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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Insolvency"
~subject:"Theorie"
~subject:"Welt"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
192
Working paper / National Bureau of Economic Research, Inc.
185
Journal of banking & finance
153
NBER Working Paper
150
Journal of financial economics
102
Discussion paper / Centre for Economic Policy Research
85
The journal of real estate finance and economics
78
Working papers / Federal Reserve Bank of Philadelphia, Research Department
72
Finance research letters
64
The journal of corporate finance : contracting, governance and organization
64
The journal of finance : the journal of the American Finance Association
64
The journal of fixed income
62
European journal of operational research : EJOR
60
The review of financial studies
57
KSI : Krisen-, Sanierungs- und Insolvenzberatung ; Wirtschaft, Recht, Steuern
54
Working paper
54
International review of financial analysis
52
Applied economics
51
Journal of risk and financial management : JRFM
51
The journal of credit risk : published quarterly by Incisive Media
50
Economic modelling
45
FRB of Philadelphia Working Paper
44
Risks : open access journal
44
Finance and economics discussion series
42
IMF working papers
42
Journal of financial stability
42
Journal of business research : JBR
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
International review of law and economics
40
Discussion papers / CEPR
39
International review of economics & finance : IREF
38
Economics letters
37
Insurance / Mathematics & economics
37
Journal of economic dynamics & control
37
Applied economics letters
36
Discussion paper
36
Discussion paper / Center for Economic Research, Tilburg University
36
CESifo working papers
35
The real estate finance journal
33
European journal of law and economics
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1
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:
2
Default and systemic risk in equilibrium
Capponi, Agostino
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10011347251
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
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:
5
Rethinking dynamic capital structure models with roll-over debt
Décamps, Jean-Paul
;
Villeneuve, Stéphane
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 66-96
Persistent link: https://www.econbiz.de/10010256225
Saved in:
6
On surrender and default risks
Le Courtois, Olivier
;
Nakagawa, Hidetoshi
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10009712554
Saved in:
7
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:
8
A nonzero-sum game approach to convertible bonds : tax benefit, bankruptcy cost, and early/late calls
Chen, Nan
;
Dai, Min
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 57-93
Persistent link: https://www.econbiz.de/10009712561
Saved in:
9
Incorporating risk and ambiguity aversion into a hybrid model of default
Jaimungal, Sebastian
;
Sigloch, Georg
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10009554694
Saved in:
10
Estimation of value at risk and ruin probability for diffusion processes with jumps
Denis, Laurent
;
Fernández, Begoña
;
Meda, Ana
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 281-302
Persistent link: https://www.econbiz.de/10003827581
Saved in:
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