journal of econometrics
357
Journal of international money and finance
336
The European journal of finance
326
Journal of risk and financial management : JRFM
317
International journal of economics and financial issues : IJEFI
275
International journal of economics and finance
270
Journal of financial markets
262
Quantitative finance
251
International journal of finance & economics : IJFE
247
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
236
Journal of economic dynamics & control
233
The journal of corporate finance : contracting, governance and organization
233
Global finance journal
226
Management science : journal of the Institute for Operations Research and the Management Sciences
222
International Journal of Energy Economics and Policy : IJEEP
215
Cogent economics & finance
208
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
206
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ECONIS (ZBW)
299
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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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