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INVENTORY HEDGING AND OPTION MARKET MAKING JOURNAL ARTICLE published November 2004 in International Journal of Theoretical and Applied Finance |
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) |
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 |
INSIDER TRADING WITH TEMPORARY PRICE IMPACT JOURNAL ARTICLE published March 2021 in International Journal of Theoretical and Applied Finance |
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) |
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 |
SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS JOURNAL ARTICLE published December 2021 in International Journal of Theoretical and Applied Finance |
MEASURING SHOCK IN FINANCIAL MARKETS JOURNAL ARTICLE published July 2000 in International Journal of Theoretical and Applied Finance |
ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM JOURNAL ARTICLE published August 2019 in International Journal of Theoretical and Applied Finance |
OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER JOURNAL ARTICLE published February 2011 in International Journal of Theoretical and Applied Finance |
OPTION BETAS: RISK MEASURES FOR OPTIONS JOURNAL ARTICLE published November 2007 in International Journal of Theoretical and Applied Finance |
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 |
MODEL PERFORMANCE MEASURES FOR LEVERAGED INVESTORS JOURNAL ARTICLE published August 2004 in International Journal of Theoretical and Applied Finance |