Author Index Volume 27 (2024).
- Published in:
- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 7/8, p. 1, doi. 10.1142/S0219024924990012
- Publication type:
- Article
Works matching IS 02190249 AND DT 2024 AND VI 27 AND IP 7/8
Results: 7
1
2
GEOMETRIC INSIGHTS INTO ROBUST PORTFOLIO CONSTRUCTION.
- Published in:
- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 7/8, p. 1, doi. 10.1142/S0219024924500249
- By:
- Publication type:
- Article
3
A WIND-DEPENDENT SELF-EXCITING ELECTRICITY SPOT PRICE MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 7/8, p. 1, doi. 10.1142/S0219024925500050
- By:
- Publication type:
- Article
4
ON THE IMPLIED VOLATILITY OF EUROPEAN AND ASIAN CALL OPTIONS UNDER THE STOCHASTIC VOLATILITY BACHELIER MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 7/8, p. 1, doi. 10.1142/S0219024925500037
- By:
- Publication type:
- Article
5
OPTIMAL SELLING TIME OF A STOCK UNDER CAPITAL GAINS TAXES.
- Published in:
- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 7/8, p. 1, doi. 10.1142/S0219024925500025
- By:
- Publication type:
- Article
6
NUMERICAL SOLUTIONS OF A MARKOV-SWITCHING ONE-FACTOR VOLATILITY MODEL WITH NONGLOBALLY LIPSCHITZ CONTINUOUS COEFFICIENTS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 7/8, p. 1, doi. 10.1142/S0219024925500013
- By:
- Publication type:
- Article
7
SET-VALUED INTRINSIC MEASURES OF SYSTEMIC RISK.
- Published in:
- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 7/8, p. 1, doi. 10.1142/S0219024924500250
- By:
- Publication type:
- Article