International Journal of Theoretical and Applied Finance, 0219-0249

Journal

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  1. 2017
  2. On cash settled IRR-swaptions and Markov functional modeling

    Bermin, H-P. & Williams, G., 2017 Feb 24, In : International Journal of Theoretical and Applied Finance. 20, 2, 20 p., 1750009.

    Research output: Contribution to journalArticle

  3. 2014
  4. Market making and portfolio liquidation under uncertainty

    Aly, S. M., Nyström, K. & Zhang, C., 2014 Jul 29, In : International Journal of Theoretical and Applied Finance. 17, 5, 33 p., 140034.

    Research output: Contribution to journalArticle

  5. On dynamic foward rate modeling and principal component analysis

    Bermin, H-P., 2014 Jul 29, In : International Journal of Theoretical and Applied Finance. 17, 5, 20 p., 1450029.

    Research output: Contribution to journalArticle

  6. 2013
  7. Monotonicity of Prices in Heston Model

    Aly, S. M., 2013 Apr 30, In : International Journal of Theoretical and Applied Finance. 16, 3, 23 p., 1350016.

    Research output: Contribution to journalArticle

  8. 2010