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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Estimation"
~subject:"Risiko"
~subject:"Theory"
~subject:"Volatility"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
187
International journal of theoretical and applied finance
97
Journal of banking & finance
92
Energy economics
65
Review of derivatives research
40
International review of economics & finance : IREF
39
Applied mathematical finance
38
International review of financial analysis
37
The journal of finance : the journal of the American Finance Association
36
Finance research letters
35
Journal of financial and quantitative analysis : JFQA
35
NBER working paper series
34
The European journal of finance
34
Advances in futures and options research : a research annual
33
Finance and stochastics
33
Quantitative finance
33
Applied financial economics
32
European journal of operational research : EJOR
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Journal of financial economics
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The review of financial studies
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Economics letters
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Journal of economic dynamics & control
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
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Journal of econometrics
21
Research in international business and finance
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The journal of credit risk : published quarterly by Incisive Media
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The journal of fixed income
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Applied economics letters
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The journal of computational finance
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Working paper
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Gabler Edition Wissenschaft
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Finance and economics discussion series
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International journal of financial engineering
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Journal of empirical finance
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1
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
2
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
Saved in:
3
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:
4
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
5
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
6
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
7
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:
8
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
9
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:
10
Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
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