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~isPartOf:"Research in international business and finance"
~isPartOf:"The journal of computational finance"
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Derivat
77
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77
Option pricing theory
35
Optionspreistheorie
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22
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22
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20
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20
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Research in international business and finance
The journal of computational finance
The journal of futures markets
443
Journal of banking & finance
184
International journal of theoretical and applied finance
171
Energy economics
130
The journal of finance : the journal of the American Finance Association
85
Applied mathematical finance
79
Journal of financial economics
74
International review of financial analysis
70
NBER working paper series
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Advances in futures and options research : a research annual
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Die Bank
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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 fixed income
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Wiley finance series
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ECONIS (ZBW)
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71
Exchange rate exposure and foreign exchange derivatives : do ineffective hedgers modify future derivatives use?
Anderson, Brian P.
;
Makar, Stephen D.
;
Huffman, Stephen H.
- In:
Research in international business and finance
18
(
2004
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10003396200
Saved in:
72
Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.
;
Au-Yeung, Siu Pang
- In:
Research in international business and finance
18
(
2004
)
3
,
pp. 305-317
Persistent link: https://www.econbiz.de/10003396231
Saved in:
73
Evaluation of compound options using perturbation approximation
Fouque, Jean-Pierre
;
Han, Chuan-Hsiang
- In:
The journal of computational finance
9
(
2005
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10003191108
Saved in:
74
Financial risk and financial risk management
Batten, Jonathan A.
(
ed.
); …
-
2002
-
1. ed
Persistent link: https://www.econbiz.de/10001677915
Saved in:
75
An exit-probability-based approach for the valuation of defaultable securities
Caramellino, Lucia
;
Iovino, Maria Gabriella
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001704737
Saved in:
76
A Tree implementation of a credit spread model for credit derivatives
Schönbucher, Philipp J.
- In:
The journal of computational finance
6
(
2002
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10001740884
Saved in:
77
Deriving derivatives of derivative securities
Carr, Peter
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 5-29
Persistent link: https://www.econbiz.de/10001553928
Saved in:
78
LIBOR market models in practice
Sidenius, Jakob
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001517424
Saved in:
79
Pricing near the barrier : the case of discrete knock-out options
Steiner, Manfred
;
Wallmeier, Martin
;
Hafner, Reinhold
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10001517413
Saved in:
80
Fast valuation of financial derivatives
Schoenmakers, John
;
Heemink, A. W.
- In:
The journal of computational finance
1
(
1997
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10001633173
Saved in:
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