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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Derivat"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
20
International review of financial analysis
8
Applied mathematical finance
7
Review of derivatives research
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International review of economics & finance : IREF
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The journal of computational finance
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The journal of fixed income
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Vahlens Kurzlehrbücher
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Essays on the market structure and pricing of credit derivatives
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Finance and stochastics
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Global finance journal
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HKIMR working paper
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of financial market infrastructures
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Working paper / National Bureau of Economic Research, Inc.
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Accounting horizons : a quarterly publication of the American Accounting Association
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Should derivatives be privileged in bankruptcy?
Bolton, Patrick
;
Oehmke, Martin
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2353-2393
Persistent link: https://www.econbiz.de/10011411315
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2
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:
3
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
Saved in:
4
An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model
Brigo, Damiano
;
El-Bachir, Naoufel
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10008665084
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