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subject:"Credit risk"
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Search: subject_exact:"Optionspreismodell"
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Credit risk
Option pricing theory
14,195
Optionspreistheorie
14,195
Volatilität
3,757
Volatility
3,751
Theorie
3,360
Theory
3,359
Stochastischer Prozess
3,127
Stochastic process
3,124
Optionsgeschäft
2,816
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Derivat
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1,204
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1,068
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913
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837
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711
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706
Real options analysis
616
Realoptionsansatz
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Risk
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Kreditrisiko
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Statistical distribution
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Börsenkurs
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537
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Wang, Xingchun
19
Karmann, Alexander
6
Schoutens, Wim
6
Schönbucher, Philipp J.
6
Das, Sanjiv R.
5
Erlenmaier, Ulrich
5
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5
Kandhai, Drona
5
Rutkowski, Marek
5
Brigo, Damiano
4
Fanelli, Viviana
4
Feng, Qian
4
Filipović, Damir
4
Gersbach, Hans
4
Ghamami, Samim
4
Gray, Dale
4
Hainaut, Donatien
4
Jarrow, Robert A.
4
Jeanblanc, Monique
4
Klein, Peter
4
Madan, Dilip B.
4
Maltritz, Dominik
4
Oosterlee, Cornelis W.
4
Takahashi, Akihiko
4
Wang, Guanying
4
Zhang, Bo
4
Ammann, Manuel
3
Bielecki, Tomasz R.
3
Byström, Hans N. E.
3
Capponi, Agostino
3
Chateau, Jean-Pierre D.
3
Chen, Zhanyu
3
Cont, Rama
3
Cossin, Didier
3
Culp, Christopher L.
3
Deng, Yongheng
3
Duffie, Darrell
3
Fabozzi, Frank J.
3
Gapen, Michael T.
3
Hellmich, Martin
3
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National Bureau of Economic Research
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1
Nationalekonomiska Institutionen <Lund>
1
Otto-Friedrich-Universität Bamberg
1
Universität Kaiserslautern / Fachbereich Mathematik
1
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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
10
The journal of futures markets
10
International review of financial analysis
9
Asia-Pacific financial markets
8
International journal of financial engineering
8
Insurance / Mathematics & economics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Quantitative finance
7
Applied economics letters
6
European journal of operational research : EJOR
6
Finance research letters
6
Journal of economic dynamics & control
6
Journal of mathematical finance
6
The European journal of finance
6
Finance and stochastics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Review of quantitative finance and accounting
4
The journal of credit risk : published quarterly by Incisive Media
4
The journal of fixed income
4
Annals of financial economics
3
Computational economics
3
IMES discussion paper series / Englische Ausgabe
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial services research : JFSR
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
Springer Texts in Business and Economics
3
The journal of real estate finance and economics
3
Annals of finance
2
Beiträge zur betriebswirtschaftlichen Forschung
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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ECONIS (ZBW)
561
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91
Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
Saved in:
92
Quantifying the vulnerabilities of China's corporate sector with contingent claims
Sun, Lixin
- In:
Journal of Asian economics
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803732
Saved in:
93
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
94
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
95
Default option exercise over the financial crisis and beyond
An, Xudong
;
Deng, Yongheng
;
Gabriel, Stuart A.
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
1
,
pp. 153-187
Persistent link: https://www.econbiz.de/10012434689
Saved in:
96
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
97
Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
98
A spatial analysis of borrowers' mortgage termination decision : a nonparametric approach
Fang, Lu
;
Munneke, Henry J.
- In:
Regional science & urban economics
86
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012533816
Saved in:
99
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
Saved in:
100
Bank default indicators with volatility clustering
Kenç, Turalay
;
Cevik, Emrah Ismail
;
Dibooglu, Sel
- In:
Annals of finance
17
(
2021
)
1
,
pp. 127-151
Persistent link: https://www.econbiz.de/10012489940
Saved in:
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