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~isPartOf:"International journal of theoretical and applied finance"
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Theorie
220
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220
Option pricing theory
210
Optionspreistheorie
210
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149
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149
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137
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111
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Elliott, Robert J.
12
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6
Takahashi, Akihiko
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Avellaneda, Marco
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Bouchaud, Jean-Philippe
5
Fabozzi, Frank J.
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5
Rebonato, Riccardo
5
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4
Bielecki, Tomasz R.
4
Gapeev, Pavel V.
4
Hess, Markus
4
Jeanblanc, Monique
4
Kwok, Yue-Kuen
4
Leung, Tim
4
Levendorskij, Sergej Z.
4
Macrina, Andrea
4
Platen, Eckhard
4
Rutkowski, Marek
4
Schoutens, Wim
4
Siu, Tak Kuen
4
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3
Aurell, Erik
3
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3
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3
Benth, Fred Espen
3
Brigo, Damiano
3
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3
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3
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3
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3
Gil-Alaña, Luis A.
3
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3
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3
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3
Korn, Ralf
3
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3
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3
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3
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3
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
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International journal of theoretical and applied finance
NBER working paper series
3,380
Working paper / National Bureau of Economic Research, Inc.
3,226
European journal of operational research : EJOR
2,879
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2,786
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2,615
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2,393
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2,052
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1,987
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1,923
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1,830
International journal of production research
1,787
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1,768
International journal of forecasting
1,679
International journal of production economics
1,616
Journal of economic dynamics & control
1,535
Discussion paper / Tinbergen Institute
1,450
Physica A: Statistical Mechanics and its Applications
1,417
Applied economics letters
1,314
Journal of banking & finance
1,271
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Technological forecasting & social change : an international journal
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Finance research letters
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1,026
Management science : journal of the Institute for Operations Research and the Management Sciences
1,011
Journal of forecasting
995
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
967
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
905
International review of economics & finance : IREF
900
Discussion papers / CEPR
880
Journal of economic behavior & organization : JEBO
875
Journal of business research : JBR
851
Journal of macroeconomics
826
Games and economic behavior
808
International review of financial analysis
786
Working paper series / European Central Bank
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ECONIS (ZBW)
510
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1
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510
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1
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:
2
The classification of term structure shapes in the two-factor vasicek
model
: a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
3
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
4
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
5
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
6
An arithmetic pure-jump multi-curve interest rate
model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
7
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
8
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:
9
Polynomial term structure models
Cheng, Si
;
Tehranchi, Michael R.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650336
Saved in:
10
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
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