International Journal of Theoretical and Applied Finance

Titel Veröffentlichungsdatum Sprache Zitate
HETEROGENEITY AND SEASONALITY IN FINANCIAL MARKETS2000/07/01English
CONVERGENCE OF MINIMUM ENTROPY OPTION PRICES FOR WEAKLY CONVERGING INCOMPLETE MARKET MODELS2000/07/01English
TOWARDS NON-EQUILIBRIUM OPTION PRICING THEORY2000/07/01English
FINANCIAL SIGNAL PROCESSING: A SELF CALIBRATING MODEL2001/08/01English
LEARNING, COMPETITION AND COOPERATION IN SIMPLE GAMES2000/07/01English
REFINING THE QUADRATIC APPROXIMATION FORMULA FOR AN AMERICAN OPTION2001/10/01English
CORRELATION ANALYSIS IN THE LIBOR AND SWAP MARKET MODEL2002/06/01English
VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING2002/06/01English
MAXIMIZING THE PROBABILITY OF ACHIEVING A GOAL IN THE CASE OF A PARTIALLY OBSERVED DRIFT PROCESS2001/04/01English
THE THERMAL MINORITY GAME2000/07/01English
ANALYSIS OF EFFECT OF DETRENDING OF TIME-SCALE STRUCTURE OF FINANCIAL DATA USING DISCRETE WAVELET TRANSFORM2000/07/01English
GIBBS DISTRIBUTION OF MONEY: A COMPUTER SIMULATION2000/07/01English
COMPOSITE INDEX PREDICTION2000/07/01English
RENORMALIZATION OF BLACK-SCHOLES EQUATION FOR STOCHASTICALLY FLUCTUATING INTEREST RATE2001/08/01English
THE BRITTEN-JONES AND NEUBERGER SMILE-CONSISTENT WITH STOCHASTIC VOLATILITY OPTION PRICING MODEL: A FURTHER ANALYSIS2002/02/01English
PRINCIPAL COMPONENT VALUE AT RISK2000/07/01English
ON THE OCCURENCE OF FINANCIAL CRASHES2000/07/01English
A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT2000/07/01English
OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS2000/07/01English
STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS2000/07/01English
SPIN GLASSES IN THE TRADING BOOK2000/07/01English
COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY2001/10/01English
A NEW CLASS OF COMMODITY HEDGING STRATEGIES: A PASSPORT OPTIONS APPROACH2002/05/01English
VIRTUAL OBJECT THEORY AND ITS APPLICATION TO FINANCE2000/07/01English
EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL2002/05/01English
HEDGING STRATEGY WITH LANGEVIN EVOLUTION2000/07/01English
STOCK EVALUATION USING FUZZY LOGIC2001/08/01English
ZIG-ZAG MOVEMENTS AND NEAR NEIGHBORS IN THE FOREIGN EXCHANGE MARKET2000/07/01English
RECURRENCE PLOTS AND HURST EXPONENTS FOR FINANCIAL MARKETS AND FOREIGN-EXCHANGE DATA2000/07/01English
THE END-OF-THE-YEAR BONUS: HOW TO OPTIMALLY REWARD A TRADER?2002/05/01English