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~subject:"Welt"
~subject:"Theorie"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
75
NBER working paper series
70
NBER Working Paper
61
Journal of banking & finance
48
Discussion paper / Centre for Economic Policy Research
41
Journal of financial economics
34
The review of financial studies
28
Insurance / Mathematics & economics
25
European journal of operational research : EJOR
24
Journal of economic dynamics & control
24
The journal of credit risk : published quarterly by Incisive Media
22
Working papers / Federal Reserve Bank of Philadelphia, Research Department
22
Discussion paper / Center for Economic Research, Tilburg University
21
The journal of fixed income
21
The journal of corporate finance : contracting, governance and organization
20
Working paper
20
The journal of finance : the journal of the American Finance Association
19
The journal of real estate finance and economics
18
CESifo working papers
17
Discussion papers / CEPR
17
Economic modelling
17
FRB of Philadelphia Working Paper
17
Finance and economics discussion series
17
Discussion paper / Tinbergen Institute
16
Journal of financial stability
16
Discussion paper
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
15
International review of financial analysis
15
International review of law and economics
15
Journal of monetary economics
15
Economics letters
14
International journal of theoretical and applied finance
14
Computational economics
13
Cowles Foundation discussion paper
13
European economic review : EER
13
Working papers / Financial Institutions Center
13
Applied economics
12
Finance research letters
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Journal of financial intermediation
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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
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:
5
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:
6
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:
7
Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
Saved in:
8
Correlated defaults in intensity-based models
Yu, Fan
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10003543117
Saved in:
9
Pricing equity derivates subject to bankruptcy
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 255-282
Persistent link: https://www.econbiz.de/10003325841
Saved in:
10
Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
Saved in:
11
Put option premiums and coherent risk measures
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 135-142
Persistent link: https://www.econbiz.de/10001686241
Saved in:
12
On models of default risk
Elliott, Robert J. R.
;
Jeanblanc, Monique
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
Saved in:
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