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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Theorie
69
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69
Yield curve
69
Zinsstruktur
69
Option pricing theory
34
Optionspreistheorie
34
Stochastic process
14
Stochastischer Prozess
14
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10
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10
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10
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10
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credit default swaps
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English
79
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Eberlein, Ernst
4
Filipović, Damir
4
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Teichmann, Josef
3
Bielecki, Tomasz R.
2
Björk, Tomas
2
Brace, Alan
2
Capponi, Agostino
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Monfort, Alain
2
Musiela, Marek
2
Rogers, Leonard C. G.
2
Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Aquilina, J.
1
Bagchi, Arunabha
1
Bayraktar, Erhan
1
Bo, Lijun
1
Bojarčenko, Svetlana I.
1
Boyarchenko, Nina
1
Brigo, Damiano
1
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1
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1
Chan, Jiun Hong
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
Cialenco, Igor
1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
322
NBER working paper series
309
Working paper / National Bureau of Economic Research, Inc.
276
NBER Working Paper
244
Journal of financial economics
178
The journal of fixed income
178
Finance research letters
167
Discussion paper / Centre for Economic Policy Research
164
International journal of theoretical and applied finance
151
Journal of international money and finance
149
International review of financial analysis
132
The review of financial studies
131
Working paper series / European Central Bank
127
IMF working papers
125
Finance and economics discussion series
122
International review of economics & finance : IREF
121
Working paper
121
The journal of futures markets
120
Applied economics
119
Journal of international financial markets, institutions & money
115
The journal of finance : the journal of the American Finance Association
111
Journal of empirical finance
109
Economic modelling
102
Economics letters
100
Journal of money, credit and banking : JMCB
100
Journal of financial and quantitative analysis : JFQA
89
The North American journal of economics and finance : a journal of financial economics studies
86
Applied economics letters
85
Journal of economic dynamics & control
85
Applied financial economics
84
Review of quantitative finance and accounting
81
Discussion paper
79
ECB Working Paper
79
Journal of monetary economics
78
Journal of financial markets
77
The European journal of finance
77
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
76
Discussion papers / CEPR
72
Staff reports / Federal Reserve Bank of New York
72
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ECONIS (ZBW)
79
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1
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
2
Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates
Siegel, Andrew F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 919-938
Persistent link: https://www.econbiz.de/10011583812
Saved in:
3
Fast swaption pricing in Gaussian term structure models
Choi, Jaehyuk
;
Shin, Sungchan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 962-982
Persistent link: https://www.econbiz.de/10011583816
Saved in:
4
Price setting of market makers : a filtering problem with endogenous filtration
Kühn, Christoph
;
Riedel, Matthias
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10011739454
Saved in:
5
Incorporating risk and ambiguity aversion into a hybrid model of default
Jaimungal, Sebastian
;
Sigloch, Georg
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10009554694
Saved in:
6
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
7
Pricing swaptions under multifactor Gaussian HJM models
Nunes, Joaõ Pedro Vidal
;
Prazeres, Pedro Miguel Silva
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 762-789
Persistent link: https://www.econbiz.de/10011308169
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
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10009783358
Saved in:
10
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
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