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~isPartOf:"Applied mathematical finance"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Volatilität
Credit derivative
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Derivat
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Derivative
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Insolvency
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Multivariate Verteilung
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Olivares, Pablo
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Schenk, Steffen
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Applied mathematical finance
International review of financial analysis
9
Energy economics
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Finance research letters
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The journal of futures markets
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International journal of theoretical and applied finance
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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Finance a úvěr
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Journal of East Asian economic integration
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Quantitative finance
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The journal of fixed income
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of financial studies
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Applied economics letters
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Argumenta oeconomica
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Asia-Pacific journal of financial studies
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Economia aplicada : EA
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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European financial management : the journal of the European Financial Management Association
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European journal of comparative economics
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Financial analysts' journal : FAJ
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Financial studies
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Global business review
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IMA journal of management mathematics
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International Journal of Financial Studies : open access journal
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International journal of business
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International journal of economics and finance
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A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
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2
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
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