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Derivat
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Ngare, Philip
4
Aduda, Jane
2
Gao, Min
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Hao, Ruili
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Koulis, Theodoro
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Ohnishi, Masamitsu
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Journal of mathematical finance
The journal of futures markets
1,134
Energy economics
402
Journal of banking & finance
362
International journal of theoretical and applied finance
221
International review of financial analysis
203
Finance research letters
191
NBER working paper series
190
Working paper / National Bureau of Economic Research, Inc.
179
International review of economics & finance : IREF
174
The journal of finance : the journal of the American Finance Association
173
Applied financial economics
169
Journal of financial economics
166
NBER Working Paper
154
Journal of financial and quantitative analysis : JFQA
149
The review of financial studies
140
Applied economics
136
Journal of international money and finance
126
The journal of derivatives : the official publication of the International Association of Financial Engineers
125
The European journal of finance
122
The journal of alternative investments
118
Applied economics letters
113
Working paper
111
Economic modelling
109
Advances in futures and options research : a research annual
108
Journal of international financial markets, institutions & money
107
IMF Working Papers
105
Journal of empirical finance
101
Review of derivatives research
101
SpringerLink / Bücher
101
Applied mathematical finance
98
The North American journal of economics and finance : a journal of financial economics studies
92
Quantitative finance
90
Discussion paper / Centre for Economic Policy Research
86
Pacific-Basin finance journal
84
Economics letters
83
Wiley finance series
82
Research in international business and finance
78
The journal of fixed income
77
Die Bank
76
Review of quantitative finance and accounting
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ECONIS (ZBW)
53
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1
A cost of carry-based framework for the Bitcoin
futures
price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
2
Uncovering the distribution of option implied risk aversion
Kyriacou, Maria
;
Olmo, Jose
;
Strittmatter, Marius
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 81-104
Persistent link: https://www.econbiz.de/10012116675
Saved in:
3
Normality of the stock index
futures
of China
Wang, Ning
;
Chen, Yibo
;
Wang, Bo
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 86-101
Persistent link: https://www.econbiz.de/10011846117
Saved in:
4
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
5
Valuation of quanto caps and floors in a calibrated multi-curve cross-currency LIBOR market model
Wamwea, Charity
;
Ngare, Philip
;
Bidima, Martin Le Doux Mbele
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 698-725
Persistent link: https://www.econbiz.de/10012433485
Saved in:
6
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
7
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
8
Hedging with stock index options : a mean-extended Gini approach
Shalit, Haim
;
Greenberg, Doron
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 119-129
Persistent link: https://www.econbiz.de/10010240815
Saved in:
9
Dynamic conditional correlation between electricity, energy (commodity) and financial markets during the financial crisis in Greece
Papaioannou, Panagiotis G.
;
Papaioannou, George P.
; …
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 990-1033
Persistent link: https://www.econbiz.de/10011860252
Saved in:
10
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
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