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subject:"Credit risk"
~isPartOf:"Journal of mathematical finance"
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Credit risk
Option pricing theory
107
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Stochastic process
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Maboulou, Alma P. Bimbabou
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Journal of mathematical finance
International journal of theoretical and applied finance
29
Review of derivatives research
15
Journal of banking & finance
13
Applied mathematical finance
12
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of computational finance
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The journal of futures markets
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International review of financial analysis
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Asia-Pacific financial markets
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International journal of financial engineering
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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European journal of operational research : EJOR
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Finance research letters
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Journal of economic dynamics & control
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The European journal of finance
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Finance and stochastics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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The journal of credit risk : published quarterly by Incisive Media
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The journal of fixed income
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Annals of financial economics
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Computational economics
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IMES discussion paper series / Englische Ausgabe
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International review of economics & finance : IREF
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Journal of empirical finance
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Journal of financial services research : JFSR
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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Springer Texts in Business and Economics
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The journal of real estate finance and economics
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A stochastic correlation model with time change for pricing credit spread options
Tong, Zhigang
;
Liu, Allen
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 445-466
Persistent link: https://www.econbiz.de/10011673996
Saved in:
2
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
3
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
4
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
5
The role of collateral in credit markets
Atta-Mensah, Joseph
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011438563
Saved in:
6
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
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