DIVIDENDS AND UNCERTAINTY: EVIDENCE FROM THE ITALIAN MARKET

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

Authors: ANNA BATTAUZ | FRANCESCA BECCACECE

SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT?

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

Authors: SONG-PING ZHU | WEN-TING CHEN

COMPOSITE INDEX PREDICTION

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

Authors: STEFAN S. ZEMKE

GENERAL ANALYSIS OF LONG-TERM INTEREST RATES

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

Authors: FRANCESCA BIAGINI | ALESSANDRO GNOATTO | MAXIMILIAN HÄRTEL

OPTIMAL INVESTMENT IN INTERRELATED PROJECTS

JOURNAL ARTICLE published November 2022 in International Journal of Theoretical and Applied Finance

Authors: SHASIKANTA NAINDEBAM | MARZIA RAYBAUDI | MARTIN SOLA

ACCOUNTING NOISE AND THE PRICING OF CoCos

JOURNAL ARTICLE published November 2022 in International Journal of Theoretical and Applied Finance

Authors: MIKE DERKSEN | PETER SPREIJ | SWEDER VAN WIJNBERGEN

Author Index Volume 25 (2022)

JOURNAL ARTICLE published November 2022 in International Journal of Theoretical and Applied Finance

DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS

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

Authors: GORDANA DMITRAŠINOVIĆ-VIDOVIĆ | ALI LARI-LAVASSANI | XUN LI | ANTONY WARE

THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS

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

Authors: DEWEN XIONG | MICHAEL KOHLMANN

CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK

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

Authors: CYRIL DURAND | MAREK RUTKOWSKI

PREDICTING RETURNS IN US TREASURIES: DO TENTS MATTER?

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

Authors: R. REBONATO

EQUILIBRIUM CONDITIONS OF FORWARD EXCHANGE MARKET EXPRESSED IN A SIMPLE GEOMETRIC STRUCTURE

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

Authors: JIANGUO CHEN | LLOYD P. BLENMAN

A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK

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

Authors: ANGELOS DASSIOS | HONGBIAO ZHAO

A NOTE ON THE RISK-PREMIUM PROCESS IN AN EQUILIBRIUM

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

Authors: JUN SEKINE

PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS

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

Authors: PING WU | ROBERT J. ELLIOTT

DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS

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

Authors: GEORGE BOUZIANIS | LANE P. HUGHSTON

INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS

JOURNAL ARTICLE published December 2014 in International Journal of Theoretical and Applied Finance

Authors: GIULIA DI NUNNO | STEFFEN SJURSEN

A MULTI-AGENT MODELLING ENVIRONMENT FOR MARKET SIMULATION

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

Authors: DAVID FLETCHER-HOLMES | STEPHEN TROWELL

CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL

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

Authors: SAMUEL NJOH

GIBBS DISTRIBUTION OF MONEY: A COMPUTER SIMULATION

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

Authors: ADRIAN A. DRĂGULESCU | VICTOR M. YAKOVENKO