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subject:"USA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"CAPM"
~subject:"Kreditrisiko"
~subject:"Stochastic process"
~subject:"Warenbörse"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
208
International journal of theoretical and applied finance
98
Journal of banking & finance
87
The journal of finance : the journal of the American Finance Association
53
Journal of financial economics
38
Advances in futures and options research : a research annual
35
Journal of financial and quantitative analysis : JFQA
35
Review of derivatives research
32
The journal of fixed income
32
Applied mathematical finance
31
Quantitative finance
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Finance research letters
26
Energy economics
25
The review of financial studies
25
Journal of mathematical finance
24
Working paper / National Bureau of Economic Research, Inc.
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International review of financial analysis
23
The journal of computational finance
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The journal of structured finance
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European journal of operational research : EJOR
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Finance and economics discussion series
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The journal of credit risk : published quarterly by Incisive Media
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Journal of economic dynamics & control
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International journal of financial engineering
18
Review of futures markets
18
The European journal of finance
18
The North American journal of economics and finance : a journal of financial economics studies
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Finance and stochastics
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International review of economics & finance : IREF
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Review of quantitative finance and accounting
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The financial review : the official publication of the Eastern Finance Association
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Working paper
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American journal of agricultural economics
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Annals of finance
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Applied economics letters
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Journal of econometrics
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ECONIS (ZBW)
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
3
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
4
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
5
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
6
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
7
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
8
Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
Saved in:
9
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
10
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
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