INVENTORY HEDGING AND OPTION MARKET MAKING

JOURNAL ARTICLE published November 2004 in International Journal of Theoretical and Applied Finance

Authors: ANTOINE GIANNETTI | RUI ZHONG | LIXIN WU

ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS

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

Research funded by Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada (5901)

Authors: VITALII MAKOGIN | ALEXANDER MELNIKOV | YULIYA MISHURA

Author Index Volume 23 (2020)

JOURNAL ARTICLE published December 2020 in International Journal of Theoretical and Applied Finance

FINANCIAL FRICTION AND MULTIPLICATIVE MARKOV MARKET GAMES

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

Authors: ERIK AURELL | PAOLO MURATORE-GINANNESCHI

A SCENARIO ANALYSIS OF THE RISK PREMIUM IN G7 COUNTRIES

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

Authors: MOHAMMED OMRAN | JOHN POINTON

GUEST EDITOR'S INTRODUCTION

JOURNAL ARTICLE published April 2001 in International Journal of Theoretical and Applied Finance

PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL

JOURNAL ARTICLE published June 2013 in International Journal of Theoretical and Applied Finance

Authors: TAMAL BANERJEE | MRINAL K. GHOSH | SRIKANTH K. IYER

SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION

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

Authors: CLARENCE C. Y. KWAN

VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH

JOURNAL ARTICLE published August 2005 in International Journal of Theoretical and Applied Finance

Authors: KA WO LAU | YUE KUEN KWOK

THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK

JOURNAL ARTICLE published June 2021 in International Journal of Theoretical and Applied Finance

Authors: VICKY HENDERSON | JIA SUN | A. ELIZABETH WHALLEY

INSIDER TRADING WITH TEMPORARY PRICE IMPACT

JOURNAL ARTICLE published March 2021 in International Journal of Theoretical and Applied Finance

Authors: WESTON BARGER | RYAN DONNELLY

PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES

JOURNAL ARTICLE published September 2021 in International Journal of Theoretical and Applied Finance

Research funded by Fonds De La Recherche Scientifique - FNRS (33658713)

Authors: JEAN-LOUP DUPRET | DONATIEN HAINAUT

BAYESIAN INFERENCE, PRIOR INFORMATION ON VOLATILITY, AND OPTION PRICING: A MAXIMUM ENTROPY APPROACH

JOURNAL ARTICLE published January 2005 in International Journal of Theoretical and Applied Finance

Authors: FRANCISCO VENEGAS-MARTÍNEZ

SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS

JOURNAL ARTICLE published December 2021 in International Journal of Theoretical and Applied Finance

Authors: SVETLANA BOYARCHENKO | SERGEI LEVENDORSKIĬ | J. LARS KYRKBY | ZHENYU CUI

MEASURING SHOCK IN FINANCIAL MARKETS

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

Authors: GILLES O. ZUMBACH | MICHEL M. DACOROGNA | JØRGEN L. OLSEN | RICHARD B. OLSEN

ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM

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

Authors: MESIAS ALFEUS | ERIK SCHLÖGL

OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER

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

Authors: MICHAEL MONOYIOS | ANDREW NG

OPTION BETAS: RISK MEASURES FOR OPTIONS

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

Authors: NICOLE BRANGER | CHRISTIAN SCHLAG

OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET

JOURNAL ARTICLE published May 2005 in International Journal of Theoretical and Applied Finance

Authors: CHRISTIAN-OLIVER EWALD

MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS

JOURNAL ARTICLE published August 2004 in International Journal of Theoretical and Applied Finance

Authors: CRAIG FRIEDMAN | SVEN SANDOW