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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
8
Optionspreistheorie
8
Theorie
8
Theory
8
Stochastic process
7
Stochastischer Prozess
7
Portfolio selection
5
Portfolio-Management
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Abbas-Turki, Lokman A.
1
Armstrong, John
1
Avellaneda, Marco
1
Barbachan, José Santiago Fajardo
1
Bernard, Carole
1
Brody, Dorje C.
1
Castel-Branco, Tiago
1
Crépey, Stéphane
1
Diallo, Babacar
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Douady, Raphaël
1
Faias, José Afonso
1
Genaro, Alan de
1
Guillaume, Florence
1
Hok, Julien
1
Hughston, Lane P.
1
Hurd, T. R.
1
Kluge, Tino
1
Kornprobst, Antoine
1
Leisen, Dietmar
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Meier, David M.
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Mordecki, Ernesto
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Ngare, Philip
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Olivera, Federico de
1
Papapantoleon, Antonis
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Pennanen, Teemu
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Rakwongwan, Udomsak
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Rogers, Leonard C. G.
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Saporito, Yuri F.
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Schweizer, Martin
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Sottinen, Tommi
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Vanduffel, Steven
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Viitasaari, Lauri
1
Wagalath, Lakshithe
1
Ye, Jiang
1
Zivoi, Danijel
1
Zubelli, Jorge P.
1
Ṥikić, Mario
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International journal of theoretical and applied finance
The American economic review
62
Journal of monetary economics
46
Games and economic behavior
41
International journal of production economics
40
Energy reports
32
Journal of business ethics : JOBE
28
The European journal of the history of economic thought
25
Recent advances in optimization theory and applications
24
Revue d'économie politique
24
Open economies review
22
Journal of institutional and theoretical economics : JITE
21
International journal of innovation management
20
Computational Management Science : CMS
19
Journal of international economics
19
ORP 3 - OR for young researchers and practitioners
19
Recent advances in game theory, optimization theory and applications
19
International journal of economics and financial issues : IJEFI
18
Modellbasiertes Management : Konferenz für Wirtschafts- und Sozialkybernetik KyWi 2013 vom 4. bis 5. Juli 2013 in Bern
18
The European journal of finance
18
Austrian Economics 150 Years after Carl Menger : 10th International Conference The Austrian School in the 21st Century : papers presented on November 4th and 5th, 2021
17
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
16
Empirica : journal of european economics
15
Journal of economic dynamics & control
15
Journal of scheduling
15
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
15
Optimization models with economic and game theoretic applications
15
Public choice
15
The journal of real estate finance and economics
15
Embracing diversity in organisations : 7th International OFEL Conference on Governance, Management and Entrepreneurship : 5th - 6th April 2019, Dubrovnik, Croatia
14
Journal of accounting & economics
14
Journal of economic interaction and coordination
14
Proceedings of the 5th International Conference on Economic Management and Green Development
14
Trends in mathematical economics : dialogues between Southern Europe and Latin America
14
Journal of economic methodology
13
Journal of industrial engineering and management : JIEM
13
Money, finance and crises in economic history : the long-term impact of economic ideas ; essays in honour of Maria Cristina Marcuzzo
13
Ordoliberalism, law and the rule of economics
13
Quantitative finance
13
Economic modelling
12
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1
Optimal portfolio under state-dependent expected utility
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
Saved in:
2
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
3
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
4
Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin
;
Zivoi, Danijel
;
Ṥikić, Mario
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011854586
Saved in:
5
Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
6
An empirical approach to financial crisis indicators based on random matrices
Douady, Raphaël
;
Kornprobst, Antoine
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011889477
Saved in:
7
The potential approach in practice
Kluge, Tino
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011889513
Saved in:
8
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:
9
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
10
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:
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