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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Share price"
~subject:"Theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
154
Journal of banking & finance
73
International journal of theoretical and applied finance
67
The journal of finance : the journal of the American Finance Association
41
Advances in futures and options research : a research annual
37
Journal of financial and quantitative analysis : JFQA
36
The review of financial studies
30
Finance and stochastics
29
Economics letters
27
Energy economics
27
NBER working paper series
27
International review of financial analysis
24
Applied mathematical finance
23
Journal of financial economics
23
NBER Working Paper
23
International review of economics & finance : IREF
21
The journal of fixed income
21
Journal of economic dynamics & control
20
Review of derivatives research
20
SpringerLink / Bücher
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Working paper / National Bureau of Economic Research, Inc.
20
The European journal of finance
19
Applied financial economics
18
The journal of credit risk : published quarterly by Incisive Media
18
European journal of operational research : EJOR
17
Finance research letters
17
Gabler Edition Wissenschaft
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Finance : revue de l'Association Française de Finance
15
Review of quantitative finance and accounting
15
The journal of business : B
15
Discussion paper / B
14
Europäische Hochschulschriften / 5
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
The financial review : the official publication of the Eastern Finance Association
13
The journal of computational finance
13
Applied economics letters
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ECONIS (ZBW)
54
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1
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
2
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
3
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
4
Directional trading across stock limit order book and options markets
Wang, Qin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
Saved in:
5
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
6
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
7
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
8
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
9
Demystifying credit risk derivatives and securitization : introducing the basic ideas to undergraduates
Cifuentes, Arturo
;
Pagnoncelli, Bernardo K.
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 110-118
Persistent link: https://www.econbiz.de/10011311414
Saved in:
10
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
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