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isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"International journal of financial engineering"
~subject:"Credit risk"
~subject:"Finanzmathematik"
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Advances in futures and options research : a research annual
International journal of financial engineering
International journal of theoretical and applied finance
3
Journal of banking & finance
3
The journal of credit risk : published quarterly by Incisive Media
3
European journal of operational research : EJOR
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IMF Staff Country Reports
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Interest rate modelling after the financial crisis
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Journal of economics and finance
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
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Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
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2
Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
Saved in:
3
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
4
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
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