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~isPartOf:"Applied mathematical finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Review of derivatives research"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Credit derivative
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credit default swaps
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Option pricing theory
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Applied mathematical finance
Management science : journal of the Institute for Operations Research and the Management Sciences
Review of derivatives research
International journal of theoretical and applied finance
9
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International journal of financial engineering
4
International review of financial analysis
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Decisions in economics and finance : a journal of applied mathematics
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Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
2
Sovereign CDS calibration under a hybrid sovereign risk model
Diop, Sidy
;
Pascucci, Andrea
;
Francesco, Marco Di
; …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012129157
Saved in:
3
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
4
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
5
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003829573
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