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Credit default swap
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Option pricing theory
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International review of financial analysis
European journal of operational research : EJOR
8
Journal of Forecasting
8
The European journal of finance
6
Journal of forecasting
4
International Journal of Finance & Economics
3
International journal of forecasting
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Annals of operations research
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Application of operations research to financial markets
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Computational intelligence techniques for trading and investment
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European Journal of Operational Research
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European financial management : the journal of the European Financial Management Association
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Journal of international financial markets, institutions & money
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IRTG 1792 discussion paper
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Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
2
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
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