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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Bayraktar, Erhan"
~person:"Brigo, Damiano"
~person:"Gombani, Andrea"
~person:"Houdré, Christian"
~person:"Ikeda, Masayuki"
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Bayraktar, Erhan
Brigo, Damiano
Gombani, Andrea
Houdré, Christian
Ikeda, Masayuki
Jarrow, Robert A.
3
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2
Cont, Rama
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Crépey, Stéphane
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
8
Finance and stochastics
2
Financial series
2
Journal of risk management in financial institutions
2
Wiley finance
2
Annals of finance
1
Applied mathematical finance
1
Journal of financial engineering
1
Operations research letters
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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Review of derivatives research
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Springer Finance
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ECONIS (ZBW)
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1
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
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2
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
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3
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
4
A unified framework for pricing credit and equity derivatives
Bayraktar, Erhan
;
Yang, Bo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 493-517
Persistent link: https://www.econbiz.de/10009156018
Saved in:
5
An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model
Brigo, Damiano
;
El-Bachir, Naoufel
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10008665084
Saved in:
6
Pricing options with curved boundaries
Kunitomo, Naoto
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 275-298
Persistent link: https://www.econbiz.de/10001143968
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