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International Journal of Theoretical and Applied Finance
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World Scientific
Homepage URLs
http://www.worldscinet.com/ijtaf/ijtaf.shtml |
Example Publications
Approximating the Growth Optimal Portfolio and Stock Price Bubbles
Eckhard Platen, Renata Rendek
2020
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International Journal of Theoretical and Applied Finance
doi:10.1142/s021902492050048x
Bayesian learning for the Markowitz portfolio selection problem
Carmine De Franco, Johann Nicolle, Huyen Pham
2019
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International Journal of Theoretical and Applied Finance
doi:10.1142/s0219024919500377
SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS
AURÉLIEN ALFONSI, JACOPO CORBETTA, BENJAMIN JOURDAIN
2019
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International Journal of Theoretical and Applied Finance
doi:10.1142/s021902491950002x
Pricing index options by static hedging under finite liquidity
John Armstrong, Teemu Pennanen, Udomsak Rakwongwan
2018
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International Journal of Theoretical and Applied Finance
doi:10.1142/s0219024918500449
XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS
LOKMAN A. ABBAS-TURKI, STÉPHANE CRÉPEY, BABACAR DIALLO
2018
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International Journal of Theoretical and Applied Finance
doi:10.1142/s0219024918500309