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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of mathematical finance"
~subject:"Black-Scholes-Modell"
~subject:"Kreditrisiko"
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Black-Scholes-Modell
Kreditrisiko
Derivat
64
Derivative
64
Option pricing theory
38
Optionspreistheorie
38
Stochastic process
17
Stochastischer Prozess
17
Credit risk
12
Option trading
11
Optionsgeschäft
11
Theorie
11
Theory
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Black-Scholes model
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Credit derivative
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Kreditderivat
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EU countries
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EU-Staaten
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Interest rate derivative
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Swap
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Zinsderivat
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Börsenkurs
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Correlation
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Credit Default Swap
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Estimation theory
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Geometric Brownian Motion
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Hao, Ruili
2
Muroi, Yoshifumi
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Anwar, Md. Nurul
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Baldeaux, Jan
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Chen, Li
1
Cui, Yujie
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Filipović, Damir
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Asia-Pacific financial markets
Journal of mathematical finance
International journal of theoretical and applied finance
54
Journal of banking & finance
36
The journal of credit risk : published quarterly by Incisive Media
19
Review of derivatives research
18
The journal of fixed income
17
The journal of computational finance
15
Applied mathematical finance
14
Finance and economics discussion series
13
International journal of financial engineering
12
Journal of financial economics
12
Quantitative finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of risk management in financial institutions
11
SpringerLink / Bücher
11
Finance research letters
10
The journal of financial market infrastructures
10
European journal of operational research : EJOR
9
Finance and stochastics
9
International review of financial analysis
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
The journal of futures markets
9
Wiley finance
9
Credit derivatives : the definitive guide
8
International review of economics & finance : IREF
8
Journal of financial intermediation
8
Research paper series / Swiss Finance Institute
8
Risks : open access journal
8
The European journal of finance
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
Computational economics
7
Journal of empirical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Schriftenreihe Finanzmanagement
7
Discussion paper
6
Journal of financial markets
6
Journal of international financial markets, institutions & money
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Journal of securities operations & custody
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Working paper series
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1
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
2
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Saved in:
3
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
4
Counterparty credit risk in OTC derivatives under Basel III
Sayah, Mabelle
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011658201
Saved in:
5
Computation of Greeks using binomial tree
Muroi, Yoshifumi
;
Suda, Shintaro
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 597-623
Persistent link: https://www.econbiz.de/10011752400
Saved in:
6
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
7
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:
8
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:
9
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:
10
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
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