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~isPartOf:"Agricultural finance review"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation"
~subject:"Portfolio-Management"
~subject:"Theory"
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Derivat
189
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189
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102
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102
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72
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60
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Brigo, Damiano
5
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Turvey, Calum Greig
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Agricultural finance review
International journal of theoretical and applied finance
The journal of futures markets
153
Journal of banking & finance
81
Energy economics
38
Journal of financial and quantitative analysis : JFQA
38
Advances in futures and options research : a research annual
35
The journal of finance : the journal of the American Finance Association
35
International review of financial analysis
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
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30
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SpringerLink / Bücher
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Applied financial economics
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Economics letters
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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International review of economics & finance : IREF
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Review of derivatives research
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The journal of fixed income
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Working paper / National Bureau of Economic Research, Inc.
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Finance research letters
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Gabler Edition Wissenschaft
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Quantitative finance
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The journal of credit risk : published quarterly by Incisive Media
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Finance and economics discussion series
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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Applied economics
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Economic modelling
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Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Europäische Hochschulschriften / 5
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The journal of derivatives : JOD
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Die Bank
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Discussion paper
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ECONIS (ZBW)
87
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1
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
2
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
3
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:
4
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
5
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
6
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
7
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
8
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
9
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
10
On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
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