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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
IMF Working Papers
383
IMF Staff Country Reports
172
Finance research letters
97
Journal of banking & finance
76
The journal of fixed income
75
NBER working paper series
64
Working paper / National Bureau of Economic Research, Inc.
60
Journal of financial economics
47
NBER Working Paper
42
International review of financial analysis
40
Energy economics
38
International review of economics & finance : IREF
38
Pacific-Basin finance journal
34
The review of financial studies
33
Research in international business and finance
30
The journal of finance : the journal of the American Finance Association
28
Die Bank
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Journal of international money and finance
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Journal of international financial markets, institutions & money
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Discussion paper / Centre for Economic Policy Research
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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The handbook of municipal bonds
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The journal of corporate finance : contracting, governance and organization
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Discussion papers / CEPR
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Journal of financial and quantitative analysis : JFQA
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SpringerLink / Bücher
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Working paper series / European Central Bank
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Risks : open access journal
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The journal of fixed income : JFI
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Applied financial economics
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Economics letters
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Wiley finance series
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International journal of theoretical and applied finance
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ECONIS (ZBW)
7
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1
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
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2
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min
;
Kwok, Yue-Kuen
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Saved in:
3
Pricing discretely monitored barrier options and defaultable bonds in Lévy process models : a fast Hilbert transform approach
Feng, Liming
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 337-384
Persistent link: https://www.econbiz.de/10003752266
Saved in:
4
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
Saved in:
5
Term structure models driven by general Lévy processes
Eberlein, Ernst
;
Raible, Sebastian
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 31-53
Persistent link: https://www.econbiz.de/10001363481
Saved in:
6
Pricing callable bonds by means of green's function
Büttler, Hans-Jürg
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 53-88
Persistent link: https://www.econbiz.de/10001201644
Saved in:
7
Default risk insurance and incomplete markets
Artzner, Philippe
- In:
Mathematical finance : an international journal of …
5
(
1995
)
3
,
pp. 187-195
Persistent link: https://www.econbiz.de/10001188680
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