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International journal of theoretical and applied finance

ISSNs: 0219-0249

World Scientific Publishing Co. Pte Ltd

Scopus rating (2023): CiteScore 1.1 SJR 0.3 SNIP 0.498

Journal

Titles
  • International journal of theoretical and applied finance
Additional searchable titlesIJTAF
ISSNs0219-0249
PublisherWorld Scientific Publishing Co. Pte Ltd
ZDB-ID2027376-9

Keywords

ASJC Scopus subject areas

Related content

State space decomposition and classification of term structure shapes in the two-factor Vasicek model

Keller-Ressel, M. & Sachse, F., 1 Aug 2023, In: International journal of theoretical and applied finance. 26, 4-5, 2350013.

Research output: Contribution to journal › Research article › Contributed › peer-review

THE CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL - A TOTAL POSITIVITY APPROACH

Keller-Ressel, M., Aug 2021, In: International journal of theoretical and applied finance. 24, 5, 27 p., 2150027.

Research output: Contribution to journal › Research article › Contributed › peer-review

Learning short-option valuation in the presence of rare events

Raberto, M., Cuniberti, G., Scalas, E., Riani, M., Mainardi, F. & Servizi, G., 18 Jan 2000, In: International journal of theoretical and applied finance. 3, 3, p. 563-564 2 p.

Research output: Contribution to journal › Research article › Contributed › peer-review

View all research output (3)