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Review of derivatives research
The journal of world investment & trade : law, economics, politics
225
Journal of international economic law
123
Journal of world trade : law, economic policy, public policy
106
Appellate Body Reports
79
Journal of financial economics
71
NBER working paper series
65
MPRA Paper
63
The journal of futures markets
62
Working paper / National Bureau of Economic Research, Inc.
59
Journal of banking & finance
57
Finance and stochastics
55
Discussion paper / Centre for Economic Policy Research
52
NBER Working Paper
52
ICC publication
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CEPR Discussion Papers
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International journal of theoretical and applied finance
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World trade review : economics, law, international institutions
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Finance and Stochastics
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The journal of finance : the journal of the American Finance Association
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Economics Papers from University Paris Dauphine
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Journal of mathematical economics
38
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37
Mathematical finance : an international journal of mathematics, statistics and financial theory
37
The review of financial studies
37
Recht der internationalen Wirtschaft : RIW ; Betriebs-Berater international
35
IMF Working Papers
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Pacific-Basin finance journal
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Finance research letters
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International review of financial analysis
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Research paper series / Swiss Finance Institute
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Journal of empirical finance
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Documents de travail du Centre d'Economie de la Sorbonne
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Mathematics and financial economics
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Annals of finance
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European yearbook of international economic law
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1
Pricing cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Saved in:
2
Arbitrage
-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
3
Pricing swaptions and zero-coupon futures options under the discrete-time
arbitrage
-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
4
On the upper bound of a call option
Handley, John C.
- In:
Review of derivatives research
8
(
2005
)
2
,
pp. 85-95
Persistent link: https://www.econbiz.de/10003177140
Saved in:
5
Conditional risk-neutral density from option prices by local polynomial Kernel smoothing with no-
arbitrage
constraints
Monteiro, Ana M.
;
Santos, Antonio A. F.
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10012229782
Saved in:
6
Foreign currency bubbles
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
Saved in:
7
The impact of quantitative easing on the US term structure of interest rates
Jarrow, Robert A.
;
Li, Hao
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 287-321
Persistent link: https://www.econbiz.de/10011293077
Saved in:
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