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~isPartOf:"Review of derivatives research"
~subject:"Credit default swaps"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Textbook"
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Credit default swaps
Optionspreistheorie
Credit derivative
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Gündüz, Yalın
1
Jönsson, Henrik
1
Kim, Sung Ik
1
Kim, Young Shin
1
Koziol, Christian
1
Koziol, Philipp
1
Meine, Christian
1
Schoutens, Wim
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Schön, Thomas
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Review of derivatives research
Journal of banking & finance
15
International journal of theoretical and applied finance
12
International review of financial analysis
11
Journal of financial economics
10
Finance research letters
9
Journal of empirical finance
9
Journal of financial stability
8
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8
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6
Journal of international money and finance
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International review of economics & finance : IREF
5
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Review of quantitative finance and accounting
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European journal of operational research : EJOR
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International journal of financial engineering
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Review of finance : journal of the European Finance Association
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Asia-Pacific journal of financial studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Decisions in economics and finance : a journal of applied mathematics
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ECONIS (ZBW)
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1
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
2
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
3
Do CDS spreads move with commonality in liquidity?
Meine, Christian
;
Supper, Hendrik
;
Weiß, Gregor
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 225-261
Persistent link: https://www.econbiz.de/10011477302
Saved in:
4
Does modeling framework matter? : a comparative study of structural and reduced-form models
Gündüz, Yalın
;
Uhrig-Homburg, Marliese
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 39-78
Persistent link: https://www.econbiz.de/10010519295
Saved in:
5
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003829573
Saved in:
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