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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
The journal of futures markets
369
Journal of banking & finance
176
International journal of theoretical and applied finance
168
Energy economics
120
Applied mathematical finance
79
The journal of finance : the journal of the American Finance Association
79
Journal of financial economics
72
Review of derivatives research
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
Finance research letters
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Applied financial economics
60
International review of economics & finance : IREF
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International review of financial analysis
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The European journal of finance
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Journal of financial and quantitative analysis : JFQA
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Quantitative finance
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European journal of operational research : EJOR
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Advances in futures and options research : a research annual
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Applied economics
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Finance and stochastics
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The journal of fixed income
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The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
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Economics letters
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Journal of mathematical finance
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The review of financial studies
39
Applied economics letters
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Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Derivatives & financial instruments
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Research in international business and finance
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Economic modelling
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Journal of securities operations & custody
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Risks : open access journal
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
44
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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
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:
3
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
4
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:
5
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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