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~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of computational finance"
~subject:"Credit risk"
~subject:"Option pricing theory"
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Credit risk
Option pricing theory
Derivat
113
Derivative
113
Optionspreistheorie
47
Theorie
33
Theory
33
Volatility
32
Volatilität
32
Hedging
25
Commodity derivative
20
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20
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18
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15
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Xu, Yaofei
3
Yan, Cheng
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Zagst, Rudi
3
Batten, Jonathan A.
2
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2
Kandhai, Drona
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International review of financial analysis
The journal of computational finance
International journal of theoretical and applied finance
130
Applied mathematical finance
63
Journal of banking & finance
58
Review of derivatives research
49
Quantitative finance
47
The journal of futures markets
41
European journal of operational research : EJOR
34
Journal of mathematical finance
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
International journal of financial engineering
25
Risks : open access journal
24
The European journal of finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Energy economics
23
Finance and stochastics
23
Journal of economic dynamics & control
23
The North American journal of economics and finance : a journal of financial economics studies
23
Finance research letters
22
The journal of derivatives : JOD
22
SpringerLink / Bücher
21
The journal of credit risk : published quarterly by Incisive Media
21
The journal of fixed income
20
International review of economics & finance : IREF
18
Journal of econometrics
16
Journal of financial economics
16
Computational economics
15
Finance and economics discussion series
15
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Annals of finance
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Applied economics letters
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Insurance / Mathematics & economics
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Applied economics
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Economic modelling
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NBER working paper series
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Wiley finance series
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Journal of risk and financial management : JRFM
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Journal of risk management in financial institutions
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ECONIS (ZBW)
55
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
3
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
4
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
5
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
6
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
7
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
8
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
9
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
10
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
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