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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Derivat
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32
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
1,119
Energy economics
382
Journal of banking & finance
362
International journal of theoretical and applied finance
221
International review of financial analysis
192
NBER working paper series
188
Working paper / National Bureau of Economic Research, Inc.
179
The journal of finance : the journal of the American Finance Association
172
Applied financial economics
169
Journal of financial economics
166
Finance research letters
163
International review of economics & finance : IREF
162
NBER Working Paper
154
Journal of financial and quantitative analysis : JFQA
149
The review of financial studies
137
Applied economics
135
Journal of international money and finance
125
The journal of derivatives : the official publication of the International Association of Financial Engineers
125
The European journal of finance
119
The journal of alternative investments
118
Applied economics letters
110
Working paper
110
Advances in futures and options research : a research annual
108
Economic modelling
107
Journal of international financial markets, institutions & money
106
IMF Working Papers
105
Journal of empirical finance
101
Review of derivatives research
101
SpringerLink / Bücher
101
Applied mathematical finance
98
The North American journal of economics and finance : a journal of financial economics studies
92
Discussion paper / Centre for Economic Policy Research
86
Quantitative finance
84
Wiley finance series
84
Economics letters
83
Pacific-Basin finance journal
82
Research in international business and finance
78
The journal of fixed income
77
Die Bank
76
MPRA Paper
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ECONIS (ZBW)
66
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1
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:
2
A consistent pricing model for index options and volatility derivatives
Cont, Rama
;
Kokholm, Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 248-274
Persistent link: https://www.econbiz.de/10009721749
Saved in:
3
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
4
Equity correlations implied by index options : estimation and model uncertainty analysis
Cont, Rama
;
Deguest, Romain
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10009783356
Saved in:
5
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:
6
On finite dimensional realizations of two-country intereste rate models
Slinko, Irina
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10003955690
Saved in:
7
No-armageddon measure for arbitrage-free pricing of index options in a credit crisis
Morini, Massimo
;
Brigo, Damiano
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 573-593
Persistent link: https://www.econbiz.de/10009311691
Saved in:
8
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
9
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
10
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
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