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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Hedging"
~subject:"Insolvenz"
~subject:"Risk"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Capponi, Agostino
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
The journal of futures markets
105
Energy economics
50
International journal of theoretical and applied finance
42
Journal of banking & finance
37
International review of financial analysis
23
Applied mathematical finance
21
Finance research letters
20
International review of economics & finance : IREF
20
Quantitative finance
20
Review of derivatives research
17
The European journal of finance
15
European journal of operational research : EJOR
14
Journal of financial economics
14
Journal of multinational financial management
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of fixed income
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Applied economics
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NBER working paper series
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Journal of economic dynamics & control
12
Working paper
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Working paper / National Bureau of Economic Research, Inc.
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Journal of risk and financial management : JRFM
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Insurance / Mathematics & economics
10
Journal of financial and quantitative analysis : JFQA
10
The journal of credit risk : published quarterly by Incisive Media
10
Annals of finance
9
Applied financial economics
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Journal of financial stability
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NBER Working Paper
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Review of quantitative finance and accounting
9
Risks : open access journal
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The journal of corporate finance : contracting, governance and organization
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Computational economics
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Discussion paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
3
Risk-sharing or risk-taking? : counterparty risk, incentives, and margins
Biais, Bruno
;
Heider, Florian
;
Hoerova, Marie
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1669-1698
Persistent link: https://www.econbiz.de/10011588926
Saved in:
4
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
5
Should derivatives be privileged in bankruptcy?
Bolton, Patrick
;
Oehmke, Martin
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2353-2393
Persistent link: https://www.econbiz.de/10011411315
Saved in:
6
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
7
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
8
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
9
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
10
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
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