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~isPartOf:"Review of derivatives research"
~subject:"Argentina"
~subject:"Derivat"
~subject:"Schätztheorie"
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Cané de Estrada, Mariano
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Review of derivatives research
The journal of finance : the journal of the American Finance Association
28
The journal of futures markets
26
Journal of econometrics
23
Journal of financial and quantitative analysis : JFQA
22
Advances in futures and options research : a research annual
20
Journal of financial economics
20
The review of financial studies
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of banking & finance
16
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
12
Discussion paper / B
11
NBER working paper series
10
Finance research letters
9
Journal of empirical finance
9
Review of quantitative finance and accounting
9
Working paper / National Bureau of Economic Research, Inc.
9
Economics letters
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
NBER Working Paper
8
Working paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
The European journal of finance
7
Journal of financial econometrics
6
Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
6
The financial review : the official publication of the Eastern Finance Association
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Working papers / Federal Reserve Bank of Atlanta
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Annals of finance
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Applied economics
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Applied mathematical finance
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Discussion paper
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European journal of operational research : EJOR
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
5
Quantitative finance
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Staff reports / Federal Reserve Bank of New York
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Does model complexity improve pricing accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
2
A four-factor stochastic volatility model of commodity prices
Schöne, Max F.
;
Spinler, Stefan
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10011935975
Saved in:
3
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
4
Equilibrium exercise of European warrants
Kapadia, Nikunj
;
Willette, Gregory
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 129-156
Persistent link: https://www.econbiz.de/10009629061
Saved in:
5
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Saved in:
6
Equilibrium preference free pricing of derivatives under the generalized beta distributions
Ikeda, Masayuki
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 297-332
Persistent link: https://www.econbiz.de/10008695881
Saved in:
7
Pricing of defaultable bonds with log-normal spread : development of the model and an application to Argentinean and Brazilian Bonds during the Argentine crisis
Cané de Estrada, Mariano
;
Cortina, Elsa
;
Ferro …
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10002976023
Saved in:
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