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~isPartOf:"Review of Derivatives Research"
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Review of Derivatives Research
Robert H. Smith School Research Paper
48
International journal of theoretical and applied finance
21
Quantitative Finance
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Annals of finance
15
Finance and stochastics
13
International Journal of Theoretical and Applied Finance (IJTAF)
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Review of derivatives research
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Insurance: Mathematics and Economics
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International journal of financial engineering
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Queen's Economics Department Working Paper
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Journal of risk
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of Banking & Finance
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Journal of Risk and Financial Management
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Risk : managing risk in the world's financial markets
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The journal of credit risk : published quarterly by Incisive Media
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Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of Derivatives Research
11
(
2008
)
1
,
pp. 153-169
Persistent link: https://www.econbiz.de/10005542786
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2
Calibration risk: Illustrating the impact of calibration risk under the Heston model
Guillaume, Florence
;
Schoutens, Wim
- In:
Review of Derivatives Research
15
(
2012
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10010867549
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3
The β-variance gamma model
Schoutens, Wim
;
Damme, Geert
- In:
Review of Derivatives Research
14
(
2011
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10009327367
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4
A tale of two volatilities
Madan, Dilip
- In:
Review of Derivatives Research
12
(
2009
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10005015364
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