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~subject:"Credit risk"
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Option Prices with Stochastic...
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Credit risk
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Option pricing theory
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Wang, Xingchun
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Applied economics letters
International journal of theoretical and applied finance
92
The journal of computational finance
54
Quantitative finance
47
Finance and stochastics
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Insurance / Mathematics & economics
38
Applied mathematical finance
37
Journal of economic dynamics & control
36
European journal of operational research : EJOR
32
International journal of financial engineering
27
Journal of banking & finance
26
Review of derivatives research
24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of mathematical finance
22
The journal of futures markets
20
Computational economics
19
Finance research letters
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International review of financial analysis
19
Journal of risk and financial management : JRFM
18
Risks : open access journal
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Asia-Pacific financial markets
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Research paper series / Swiss Finance Institute
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The European journal of finance
14
Energy economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Mathematics and financial economics
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SpringerLink / Bücher
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Mathematics of operations research
10
Operations research letters
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9
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1
Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin
;
Liu, Jung-Fang
;
Lin, Wei-Yu
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
Saved in:
2
Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng
;
Lien, Che-Hui
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
Saved in:
3
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
4
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
5
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
Saved in:
6
Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.
;
Shen, P.-F.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 223-229
Persistent link: https://www.econbiz.de/10001748973
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7
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
8
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
Saved in:
9
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
10
Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
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