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~isPartOf:"Journal of mathematical finance"
~isPartOf:"The journal of futures markets"
~subject:"Commodity exchange"
~subject:"Optionspreistheorie"
~subject:"Rohstoffderivat"
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A Simple Credit Risk Model wit...
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Commodity exchange
Optionspreistheorie
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Portfolio selection
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Kreditrisiko
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Chang, Jui-jane
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Kwok, Yue-Kuen
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Mukupa, George M.
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Offen, Elias R.
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Journal of mathematical finance
The journal of futures markets
International journal of theoretical and applied finance
84
Applied mathematical finance
41
Insurance / Mathematics & economics
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Finance and stochastics
39
Journal of banking & finance
34
Quantitative finance
32
Journal of economic dynamics & control
31
International review of financial analysis
30
Review of derivatives research
29
International journal of financial engineering
28
The journal of computational finance
28
European journal of operational research : EJOR
24
The North American journal of economics and finance : a journal of financial economics studies
24
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21
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Finance research letters
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Research paper series / Swiss Finance Institute
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Journal of risk and financial management : JRFM
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Applied economics letters
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International review of economics & finance : IREF
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11
Asia-Pacific financial markets
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Annals of financial economics
9
The handbook of commodity investing
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Wiley finance series
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1
Attenuated model of pricing credit default
swap
under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
2
Pricing credit default
swap
under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
Saved in:
3
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
4
Stable distributions, futures prices, and the measurement of trading performance
Cornew, Ronald W.
- In:
The journal of futures markets
4
(
1984
)
4
,
pp. 531-557
Persistent link: https://www.econbiz.de/10001082393
Saved in:
5
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
6
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
7
Options on normal underlyings with an application to the pricing or survivor swaptions
Dawson, Paul
;
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 757-774
Persistent link: https://www.econbiz.de/10003900592
Saved in:
8
Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates
Guo, Jia-hau
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 340-370
Persistent link: https://www.econbiz.de/10008908378
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9
Convexity meets replication : hedging of
swap
derivatives and annuity options
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 659-678
Persistent link: https://www.econbiz.de/10009009213
Saved in:
10
Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 827-867
Persistent link: https://www.econbiz.de/10009779065
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