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72
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66
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54
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46
Brigo, Damiano
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43
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38
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34
Pelizzon, Loriana
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33
Degryse, Hans
32
Duffie, Darrell
32
Gambacorta, Leonardo
32
Zakrajšek, Egon
32
Longstaff, Francis A.
31
Renne, Jean-Paul
31
Tang, Dragon Yongjun
31
Subrahmanyam, Marti G.
30
Crook, Jonathan N.
29
Gündüz, Yalın
29
Jiménez, Gabriel
29
Jokivuolle, Esa
29
Berger, Allen N.
28
Güttler, André
28
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Leibniz-Institut für Wirtschaftsforschung Halle
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Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Finanz Colloquium Heidelberg
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European Investment Bank
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Internationaler Währungsfonds
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OECD
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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Compagnie française d'assurance pour le commerce extérieur
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International Center for Financial Asset Management and Engineering
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Oesterreichische Nationalbank
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SUERF - The European Money and Finance Forum
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Shaker Verlag
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Springer International Publishing
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Verein für Credit-Management
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Verlag Dr. Kovač
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World Bank Group
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Bundesverband Credit Management
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Eric Cuvillier <Firma>
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European Commission / Joint Research Centre
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Europäische Investitionsbank
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Journal of banking & finance
479
Finance research letters
258
Journal of financial stability
187
The journal of credit risk : published quarterly by Incisive Media
176
NBER working paper series
142
The journal of fixed income
131
International review of financial analysis
128
Journal of risk management in financial institutions
124
Working paper series / European Central Bank
122
International review of economics & finance : IREF
119
European journal of operational research : EJOR
116
International journal of theoretical and applied finance
114
Journal of financial economics
114
Discussion papers / CEPR
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Working paper / National Bureau of Economic Research, Inc.
109
Risks : open access journal
105
Finance and economics discussion series
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NBER Working Paper
102
IMF working papers
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The journal of risk model validation
99
Journal of international financial markets, institutions & money
93
Research in international business and finance
93
Discussion paper
91
Management science : journal of the Institute for Operations Research and the Management Sciences
89
Discussion paper / Centre for Economic Policy Research
84
Research paper series / Swiss Finance Institute
81
Economic modelling
80
The European journal of finance
80
Applied economics letters
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Review of quantitative finance and accounting
74
Working paper
74
Applied economics
73
Journal of international money and finance
72
Pacific-Basin finance journal
72
Journal of financial intermediation
71
Journal of financial services research : JFSR
70
The North American journal of economics and finance : a journal of financial economics studies
70
CESifo working papers
67
SpringerLink / Bücher
67
Journal of empirical finance
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ECONIS (ZBW)
RePEc
1,602
EconStor
458
USB Cologne (EcoSocSci)
206
BASE
59
Other ZBW resources
57
ArchiDok
7
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1
A closed-form extension to the Black-Cox model
Alfonsi, Aurélien
;
Lelong, Jérõme
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009706338
Saved in:
2
Valuing risky debt : a new model combining structural information with the reduced-form approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 261-271
Persistent link: https://www.econbiz.de/10010366168
Saved in:
3
Pricing Parisian and Parasian options analytically
Zhu, Song-ping
;
Chen, Wen-ting
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 875-896
Persistent link: https://www.econbiz.de/10009726170
Saved in:
4
Fast binomial procedures for pricing Parisian/ParAsian options
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10011710827
Saved in:
5
Modelling default risk with occupation times
Makarov, Roman
;
Metzler, Adam
;
Ni, Ziyi
- In:
Finance research letters
13
(
2015
),
pp. 54-65
Persistent link: https://www.econbiz.de/10011552385
Saved in:
6
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Figlewski, Stephen
;
Frydman, Halina
;
Liang, Weijian
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 87-105
Persistent link: https://www.econbiz.de/10009428084
Saved in:
7
Credit default swap valuation with counterparty risk
Seng Yuen Leung
;
Kwok, Yue-Kuen
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 25-45
Persistent link: https://www.econbiz.de/10003379594
Saved in:
8
On the pricing of vulnerable Parisian options
Liu, Zheng
;
Li, Dongchen
;
Qian, Linyi
;
Yao, Jing
- In:
Finance research letters
68
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015063624
Saved in:
9
Modeling credit risk with a multi-stage hybrid model : an alternative statistical approach
Uddin, Mohammad S.
;
Chi, Guotai
;
Al Janabi, Mazin A. M.
; …
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1386-1415
Persistent link: https://www.econbiz.de/10013465701
Saved in:
10
Financial credit risk evaluation model using machine learning-based approach
Jadwal, Pankaj Kumar
;
Jain, Sonal
;
Agarwal, Basant
- In:
World review of entrepreneurship, management and …
16
(
2020
)
6
,
pp. 576-589
Persistent link: https://www.econbiz.de/10012319049
Saved in:
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