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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Credit"
~subject:"Insolvency"
~subject:"Optionspreistheorie"
~subject:"Zinsstruktur"
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The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Applied mathematical finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
The journal of computational finance
14
International review of financial analysis
11
Journal of banking & finance
11
Finance and stochastics
10
The journal of futures markets
10
European journal of operational research : EJOR
9
Journal of financial economics
9
Research paper series / Swiss Finance Institute
9
Review of derivatives research
9
The journal of fixed income
9
International journal of financial engineering
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Journal of financial and quantitative analysis : JFQA
7
Insurance / Mathematics & economics
6
Journal of economic dynamics & control
6
The journal of finance : the journal of the American Finance Association
6
Finance research letters
5
Journal of international financial markets, institutions & money
5
Quantitative finance
5
Vahlens Kurzlehrbücher
5
Working paper / National Bureau of Economic Research, Inc.
5
Computational economics
4
Discussion paper / Tinbergen Institute
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4
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International review of economics & finance : IREF
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Journal of econometrics
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Review of finance : journal of the European Finance Association
4
Risks : open access journal
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Swiss Finance Institute Research Paper
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The journal of credit risk : published quarterly by Incisive Media
4
Working papers / The Levy Economics Institute
4
Applied economics letters
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Economic modelling
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Finance and economics discussion series
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ECONIS (ZBW)
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1
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
2
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
3
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Saved in:
4
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
5
Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012665111
Saved in:
6
Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Saved in:
7
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
8
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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