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~isPartOf:"The European journal of finance"
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Yield curve
Option pricing theory
270
Optionspreistheorie
270
Volatility
138
Volatilität
138
CAPM
133
Stochastic process
130
Stochastischer Prozess
130
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85
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66
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Realdon, Marco
2
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1
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Brooks, Robert
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1
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1
Chen, Son-nan
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1
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1
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1
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Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
48
Journal of financial economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Journal of banking & finance
31
The journal of fixed income
29
Finance and stochastics
26
Applied mathematical finance
24
NBER working paper series
24
The review of financial studies
24
The journal of computational finance
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
NBER Working Paper
21
Working paper / National Bureau of Economic Research, Inc.
19
Review of derivatives research
18
Staff working paper / Bank of Canada
16
International journal of financial engineering
15
Discussion paper / B
14
Journal of economic dynamics & control
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The journal of futures markets
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The journal of finance : the journal of the American Finance Association
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Risks : open access journal
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Asia-Pacific financial markets
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Discussion paper / Centre for Economic Policy Research
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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11
International review of financial analysis
10
Staff reports / Federal Reserve Bank of New York
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Research paper series / Swiss Finance Institute
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Finance and economics discussion series
8
Insurance / Mathematics & economics
8
International review of economics & finance : IREF
8
Journal of international money and finance
8
Journal of mathematical finance
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Mathematics and financial economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
26
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1
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
Saved in:
2
Bond indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
Saved in:
3
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
4
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
5
Linear beta
pricing
with inefficient benchmarks in a given factor structure
Diacogiannis, George P.
;
Ioannidis, Christos
- In:
The European journal of finance
25
(
2019
)
16
,
pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
Saved in:
6
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
7
Discounting earnings with stochastic discount rates
Realdon, Marco
- In:
The European journal of finance
25
(
2019
)
10
,
pp. 910-936
Persistent link: https://www.econbiz.de/10012207041
Saved in:
8
Pricing
inflation-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
Saved in:
9
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
10
Effective Markovian projection : application to CMS spread options and mid-curve swaptions
Felpel, Mike
;
Kienitz, Jörg
;
McWalter, Thomas A.
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1169-1192
Persistent link: https://www.econbiz.de/10013367891
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