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~isPartOf:"Applied mathematical finance"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Share price"
~subject:"Theory"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Derivat
257
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101
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50
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Applied mathematical finance
Gabler Edition Wissenschaft
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
154
Journal of banking & finance
73
International journal of theoretical and applied finance
67
The journal of finance : the journal of the American Finance Association
41
Advances in futures and options research : a research annual
37
Journal of financial and quantitative analysis : JFQA
36
The review of financial studies
30
Finance and stochastics
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Economics letters
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Energy economics
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NBER working paper series
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International review of financial analysis
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Journal of financial economics
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NBER Working Paper
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International review of economics & finance : IREF
21
The journal of fixed income
21
Journal of economic dynamics & control
20
Review of derivatives research
20
SpringerLink / Bücher
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Working paper / National Bureau of Economic Research, Inc.
20
The European journal of finance
19
Applied financial economics
18
The journal of credit risk : published quarterly by Incisive Media
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European journal of operational research : EJOR
17
Finance research letters
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Finance : revue de l'Association Française de Finance
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Review of quantitative finance and accounting
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The journal of business : B
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Discussion paper / B
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Europäische Hochschulschriften / 5
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
The effects of transaction costs and illiquidity on the prices of volatility derivatives
Dilloo, Mehzabeen Jumanah
;
Tangman, Désiré Yannick
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10012672309
Saved in:
3
Trading signals in VIX futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
4
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
5
Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Biegler-König, Richard
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
Saved in:
6
Efficient pricing and super-replication of corridor variance swaps and related products
Burgard, Christoph
;
Torné, Olaf
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 79-96
Persistent link: https://www.econbiz.de/10011848417
Saved in:
7
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:
8
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:
9
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
10
Directional trading across stock limit order book and options markets
Wang, Qin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
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