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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~subject:"Share price"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Share price
Volatilität
Theorie
566
Theory
566
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
Stochastischer Prozess
324
Volatility
245
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220
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220
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Benth, Fred Espen
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Rebonato, Riccardo
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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
1,009
Journal of banking & finance
851
International review of financial analysis
818
Energy economics
701
Applied economics
650
International review of economics & finance : IREF
621
Journal of financial economics
591
The journal of finance : the journal of the American Finance Association
581
Applied economics letters
549
Pacific-Basin finance journal
544
Applied financial economics
525
The North American journal of economics and finance : a journal of financial economics studies
515
Economic modelling
493
The journal of futures markets
482
Research in international business and finance
460
Journal of empirical finance
455
Economics letters
438
Journal of international financial markets, institutions & money
434
The review of financial studies
425
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
369
Journal of financial and quantitative analysis : JFQA
368
Review of quantitative finance and accounting
363
Journal of econometrics
357
Journal of international money and finance
324
Journal of risk and financial management : JRFM
317
The European journal of finance
312
International journal of economics and finance
270
International journal of economics and financial issues : IJEFI
267
Journal of financial markets
254
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
236
Quantitative finance
236
The journal of corporate finance : contracting, governance and organization
232
Journal of economic dynamics & control
227
International journal of finance & economics : IJFE
226
Global finance journal
216
Management science : journal of the Institute for Operations Research and the Management Sciences
212
Cogent economics & finance
208
International Journal of Energy Economics and Policy : IJEEP
205
Investment management and financial innovations
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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
Saved in:
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