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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~subject:"Credit risk"
~subject:"Risikoprämie"
~subject:"USA"
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Credit risk
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Derivat
131
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Option pricing theory
77
Optionspreistheorie
77
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44
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Barone-Adesi, Giovanni
3
Chance, Don M.
3
Park, Hun Y.
3
Benth, Fred Espen
2
Fabozzi, Frank J.
2
Ma, Christopher K.
2
Overdahl, James A.
2
Rao, Ramesh P.
2
Ronn, Ehud I.
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1
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1
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Advances in futures and options research : a research annual
Applied mathematical finance
The journal of futures markets
549
Journal of banking & finance
121
The journal of finance : the journal of the American Finance Association
93
The review of financial studies
88
Working paper / National Bureau of Economic Research, Inc.
86
Journal of financial and quantitative analysis : JFQA
67
Energy economics
62
Journal of financial economics
60
International journal of theoretical and applied finance
50
Applied financial economics
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
The journal of fixed income
47
Journal of international money and finance
42
International review of financial analysis
41
International review of economics & finance : IREF
36
NBER working paper series
36
Review of futures markets
35
Journal of empirical finance
34
The journal of alternative investments
33
Journal of international financial markets, institutions & money
31
Discussion paper / Centre for Economic Policy Research
30
The journal of business : B
29
American journal of agricultural economics
28
NBER Working Paper
28
Working paper
28
Review of derivatives research
25
The financial review : the official publication of the Eastern Finance Association
25
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
Finance and economics discussion series
23
Review of quantitative finance and accounting
23
The journal of structured finance
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Applied economics
22
The journal of financial research
22
Journal of money, credit and banking : JMCB
21
Finance research letters
20
The journal of credit risk : published quarterly by Incisive Media
20
Economic review
18
Global finance journal
18
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ECONIS (ZBW)
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1
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
2
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
3
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
Saved in:
4
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
5
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
6
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
7
The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
Saved in:
8
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
9
The skewness premium : option pricing under asymmetric processes
Bates, David S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Saved in:
10
ARCH effects and efficient estimation of hedge ratios for stock index
futures
Bera, Anil K.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 313-328
Persistent link: https://www.econbiz.de/10001145832
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