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searching for International Journal of Theoretical and Applied Finance 21 found (29 total)

alternate case: international Journal of Theoretical and Applied Finance

Stuart Turnbull (265 words) [view diff] exact match in snippet view article find links to article

associate editor Journal of Credit Risk and the International Journal of Theoretical and Applied Finance. He was the editor of the Journal of Credit Risk
Fabio Mercurio (579 words) [view diff] exact match in snippet view article find links to article
and Calibration to Market Volatility Smiles", International Journal of Theoretical and Applied Finance 5(4), 427–446. D. Brigo and F. Mercurio (2001)
Log-t distribution (825 words) [view diff] exact match in snippet view article find links to article
Heavy-tailed Distributions of Logarithmic Returns". International Journal of Theoretical and Applied Finance. 22 (7). arXiv:1807.01756. doi:10.1142/S0219024919500419
Lookback option (1,343 words) [view diff] exact match in snippet view article find links to article
Wiener-Hopf factorization and pricing lookbacks". International Journal of Theoretical and Applied Finance. 16 (3): 1350011. doi:10.1142/S0219024913500118
No-arbitrage bounds (207 words) [view diff] exact match in snippet view article find links to article
conditions for continuous financial markets". International Journal of Theoretical and Applied Finance. 18: 1550005. arXiv:1302.7192. doi:10.1142/S0219024915500053
Heston model (1,799 words) [view diff] exact match in snippet view article find links to article
approximation for path-dependent option pricing". International Journal of Theoretical and Applied Finance. 21: 1850006. arXiv:1608.02028. doi:10.1142/S0219024918500061
Risk measure (1,237 words) [view diff] exact match in snippet view article find links to article
risk in financial risk management and pricing". International Journal of Theoretical and Applied Finance. 23 (2) 2050012. doi:10.1142/s0219024920500120
Unevenly spaced time series (637 words) [view diff] exact match in snippet view article find links to article
(2001). "Operators on Inhomogeneous Time Series". International Journal of Theoretical and Applied Finance. 4: 147–178. doi:10.1142/S0219024901000900. Preprint
Drawdown (economics) (1,301 words) [view diff] exact match in snippet view article
"Drawdown Measure in Portfolio Optimization" (PDF). International Journal of Theoretical and Applied Finance. 8 (1): 13–58. doi:10.1142/S0219024905002767. Burghardt
Hull–White model (2,386 words) [view diff] exact match in snippet view article find links to article
Formula in Heath–Jarrow–Morton One Factor Model," International Journal of Theoretical and Applied Finance, 6(1), 57–72. Preprint SSRN. Henrard, Marc (2009)
Geometric Brownian motion (2,237 words) [view diff] exact match in snippet view article find links to article
and calibration to market volatility smiles". International Journal of Theoretical and Applied Finance. 5 (4): 427–446. doi:10.1142/S0219024902001511
Time consistency (finance) (1,083 words) [view diff] exact match in snippet view article
monetary risk measures in discrete time" (PDF). International Journal of Theoretical and Applied Finance. Archived from the original (PDF) on July 19, 2011
Triangular arbitrage (1,722 words) [view diff] exact match in snippet view article find links to article
Arbitrage in the Spot Foreign Exchange Market". International Journal of Theoretical and Applied Finance. 12 (8): 1105–1123. arXiv:0812.0913. doi:10
Stochastic differential equation (5,616 words) [view diff] exact match in snippet view article find links to article
and calibration to market volatility smiles". International Journal of Theoretical and Applied Finance. 5 (4): 427–446. doi:10.1142/S0219024902001511
Ornstein–Uhlenbeck process (4,605 words) [view diff] exact match in snippet view article find links to article
Trading with Transaction Costs and Stop-Loss Exit". International Journal of Theoretical and Applied Finance. 18 (3): 1550020. arXiv:1411.5062. doi:10.1142/S021902491550020X
Local volatility (4,345 words) [view diff] exact match in snippet view article find links to article
and calibration to market volatility smiles". International Journal of Theoretical and Applied Finance. 5 (4). doi:10.1142/S0219024902001511. Brigo, D
Fokker–Planck equation (6,474 words) [view diff] exact match in snippet view article find links to article
and Calibration to Market Volatility Smiles". International Journal of Theoretical and Applied Finance. 5 (4): 427–446. CiteSeerX 10.1.1.210.4165. doi:10
Mixture model (7,792 words) [view diff] exact match in snippet view article find links to article
and calibration to market volatility smiles". International Journal of Theoretical and Applied Finance. 5 (4): 427. CiteSeerX 10.1.1.210.4165. doi:10
Expected shortfall (6,445 words) [view diff] exact match in snippet view article find links to article
monetary risk measures in discrete time" (PDF). International Journal of Theoretical and Applied Finance. Archived from the original (PDF) on July 19, 2011
Didier Sornette (8,347 words) [view diff] exact match in snippet view article find links to article
Ledoit and D. Sornette, Crashes as critical points, International Journal of Theoretical and Applied Finance 3 (2), 219–255 (2000) D. Sornette and P. Cauwels
Innovation Method (6,480 words) [view diff] exact match in snippet view article find links to article
stochastic volatility models using nonlinear filters". International Journal of Theoretical and Applied Finance. 03 (2): 279–308. doi:10.1142/S0219024900000139