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~isPartOf:"International journal of theoretical and applied finance"
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Derivat
184
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184
Option pricing theory
168
Optionspreistheorie
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144
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103
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83
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Brigo, Damiano
7
Fabozzi, Frank J.
7
Benth, Fred Espen
6
Jeanblanc, Monique
6
Račev, Svetlozar T.
6
Elliott, Robert J.
5
Avellaneda, Marco
4
Bernard, Carole
4
Bielecki, Tomasz R.
4
Madan, Dilip B.
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Stoyanov, Stoyan V.
4
Antonelli, Fabio
3
Aurell, Erik
3
Capriotti, Luca
3
Cialenco, Igor
3
Frahm, Gabriel
3
Gapeev, Pavel V.
3
Hess, Markus
3
Hughston, Lane P.
3
Jarrow, Robert A.
3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
Meyer-Brandis, Thilo
3
Michielon, Matteo
3
Schoutens, Wim
3
Siu, Tak Kuen
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Wu, Lixin
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2
Bianchi, Michele Leonardo
2
Biglova, Almira
2
Buescu, Cristin
2
Carmona, René
2
Cassese, Gianluca
2
Chen, Yanhong
2
Chiarella, Carl
2
Crépey, S.
2
Crépey, Stéphane
2
D'Ippoliti, Fernanda
2
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International journal of theoretical and applied finance
NBER working paper series
1,325
NBER Working Paper
1,122
Working paper / National Bureau of Economic Research, Inc.
1,100
Finance research letters
938
Journal of banking & finance
728
Insurance / Mathematics & economics
702
Economics letters
684
European journal of operational research : EJOR
614
Energy economics
603
Applied economics
538
The journal of futures markets
537
Journal of financial economics
528
Working paper
468
Discussion paper / Centre for Economic Policy Research
440
The journal of finance : the journal of the American Finance Association
438
International review of financial analysis
434
Management science : journal of the Institute for Operations Research and the Management Sciences
434
CESifo working papers
430
International review of economics & finance : IREF
421
Journal of economic dynamics & control
409
Risks : open access journal
403
Journal of economic theory
379
Economic modelling
374
Applied economics letters
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The review of financial studies
366
American journal of agricultural economics
343
Discussion papers / CEPR
321
Pacific-Basin finance journal
320
MPRA Paper
299
Journal of empirical finance
289
The American economic review
286
Journal of economic behavior & organization : JEBO
282
The North American journal of economics and finance : a journal of financial economics studies
273
Journal of financial and quantitative analysis : JFQA
272
Discussion paper
270
Journal of risk and financial management : JRFM
267
Research in international business and finance
264
Discussion paper series / IZA
242
Discussion paper / Tinbergen Institute
235
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ECONIS (ZBW)
327
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1
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
Saved in:
2
The normal inverse gaussian distribution and spot
price
modelling in energy markets
Benth, Fred Espen
;
Šaltytė-Benth, Jūratė
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10002021511
Saved in:
3
Fixing
risk
neutral
risk
measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
4
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
5
Pricingcounterparty
risk
including collateralization, netting rules, re-hypothecation and wrong-way
risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
6
Information asymmetry in pricing of credit derivatives
Hillairet, Caroline
;
Jiao, Ying
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 611-633
Persistent link: https://www.econbiz.de/10009298523
Saved in:
7
CVA with wrong way
risk
: sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
8
A dynamic model of central counterparty
risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
9
On the calculation of
risk
measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
10
Wrong-way
risk
CVA models with analytical EPE profiles under Gaussian exposure dynamics
Vrins, Frédéric
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011763941
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