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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kreditgeschäft"
~subject:"Risk"
~subject:"Stochastic process"
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Kreditgeschäft
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Chellathurai, Thamayanthi
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Amerio, Emanuele
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Jeanblanc, Monique
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International journal of theoretical and applied finance
Journal of banking & finance
37
Working paper / National Bureau of Economic Research, Inc.
16
Insurance / Mathematics & economics
14
Journal of financial economics
13
The journal of credit risk : published quarterly by Incisive Media
13
Finance research letters
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NBER working paper series
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Economic modelling
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Risks : open access journal
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Journal of financial stability
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Pacific-Basin finance journal
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The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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The journal of corporate finance : contracting, governance and organization
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Applied economics letters
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Journal of financial services research : JFSR
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The journal of real estate finance and economics
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The review of financial studies
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CESifo working papers
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Emerging markets, finance and trade : EMFT
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European journal of operational research : EJOR
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International journal of forecasting
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Journal of empirical finance
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Working paper series / European Central Bank
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Applied mathematical finance
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Journal of financial and quantitative analysis : JFQA
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RIETI discussion paper
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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
Modeling lifetime expected credit losses on bank loans
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012887420
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
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
Saved in:
5
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:
6
Reinforced urn processes for modeling credit default distribution
Amerio, Emanuele
;
Muliere, Pietro
;
Secchi, Piercesare
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 407-423
Persistent link: https://www.econbiz.de/10002108791
Saved in:
7
Corporate bond risk from stock dividend uncertainty
Wise, Mark B.
;
Lee, Peter B.
;
Bhansali, Vineer
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 741-755
Persistent link: https://www.econbiz.de/10002200671
Saved in:
8
Jump diffusion models for risky debts : quality spread differentials
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
6
(
2003
)
6
,
pp. 655-662
Persistent link: https://www.econbiz.de/10001794278
Saved in:
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