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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
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Chen, Son-nan
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Klein, Peter
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Muck, Matthias
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O'Kane, Dominic
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of securities operations & custody
29
Working paper / National Bureau of Economic Research, Inc.
24
NBER working paper series
21
The review of financial studies
20
NBER Working Paper
18
Financial stability review : FSR
16
Research paper series / Swiss Finance Institute
14
The journal of financial market infrastructures
14
Discussion paper / Centre for Economic Policy Research
13
IMF working papers
13
Journal of financial economics
13
BIS quarterly review : international banking and financial market developments
12
Finance and economics discussion series
10
Journal of economic theory
10
Staff working papers / Bank of England
10
The journal of finance : the journal of the American Finance Association
10
The journal of futures markets
10
Discussion papers / CEPR
9
Journal of financial markets
9
Journal of risk management in financial institutions
9
SAFE working paper
9
Discussion paper
8
Journal of banking & finance
8
Journal of economic dynamics & control
8
Journal of money, credit and banking : JMCB
8
Swiss Finance Institute Research Paper
8
International review of financial analysis
7
Journal of financial intermediation
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Review of economic dynamics
7
Staff reports / Federal Reserve Bank of New York
7
Working paper series
7
Finance : revue de l'Association Française de Finance
6
Financial derivatives : pricing and risk management
6
Quarterly bulletin / Bank of England
6
The journal of structured finance
6
Working paper
6
Working paper series / European Central Bank
6
CFS working paper series
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
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2
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
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3
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
4
Where should you buy your options? : the pricing of exchange-traded certificates and OTC derivatives in Germany
Muck, Matthias
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 82-96
Persistent link: https://www.econbiz.de/10003379134
Saved in:
5
Financial derivatives : actions needed to protect the financial system ; the Government Accounting Office report on derivatives regulation: a synopsis and commentary
In:
The journal of derivatives : the official publication …
2
(
1994
)
1
,
pp. 80-89
Persistent link: https://www.econbiz.de/10001219328
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