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~isPartOf:"International journal of production research"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kreditrisiko"
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Search: subject_exact:"Bernoulli-Prozess"
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Kreditrisiko
Stochastic process
486
Stochastischer Prozess
486
Theorie
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240
Option pricing theory
209
Optionspreistheorie
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Jeanblanc, Monique
3
Schmidt, Thorsten
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Astic, Fabian
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1
Chege Maina, Samuel
1
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1
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International journal of production research
International journal of theoretical and applied finance
Insurance / Mathematics & economics
11
Finance and stochastics
8
Applied mathematical finance
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of credit risk : published quarterly by Incisive Media
6
Economic modelling
5
Journal of mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Quantitative finance
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Discussion paper / Deutsche Bundesbank
3
European journal of operational research : EJOR
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International journal of financial engineering
3
Journal of banking & finance
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Bundesbank Series 2 Discussion Paper
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CESifo Working Paper Series
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Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers in economics
2
Dresdner Beiträge zu quantitativen Verfahren
2
Finance research letters
2
International journal of financial research
2
Journal of econometrics
2
Journal of risk finance : the convergence of financial products and insurance
2
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
2
Kreditrisikomanagement : Portfoliomodelle und Derivate
2
Lecture notes in economics and mathematical systems : LNEMS
2
Research paper series / Swiss Finance Institute
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Springer Texts in Business and Economics
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SpringerLink / Bücher
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Swiss Finance Institute Research Paper
2
The European journal of finance
2
The journal of computational finance
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ECONIS (ZBW)
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1
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:
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
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:
4
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
5
Profit-oriented distributionally robust chance constrained flowshop scheduling considering credit risk
Liu, Ming
;
Liu, Xin
;
Chu, Feng
;
Zheng, Feifeng
;
Chu, …
- In:
International journal of production research
58
(
2020
)
8
,
pp. 2527-2549
Persistent link: https://www.econbiz.de/10012265250
Saved in:
6
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
7
A generalized contagion process with an application to credit risk
Dassios, Angelos
;
Zhao, Hongbiao
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011686792
Saved in:
8
Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
Saved in:
9
A two-factor jump-diffusion model for pricing convertible bonds with default risk
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011572351
Saved in:
10
Utility maximization with random horizon : a BSDE approach
Jeanblanc, Monique
;
Mastrolia, Thibaut
;
Possamai͏̈, Dylan
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011404177
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