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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Insolvency"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
International journal of theoretical and applied finance
24
Journal of banking & finance
21
The journal of futures markets
18
European journal of operational research : EJOR
15
Journal of economic dynamics & control
11
Quantitative finance
11
The journal of fixed income
11
Advances in futures and options research : a research annual
9
Energy economics
9
Finance and stochastics
9
Journal of financial and quantitative analysis : JFQA
9
The European journal of finance
9
The journal of derivatives : JOD
9
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied mathematical finance
7
International review of financial analysis
7
Review of derivatives research
7
The journal of asset management
7
The journal of credit risk : published quarterly by Incisive Media
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
7
Economic modelling
6
International journal of financial engineering
6
Journal of mathematical finance
6
Journal of risk and financial management : JRFM
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Annals of finance
5
Applied economics
5
Asia-Pacific financial markets
5
International review of economics & finance : IREF
5
Journal of derivatives & hedge funds
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Journal of risk management in financial institutions
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Risks : open access journal
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The journal of computational finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
The review of financial studies
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
4
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
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
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
4
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:
5
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
6
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
7
Optimal liquidation of derivative portfolios
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10009155206
Saved in:
8
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
Saved in:
9
Fundamental theorems of asset pricing for good deal bounds
Staum, Jeremy
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 141-161
Persistent link: https://www.econbiz.de/10002032681
Saved in:
10
Dynamic minimization of worst conditional expectation of shortfall
Sekine, Jun
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10002396403
Saved in:
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