//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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"
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
Limit theorems for multipower...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
43
Volatilität
43
Stochastic process
40
Stochastischer Prozess
40
Option pricing theory
39
Optionspreistheorie
39
stochastic volatility
24
Stochastic volatility
18
Theorie
13
Theory
13
Stochastische Volatilität
9
Derivat
8
Derivative
8
CAPM
7
Option trading
7
Optionsgeschäft
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Estimation theory
4
Markov chain
4
Markov-Kette
4
Schätztheorie
4
Yield curve
4
Zinsstruktur
4
Black-Scholes model
3
Black-Scholes-Modell
3
Currency option
3
Devisenoption
3
Probability theory
3
Risikomaß
3
Risk measure
3
Statistical distribution
3
Statistische Verteilung
3
Wahrscheinlichkeitsrechnung
3
option pricing
3
ARCH model
2
ARCH-Modell
2
Anleihe
2
Bond
2
Capital income
2
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Conference paper
1
Konferenzbeitrag
1
Language
All
English
44
Author
All
Takahashi, Akihiko
2
Takehara, Kohta
2
Aguilar, Jean-Philippe
1
Alòs, Elisa
1
Barucci, Emilio
1
Bertschinger, Nils
1
Bojarčenko, Svetlana I.
1
Bormetti, Giacomo
1
Boyarchenko, Mitya
1
Briani, Maya
1
Brockhaus, Oliver
1
Caramellino, Lucia
1
Cazzola, Valentina
1
Chege Maina, Samuel
1
Chen, Tzu-ying
1
Chiarella, Carl
1
Costabile, M.
1
Cui, Zhenyu
1
Cuthbertson, Charles
1
D'Ippoliti, Fernanda
1
Delpini, Danilo
1
Di Graziano, Giuseppe
1
Dokučaev, Nikolaj G.
1
Dubois, Mathieu
1
Fouque, Jean-Pierre
1
Gapeev, Pavel V.
1
Glasserman, Paul
1
Gremm, Martin
1
Grzelak, Lech A.
1
Han, Chuan-Hsiang
1
He, Xin-Jiang
1
Hofmann, Karl Friedrich
1
Horsky, Roman
1
Hoyle, Edward
1
Kallsen, Jan
1
Kirkby, J. Lars
1
Langrené, Nicolas
1
Le Floc'h, Fabien
1
Lee, Geoffrey
1
Leisen, Dietmar
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
CREATES Research Papers
63
Working Paper
44
International Journal of Theoretical and Applied Finance (IJTAF)
40
Tinbergen Institute Discussion Papers
40
Economics Series Working Papers / Department of Economics, Oxford University
36
Journal of econometrics
36
Finance and Stochastics
32
MPRA Paper
32
Quantitative finance
32
Discussion paper / Tinbergen Institute
31
Tinbergen Institute Discussion Paper
29
Economics Papers / Economics Group, Nuffield College, University of Oxford
26
Journal of economic dynamics & control
24
Quantitative Finance
24
Finance research letters
23
Working paper
22
Applied Mathematical Finance
21
Applied mathematical finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Research Paper Series / Finance Discipline Group, Business School
20
Physica A: Statistical Mechanics and its Applications
19
CAMA working paper series
18
CIRANO Working Papers
18
Energy economics
18
ECB Working Paper
17
Economics letters
17
The journal of futures markets
17
CEPR Discussion Papers
16
SFB 649 Discussion Papers
16
The journal of computational finance
16
Economic modelling
15
SFB 649 Discussion Paper
15
Journal of banking & finance
14
Review of Derivatives Research
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Insurance / Mathematics & economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Discussion papers / CEPR
12
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
2
Target volatility option pricing
Di Graziano, Giuseppe
;
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009562145
Saved in:
3
Forward and future implied volatility
Glasserman, Paul
;
Wu, Qi
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 407-432
Persistent link: https://www.econbiz.de/10009154904
Saved in:
4
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
5
Option pricing via maximization over uncertainty and correction of volatility smile
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10009269369
Saved in:
6
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
7
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
8
On pricing contingent claims under the double heston model
Costabile, M.
;
Massabò, I.
;
Russo, E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009672610
Saved in:
9
Worst-of options and correlation skew under a stochastic correlation framework
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009685884
Saved in:
10
Pricing European and American options in the Heston model with accelerated explicit finite differencing methods
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009756043
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->