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~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Hedging"
~subject:"Insolvency"
~subject:"Yield curve"
~type_genre:"Article in journal"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Hedging
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Derivat
50
Derivative
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29
Theory
29
Option pricing theory
22
Optionspreistheorie
22
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Capponi, Agostino
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Ankirchner, Stefan
1
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Bo, Lijun
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Campi, Luciano
1
Cont, Rama
1
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1
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1
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1
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
The journal of futures markets
100
International journal of theoretical and applied finance
62
Journal of banking & finance
48
Energy economics
43
International review of financial analysis
26
Quantitative finance
26
Applied mathematical finance
25
Review of derivatives research
21
Journal of financial economics
20
The journal of fixed income
20
Finance research letters
19
International review of economics & finance : IREF
19
The European journal of finance
18
Journal of multinational financial management
14
European journal of operational research : EJOR
13
Journal of financial and quantitative analysis : JFQA
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of risk and financial management : JRFM
12
The journal of computational finance
12
Applied economics
11
Applied financial economics
11
Journal of economic dynamics & control
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International journal of financial engineering
10
Journal of mathematical finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of finance : the journal of the American Finance Association
10
European financial management : the journal of the European Financial Management Association
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Advances in futures and options research : a research annual
8
Annals of finance
8
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Computational economics
8
Economic modelling
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of derivatives & hedge funds
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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
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:
3
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:
4
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
5
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
6
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
Saved in:
7
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
8
Effective derivative hedging and initial public offering long-run performance
Nguyen, Hoa
;
Liu, Ming-hua
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
4
,
pp. 1263-1294
Persistent link: https://www.econbiz.de/10010471788
Saved in:
9
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
10
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
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