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Search: isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
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stochastic volatility
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BRIGO, DAMIANO
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International Journal of Theoretical and Applied Finance (IJTAF)
564
International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
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1
Kelly trading and market equilibrium
Bermin, Hans-Peter
;
Holm, Magnus
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014305905
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2
Dollar cost averaging returns estimation
Brown, Hayden
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014305915
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3
Approximating option prices under large changes of underlying asset prices
Jun, Jae-Yun
;
Rakotondratsimba, Yves
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014305917
Saved in:
4
Bounded strategies for maximizing the sharpe ratio
Ye, Jiang
;
Wang, Yiwei
;
Raza, Muhammad Wajid
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014305921
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5
An empirical analysis of option pricing with short sell bans
Alfeus, Mesias
;
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013371029
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6
Dividends and compound poisson processes : a new stochastic stock price model
Gankhuu, Battulga
;
Kleinow, Jacob
;
Lkhamsuren, Altangerel
; …
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10013371034
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7
Martingale representations in progressive enlargement by multivariate point processes
Calzolari, Antonella
;
Torti, Barbara
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013371038
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8
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
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9
Optimal cross-currency mortgage decisions
Lütkebohmert-Holtz, Eva
;
Falk, Thorsten
;
Zhu, Tianjiao
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10013371057
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10
A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.
;
Elliott, Robert J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
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