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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 |
A SCENARIO ANALYSIS OF THE RISK PREMIUM IN G7 COUNTRIES JOURNAL ARTICLE published November 2008 in International Journal of Theoretical and Applied Finance |
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 |
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 |
VALUATION OF EMPLOYEE RELOAD OPTIONS USING UTILITY MAXIMIZATION APPROACH JOURNAL ARTICLE published August 2005 in International Journal of Theoretical and Applied Finance |
THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK JOURNAL ARTICLE published June 2021 in International Journal of Theoretical and Applied Finance |
DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION JOURNAL ARTICLE published June 2019 in International Journal of Theoretical and Applied Finance |
RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES JOURNAL ARTICLE published December 2012 in International Journal of Theoretical and Applied Finance |
A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS JOURNAL ARTICLE published December 2013 in International Journal of Theoretical and Applied Finance |
DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS JOURNAL ARTICLE published December 2018 in International Journal of Theoretical and Applied Finance |
COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW JOURNAL ARTICLE published September 2013 in International Journal of Theoretical and Applied Finance |
AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA JOURNAL ARTICLE published May 2009 in International Journal of Theoretical and Applied Finance |
OPTION PRICING WITH A LEVY-TYPE STOCHASTIC DYNAMIC MODEL FOR STOCK PRICE PROCESS UNDER SEMI-MARKOVIAN STRUCTURAL PERTURBATIONS JOURNAL ARTICLE published December 2015 in International Journal of Theoretical and Applied Finance |
VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS JOURNAL ARTICLE published May 2019 in International Journal of Theoretical and Applied Finance |
CONIC TRADING IN A MARKOVIAN STEADY STATE JOURNAL ARTICLE published March 2017 in International Journal of Theoretical and Applied Finance |
ON THE OCCURENCE OF FINANCIAL CRASHES JOURNAL ARTICLE published July 2000 in International Journal of Theoretical and Applied Finance |
OPTIMAL STRATEGIES FOR THE ISSUANCES OF PUBLIC DEBT SECURITIES JOURNAL ARTICLE published November 2004 in International Journal of Theoretical and Applied Finance |
A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL JOURNAL ARTICLE published May 2018 in International Journal of Theoretical and Applied Finance |