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Corporate bond
6
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Option pricing theory
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Applied mathematical finance
Journal of banking & finance
93
NBER working paper series
71
The journal of fixed income
65
Journal of financial economics
64
Working paper / National Bureau of Economic Research, Inc.
60
The review of financial studies
58
Finance research letters
55
NBER Working Paper
55
The journal of finance : the journal of the American Finance Association
41
The journal of corporate finance : contracting, governance and organization
35
Journal of financial and quantitative analysis : JFQA
31
International review of financial analysis
28
Discussion papers / CEPR
27
International review of economics & finance : IREF
27
Discussion paper / Centre for Economic Policy Research
25
Working paper series / European Central Bank
25
Pacific-Basin finance journal
22
The European journal of finance
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Journal of international financial markets, institutions & money
19
Research paper series / Swiss Finance Institute
19
Staff reports / Federal Reserve Bank of New York
18
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
18
Finance and economics discussion series
17
Journal of risk and financial management : JRFM
17
IMF working papers
16
Journal of financial markets
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
ECB Working Paper
15
Journal of international money and finance
15
Review of finance : journal of the European Finance Association
15
Staff working papers / Bank of England
15
Working paper / Centre for Financial Research
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Applied economics
14
Developing corporate bond markets in Asia : proceedings of a BIS/PBC seminar held in Kunming, China on 17 - 18 November 2005
14
Fisher College of Business working paper series
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Journal of financial stability
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Review of quantitative finance and accounting
14
Research in international business and finance
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ECONIS (ZBW)
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Deep reinforcement learning for market making in corporate bonds : beating the curse of dimensionality
Guéant, Olivier
;
Manziuk, Iuliia
- In:
Applied mathematical finance
26
(
2019
)
5
,
pp. 387-452
Persistent link: https://www.econbiz.de/10012210413
Saved in:
2
A reduced-form model for valuing bonds with make-whole call provisions
Park, Min
;
Clark, Steven P.
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
Saved in:
3
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:
4
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 17-36
Persistent link: https://www.econbiz.de/10003847142
Saved in:
5
Empirical evaluation of hybrid defaultable bond pricing models
Antes, S.
;
Ilg, M.
;
Schmid, Beat
;
Zagst, Rudi
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 219-249
Persistent link: https://www.econbiz.de/10003751234
Saved in:
6
Stock options as barrier contingent claims
Ericsson, Jan
;
Reneby, Joel
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 121-147
Persistent link: https://www.econbiz.de/10001805363
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