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~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of computational finance"
~subject:"Kreditrisiko"
~subject:"Option pricing theory"
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Kreditrisiko
Option pricing theory
Derivat
113
Derivative
113
Optionspreistheorie
47
Theorie
33
Theory
33
Volatility
32
Volatilität
32
Hedging
25
Commodity derivative
20
Rohstoffderivat
20
Credit risk
18
Stochastic process
15
Stochastischer Prozess
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Option trading
14
Optionsgeschäft
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Swap
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Futures
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55
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Xu, Yaofei
3
Yan, Cheng
3
Zagst, Rudi
3
Batten, Jonathan A.
2
Crépey, Stéphane
2
Escobar, Marcos
2
Kandhai, Drona
2
Pagès, Gilles
2
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2
Shi, Yukun
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
Brunner, Bernhard
1
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1
Calvo-Garrido, M. C.
1
Caramellino, Lucia
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
Davis, Jesse
1
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1
Dixon, Matthew F.
1
Ehrhardt, Matthias
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
64
Journal of banking & finance
58
Quantitative finance
49
Review of derivatives research
49
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
25
Energy economics
24
SpringerLink / Bücher
24
The European journal of finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
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
The journal of credit risk : published quarterly by Incisive Media
21
The journal of fixed income
20
International review of economics & finance : IREF
18
Finance and economics discussion series
16
Journal of econometrics
16
Journal of financial economics
16
Computational economics
15
Research paper series / Swiss Finance Institute
15
SFB 649 discussion paper
15
Annals of finance
14
Applied economics letters
14
Insurance / Mathematics & economics
14
Wiley finance series
14
Applied economics
12
Economic modelling
12
Lecture notes in economics and mathematical systems : LNEMS
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NBER working paper series
12
Wiley finance
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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
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:
3
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:
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
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:
7
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:
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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