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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
481
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481
Stochastic process
360
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360
Volatility
255
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255
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4
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4
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4
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3
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
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International journal of theoretical and applied finance
European journal of operational research : EJOR
1,048
Energy economics
837
Finance research letters
829
NBER working paper series
649
Journal of econometrics
639
The journal of futures markets
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402
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398
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Risks : open access journal
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The journal of computational finance
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286
Journal of international financial markets, institutions & money
281
Journal of international money and finance
278
Journal of risk and financial management : JRFM
272
Journal of financial economics
264
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ECONIS (ZBW)
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1
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
Saved in:
2
Volatility
derivatives in market models with jumps
Lo, Harry
;
Mijatović, Aleksandar
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10009407653
Saved in:
3
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:
4
Fourier transform methods for regime-switching jump-diffusions and the pricing of forward starting options
Ramponi, Alessandro
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009672605
Saved in:
5
A recombining tree method for option pricing with state-dependent switching rates
Jiang, J. X.
;
Liu, Rui Hua
;
Nguyen, D.
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011455022
Saved in:
6
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Saved in:
7
A Dupire equation for a regime-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
8
On some functionals of the first passage times in models with switching stochastic
volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
9
Variance and
volatility
swaps under a two-factor stochastic
volatility
model with regime switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012030900
Saved in:
10
Portfolio insurance under rough
volatility
and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
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