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International Journal of Theoretical and Applied Finance cover

Volume 01, Issue 01 (January 1998)

No Access
Pricing Risky Options Simply
  • Pages:1–23

https://doi.org/10.1142/S0219024998000023

No Access
Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets
  • Pages:25–41

https://doi.org/10.1142/S0219024998000035

No Access
Estimating Expected Exchange Rates Under Target Zone Regimes
  • Pages:43–59

https://doi.org/10.1142/S0219024998000047

No Access
Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
  • Pages:61–110

https://doi.org/10.1142/S0219024998000059

No Access
The Pricing of Country Funds from Emerging Markets: Theory and Evidence
  • Pages:111–143

https://doi.org/10.1142/S0219024998000060

No Access
Internationally Diversified Investment Using an Integrated Portfolio Model
  • Pages:145–160

https://doi.org/10.1142/S0219024998000072

No Access
The Mexican Crisis and the Behavior of Country-Fund Discounts: Renewing the Puzzle of Closed-End Fund Pricing
  • Pages:161–174

https://doi.org/10.1142/S0219024998000084

No Access
Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits
  • Pages:175–189

https://doi.org/10.1142/S0219024998000096