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Review of derivatives research
The journal of futures markets
391
Journal of banking & finance
210
International journal of theoretical and applied finance
171
SpringerLink / Bücher
128
Energy economics
121
NBER working paper series
98
Working paper / National Bureau of Economic Research, Inc.
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The journal of finance : the journal of the American Finance Association
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Die Bank
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79
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Finance research letters
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International review of economics & finance : IREF
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International review of financial analysis
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Applied financial economics
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European journal of operational research : EJOR
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Quantitative finance
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Applied economics
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
56
Springer eBook Collection
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Advances in futures and options research : a research annual
52
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IMF working papers
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Applied economics letters
46
Wiley finance series
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Finance and stochastics
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Research in international business and finance
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The journal of fixed income
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Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
43
The review of financial studies
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Economics letters
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Market making and risk management in options markets
Boyd, Naomi E.
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
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2
On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo
;
Lim, Hyuncheul
;
Lee, Sungchul
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
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3
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
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4
The valuation and information content of options on crude-oil futures contracts
Murphy, Finbarr
;
Ronn, Ehud I.
- In:
Review of derivatives research
18
(
2015
)
2
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011477287
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Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
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An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
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7
The effects of corporate governance and accounting rule changes on derivatives usage
Chen, Ching-Lung
;
Fan, Hung-Shu
;
Yang, Ya-Ming
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10011293074
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8
An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul
;
Amzelek, Philippe
;
Bonnaud, Joe
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10011293083
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The price discovery of day trading activities in futures market
Chen, Ming-Hsien
;
Tai, Vivian W.
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 217-239
Persistent link: https://www.econbiz.de/10010529623
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10
Efficiently pricing double barrier derivatives in stochastic volatility models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
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