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THE BROAD CONSEQUENCES OF NARROW BANKING JOURNAL ARTICLE published February 2019 in International Journal of Theoretical and Applied Finance Research funded by Natural Sciences and Engineering Research Council of Canada (Discovery Grant) |
PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODEL JOURNAL ARTICLE published February 2010 in International Journal of Theoretical and Applied Finance |
INSIDER TRADING RULES AND PRICE FORMATION IN SECURITIES MARKETS: AN ENTROPY ANALYSIS OF STRATEGIC TRADING JOURNAL ARTICLE published December 2006 in International Journal of Theoretical and Applied Finance |
REAL OPTION SIGNALING GAMES OF DEBT FINANCING USING EQUITY GUARANTEE SWAPS UNDER ASYMMETRIC INFORMATION JOURNAL ARTICLE published August 2020 in International Journal of Theoretical and Applied Finance |
DOUBLE CASCADE MODEL OF FINANCIAL CRISES JOURNAL ARTICLE published August 2016 in International Journal of Theoretical and Applied Finance |
Author Index Volume 4 (2001) JOURNAL ARTICLE published December 2001 in International Journal of Theoretical and Applied Finance |
AN EQUILIBRIUM-BASED MODEL OF STOCK-PINNING JOURNAL ARTICLE published May 2007 in International Journal of Theoretical and Applied Finance |
FIXED-MIX RULES IN AN EVOLUTIONARY MARKET USING A FACTOR MODEL FOR DIVIDENDS JOURNAL ARTICLE published December 2011 in International Journal of Theoretical and Applied Finance |
HISTORICAL VOLATILITY DISTRIBUTION IN GAUSSIAN AND GARCH(1,1) MODELS JOURNAL ARTICLE published July 2000 in International Journal of Theoretical and Applied Finance |
TIGHTER BOUNDS FOR IMPLIED VOLATILITY JOURNAL ARTICLE published August 2017 in International Journal of Theoretical and Applied Finance |
JUSTIFICATION OF PER-UNIT RISK CAPITAL ALLOCATION IN PORTFOLIO CREDIT RISK MODELS JOURNAL ARTICLE published September 2014 in International Journal of Theoretical and Applied Finance |
OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING JOURNAL ARTICLE published September 2006 in International Journal of Theoretical and Applied Finance |
FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST? JOURNAL ARTICLE published June 2013 in International Journal of Theoretical and Applied Finance |
ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE JOURNAL ARTICLE published September 2009 in International Journal of Theoretical and Applied Finance |
ALGORITHMIC COUNTERPARTY CREDIT EXPOSURE FOR MULTI-ASSET BERMUDAN OPTIONS JOURNAL ARTICLE published February 2015 in International Journal of Theoretical and Applied Finance |
MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX JOURNAL ARTICLE published June 2004 in International Journal of Theoretical and Applied Finance |
AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES JOURNAL ARTICLE published August 2013 in International Journal of Theoretical and Applied Finance |
Beyond Black–Scholes: A Neural Networks-Based Approach to Options Pricing JOURNAL ARTICLE published August 2003 in International Journal of Theoretical and Applied Finance |
TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION JOURNAL ARTICLE published February 2011 in International Journal of Theoretical and Applied Finance |
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS JOURNAL ARTICLE published June 2013 in International Journal of Theoretical and Applied Finance |