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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Derivative"
~subject:"Option pricing theory"
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Derivative
Option pricing theory
Yield curve
199
Zinsstruktur
199
Theorie
72
Theory
72
Optionspreistheorie
43
Estimation
39
Schätzung
39
Credit risk
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International journal of theoretical and applied finance
International review of economics & finance : IREF
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Journal of banking & finance
32
Applied mathematical finance
26
The journal of computational finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Quantitative finance
20
The journal of fixed income
20
The journal of futures markets
19
Finance and stochastics
18
Review of derivatives research
18
Journal of financial economics
14
International journal of financial engineering
13
Risks : open access journal
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The European journal of finance
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The review of financial studies
10
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The journal of finance : the journal of the American Finance Association
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International review of financial analysis
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Journal of empirical finance
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Lecture notes in economics and mathematical systems : LNEMS
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NBER working paper series
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Research paper series / Swiss Finance Institute
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European journal of operational research : EJOR
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Finance and economics discussion series
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Insurance / Mathematics & economics
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Working paper / National Bureau of Economic Research, Inc.
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Advances in futures and options research : a research annual
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Annals of finance
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Discussion paper / Centre for Economic Policy Research
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
55
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1
How arbitrage-free is the Nelson–Siegel model under stochastic volatility?
Takamizawa, Hideyuki
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
Saved in:
2
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
3
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
4
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
5
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
6
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
7
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
8
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
9
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
10
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
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