//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"dependence"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Correlation
32
Korrelation
32
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
13
Stochastischer Prozess
13
Theorie
12
Theory
12
Volatility
11
Volatilität
11
Derivat
7
Derivative
7
Capital income
5
Estimation
5
Kapitaleinkommen
5
Multivariate Verteilung
5
Multivariate distribution
5
Schätzung
5
CAPM
4
Credit risk
4
Kreditrisiko
4
Multivariate Analyse
4
Multivariate analysis
4
Option trading
4
Optionsgeschäft
4
Portfolio selection
4
Portfolio-Management
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Financial market
3
Finanzmarkt
3
Heston model
3
Lévy processes
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
Yield curve
3
Zinsstruktur
3
correlation
3
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Conference paper
2
Konferenzbeitrag
2
Language
All
English
39
Author
All
Guhr, Thomas
3
Schäfer, Rudi
3
Ehrhardt, Matthias
2
Günther, Michael
2
Romo, Jacinto Marabel
2
Schmitt, Thilo A.
2
Teng, Long
2
Abbas-Turki, Lokman A.
1
Aly, Sidi Mohamed Ould
1
Audeguil, Emilien
1
Bernard, Carole
1
Brigo, Damiano
1
Brummelhuis, Raymond
1
Ceccacci, Silvia
1
Chang, Iksoo
1
Chetalova, Desislava
1
Coffey, Brian
1
Cont, Rama
1
Cordóba, Antonio
1
D'Addona, Stefano
1
De Malherbe, Etienne
1
Dette, Holger
1
Di Graziano, Giuseppe
1
Dimitroff, Georgi
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Focardi, Sergio M.
1
Frestad, Dennis
1
Galka, Andreas
1
Golosnoy, Vasyl
1
Guillaume, Florence
1
Götz, Barbara
1
Herwartz, Helmut
1
Horst, Enrique ter
1
Jabłecki, Juliusz
1
Krehbiel, Timothy L.
1
Kwan, Clarence C. Y.
1
Laloux, Laurent
1
Lamberton, Damien
1
Lavagnini, Silvia
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
218
NBER Working Paper
184
Working paper / National Bureau of Economic Research, Inc.
181
Journal of econometrics
173
Economics letters
145
Applied economics
132
Discussion paper series / IZA
132
Economic modelling
121
Energy economics
112
Insurance / Mathematics & economics
105
Finance research letters
103
Journal of banking & finance
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Applied economics letters
86
CESifo working papers
82
Discussion paper / Tinbergen Institute
80
International review of financial analysis
68
Journal of economic behavior & organization : JEBO
66
Journal of empirical finance
65
Research in international business and finance
62
Working paper
58
International review of economics & finance : IREF
57
Econometric reviews
56
European journal of operational research : EJOR
56
The North American journal of economics and finance : a journal of financial economics studies
55
Discussion paper / Centre for Economic Policy Research
52
Journal of business research : JBR
51
Journal of health economics
51
Discussion papers / CEPR
49
Journal of international financial markets, institutions & money
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Journal of risk and financial management : JRFM
46
Journal of international money and finance
44
Health economics
42
IZA Discussion Paper
42
Risks : open access journal
41
Regional science & urban economics
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
International journal of forecasting
36
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
First-order asymptotics of path-dependent derivatives in multiscale stochastic volatility environment
Saporito, Yuri F.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889526
Saved in:
2
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
3
Pricing Asian options with correlators
Lavagnini, Silvia
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
Saved in:
4
Information flow
dependence
in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
5
Multivariate option pricing models with Lévy and Sato VG marginal processes
Guillaume, Florence
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011854500
Saved in:
6
Quanto pricing in stochastic correlation models
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011903766
Saved in:
7
Multivariate factor-based processes with Sato margins
Marena, Marina
;
Romeo, Andrea
;
Semeraro, Patrizia
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011846491
Saved in:
8
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
9
A multivariate pure-jump model with multi-factorial
dependence
structure
Marfè, Roberto
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009624464
Saved in:
10
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->