FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS

JOURNAL ARTICLE published January 2000 in International Journal of Theoretical and Applied Finance

Authors: ANDREW MATACZ

PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS

JOURNAL ARTICLE published June 2009 in International Journal of Theoretical and Applied Finance

Authors: FRED ESPEN BENTH | RODWELL KUFAKUNESU

THE BRITISH KNOCK-OUT PUT OPTION

JOURNAL ARTICLE published March 2015 in International Journal of Theoretical and Applied Finance

Authors: LULUWAH AL-FAGIH

INCREASING SPOT RATES OF INTEREST: STRUCTURE OF THE PRICE OF A DEFAULT FREE DISCOUNT BOND

JOURNAL ARTICLE published May 2002 in International Journal of Theoretical and Applied Finance

Authors: SALVADOR CRUZ RAMBAUD | MARÍA DEL CARMEN VALLS MARTÍNEZ

EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS

JOURNAL ARTICLE published September 2010 in International Journal of Theoretical and Applied Finance

Authors: FERNANDA D'IPPOLITI | ENRICO MORETTO | SARA PASQUALI | BARBARA TRIVELLATO

SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION

JOURNAL ARTICLE published September 2017 in International Journal of Theoretical and Applied Finance

Authors: DENIS BELOMESTNY | WOLFGANG KARL HÄRDLE | EKATERINA KRYMOVA

PRICING DEFAULTABLE DEBT: SOME EXACT RESULTS

JOURNAL ARTICLE published January 1999 in International Journal of Theoretical and Applied Finance

Authors: D. F. WANG

MARKOV MARKET MODEL CONSISTENT WITH CAP SMILE

JOURNAL ARTICLE published April 2000 in International Journal of Theoretical and Applied Finance

Authors: P. BALLAND | L. P. HUGHSTON

Dynamics of Spot, Forward, and Futures Libor Rates

JOURNAL ARTICLE published July 1998 in International Journal of Theoretical and Applied Finance

Authors: Marek Rutkowski

CONIC CPPIs

JOURNAL ARTICLE published March 2018 in International Journal of Theoretical and Applied Finance

Authors: INE MARQUET | WIM SCHOUTENS

ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE

JOURNAL ARTICLE published December 2008 in International Journal of Theoretical and Applied Finance

Authors: SHANE M. MILLER | ECKHARD PLATEN

FOREWORD

JOURNAL ARTICLE published July 2000 in International Journal of Theoretical and Applied Finance

PREFACE — Special Issue on Computational Finance

JOURNAL ARTICLE published May 2011 in International Journal of Theoretical and Applied Finance

TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE

JOURNAL ARTICLE published March 2007 in International Journal of Theoretical and Applied Finance

Authors: STEFANO D'ADDONA | MATTIA CIPRIAN

OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS

JOURNAL ARTICLE published November 2006 in International Journal of Theoretical and Applied Finance

Authors: ERIK AURELL | PAOLO MURATORE-GINANNESCHI

CVA WITH WRONG WAY RISK: SENSITIVITIES, VOLATILITY AND HEDGING

JOURNAL ARTICLE published May 2015 in International Journal of Theoretical and Applied Finance

Authors: OMAR EL HAJJAJI | ALEXANDER SUBBOTIN

EDITORIAL

JOURNAL ARTICLE published June 2007 in International Journal of Theoretical and Applied Finance

OPTIMAL PORTFOLIO SELECTION STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS

JOURNAL ARTICLE published June 2006 in International Journal of Theoretical and Applied Finance

Authors: QIANG MENG | ANANDA WEERASINGHE

Independent Component Analysis and Immunization: An Exploratory Study

JOURNAL ARTICLE published November 2003 in International Journal of Theoretical and Applied Finance

Authors: Fabio Bellini | Ernesto Salinelli

AN ARITHMETIC PURE-JUMP MULTI-CURVE INTEREST RATE MODEL

JOURNAL ARTICLE published December 2019 in International Journal of Theoretical and Applied Finance

Authors: MARKUS HESS