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~isPartOf:"International journal of theoretical and applied finance"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
5
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Stochastischer Prozess
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Benth, Fred Espen
1
Bernis, Guillaume
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Blanco, Sara Ana Solanilla
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Brockhaus, Oliver
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Carassus, Laurence
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Dmitrašinović-Vidović, Gordana
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Dokučaev, Nikolaj G.
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Gapeev, Pavel V.
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Gerer, Johannes
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International journal of theoretical and applied finance
European journal of operational research : EJOR
16
Journal of economic dynamics & control
13
Journal of economic theory
11
Journal of econometrics
10
Dynamic games and applications : DGA
9
Insurance / Mathematics & economics
8
Games and economic behavior
7
Journal of empirical finance
7
Journal of mathematical economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
6
Annals of finance
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International journal of production research
5
Journal of economic behavior & organization : JEBO
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics of operations research
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Operations research letters
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Economic modelling
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Economics letters
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Macroeconomic dynamics
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Mathematical methods of operations research : ZOR
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Theoretical economics : TE ; an open access journal in economic theory
4
4OR : a quarterly journal of operations research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Experimental economics : a journal of the Economic Science Association
3
Finance and stochastics
3
INFORMS journal on computing : JOC
3
International review of financial analysis
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Omega : the international journal of management science
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RAIRO / Operations research
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The empirical economics letters : a monthly international journal of economics
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The review of economic studies
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Transportation research / E : an international journal
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Applied economics letters
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Applied mathematical finance
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Astin bulletin : the journal of the International Actuarial Association
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Decisions in economics and finance : a journal of applied mathematics
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EURO journal on transportation and logistics
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ECONIS (ZBW)
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1
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:
2
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
3
Optimal credit allocation under regime uncertainty with sensitivity analysis
Bernis, Guillaume
;
Carassus, Laurence
;
Docq, Grégoire
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011403164
Saved in:
4
Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Benth, Fred Espen
;
Blanco, Sara Ana Solanilla
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403202
Saved in:
5
Option pricing using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
6
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
7
Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana
;
Lari-Lavassani, Ali
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
Saved in:
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