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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
448
Journal of banking & finance
184
International journal of theoretical and applied finance
171
Energy economics
130
The journal of finance : the journal of the American Finance Association
85
Applied mathematical finance
79
International review of financial analysis
78
Journal of financial economics
74
NBER working paper series
71
The journal of derivatives : the official publication of the International Association of Financial Engineers
70
Working paper / National Bureau of Economic Research, Inc.
70
Finance research letters
69
Review of derivatives research
69
SpringerLink / Bücher
67
The European journal of finance
66
Applied financial economics
65
International review of economics & finance : IREF
64
Quantitative finance
62
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
56
NBER Working Paper
55
Advances in futures and options research : a research annual
52
Die Bank
50
Applied economics
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Finance and stochastics
45
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of fixed income
45
The journal of computational finance
44
Wiley finance series
44
Applied economics letters
43
The review of financial studies
42
Working paper
42
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
Review of quantitative finance and accounting
38
Journal of risk and financial management : JRFM
37
Research in international business and finance
37
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ECONIS (ZBW)
44
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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