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Wu, Liuren
35
Leippold, Markus
19
Carr, Peter
12
Vanini, Paolo
6
Egloff, Daniel
4
Trojani, Fabio
4
Foresi, Silverio
3
Heidari, Massoud
3
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3
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2
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2
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2
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2
Lu, Biao
2
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Bali, Turan G.
1
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The review of financial studies
6
Journal of banking & finance
4
Journal of financial economics
4
Journal of economic dynamics & control
3
Journal of financial and quantitative analysis : JFQA
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of finance : the journal of the American Finance Association
3
Applied mathematical finance
2
Finanzmarkt und Portfolio-Management
2
Journal of international money and finance
2
Journal of monetary economics
2
Review of derivatives research
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied financial economics
1
Finance and stochastics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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1
The European journal of finance
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The journal of futures markets
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OLC EcoSci
ECONIS (ZBW)
283
RePEc
79
USB Cologne (business full texts)
23
BASE
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3
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2
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1
Asset Pricing under the Quadratic Class
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10006695598
Saved in:
2
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
Egloff, Daniel
;
Leippold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1311
Persistent link: https://www.econbiz.de/10008814142
Saved in:
3
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models
Leippold, Markus
;
Wiener, Zvi
- In:
Review of derivatives research
7
(
2004
)
3
,
pp. 213-240
Persistent link: https://www.econbiz.de/10005925702
Saved in:
4
Das Standardverfahren zur Eigenmittelunterlegung : Analyse der Wahlmöglichkeiten
Leippold, Markus
;
Jovic, Dean
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
3
,
pp. 260-290
Persistent link: https://www.econbiz.de/10006095596
Saved in:
5
Numerische Methoden in der Optionspreistheorie : Monte Carlo und Quasi-Monte Carlo Methoden
Leippold, Markus
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10006099516
Saved in:
6
Economic benefit of powerful credit scoring
Blöchlinger, Andreas
;
Leippold, Markus
- In:
Journal of banking & finance
30
(
2006
)
3
,
pp. 851-874
Persistent link: https://www.econbiz.de/10005878513
Saved in:
7
Optimal credit limit management under different information regimes
Leippold, Markus
;
Vanini, Paolo
;
Ebnoether, Silvan
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 463-488
Persistent link: https://www.econbiz.de/10005878632
Saved in:
8
A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’
Cheng, Jun
;
Ibraimi, Meriton
;
Leippold, Markus
;
Zhang, …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 708-716
Persistent link: https://www.econbiz.de/10009840987
Saved in:
9
Learning and Asset Prices Under Ambiguous Information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2013
)
6
,
pp. 2565-2564
Persistent link: https://www.econbiz.de/10010114004
Saved in:
10
A simple model of credit contagion
Egloff, Daniel
;
Leippold, Markus
;
Vanini, Paolo
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2475-2492
Persistent link: https://www.econbiz.de/10007757874
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