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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"CAPM"
~subject:"Mathematical programming"
~subject:"Mortgage"
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
26
Advances in futures and options research : a research annual
20
International journal of theoretical and applied finance
16
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
13
Journal of banking & finance
12
Discussion paper / B
10
Journal of financial economics
8
Journal of economic dynamics & control
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
The European journal of finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
The journal of real estate finance and economics
6
Annals of finance
5
European journal of operational research : EJOR
5
Journal of mathematical finance
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of fixed income
5
wi - Wirtschaft
5
Always learning
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Discussion paper
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Finance and stochastics
4
Finance research letters
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Financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mathematics of operations research
4
NBER working paper series
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Review of quantitative finance and accounting
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Working paper
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Working paper / National Bureau of Economic Research, Inc.
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Applied mathematical finance
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Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Economics letters
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Quantitative finance
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Reihe Quantitative Ökonomie : Ökon
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SpringerLink / Bücher
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Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
Saved in:
2
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
3
The pricing of multiclass commercial mortgage-backed securities
Childs, Paul D.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 581-603
Persistent link: https://www.econbiz.de/10001219187
Saved in:
4
Valuation of path-dependent contingent claims with multiple exercise decisions over time : the case of take-or-pay
Thompson, Andrew C.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001218104
Saved in:
5
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
Saved in:
6
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
Saved in:
7
Warrant pricing : jump-diffusion vs. Black-Scholes
Kremer, Joseph W.
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 255-272
Persistent link: https://www.econbiz.de/10001149610
Saved in:
8
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Saved in:
9
Implied volatilities and transaction costs
Swidler, Steven Mark
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Saved in:
10
On the computation of continuous time option prices using discrete approximations
Amin, Kaushik I.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 477-495
Persistent link: https://www.econbiz.de/10001119164
Saved in:
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