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~accessRights:"restricted"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
Option pricing theory
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Barone, Gaia
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Ben-Abdallah, Ramzi
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The journal of credit risk : published quarterly by Incisive Media
Energy economics
71
Finance research letters
59
International journal of theoretical and applied finance
50
Journal of banking & finance
48
Quantitative finance
46
International review of financial analysis
39
International review of economics & finance : IREF
38
The North American journal of economics and finance : a journal of financial economics studies
37
The journal of futures markets
37
European journal of operational research : EJOR
32
Review of derivatives research
30
The journal of derivatives : JOD
29
Research in international business and finance
28
International journal of financial engineering
27
Applied economics
26
The European journal of finance
26
Applied mathematical finance
25
Journal of mathematical finance
25
The journal of financial market infrastructures
21
Applied economics letters
20
The journal of computational finance
20
Pacific-Basin finance journal
19
Computational economics
18
Economic modelling
18
Journal of economic dynamics & control
17
Journal of financial economics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Insurance / Mathematics & economics
16
Review of quantitative finance and accounting
16
Journal of empirical finance
15
Journal of commodity markets
14
Global finance journal
13
Journal of financial markets
13
The journal of energy markets
13
Journal of econometrics
12
Journal of financial stability
12
Theoretical economics letters
12
Economics letters
11
Finance and stochastics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
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ECONIS (ZBW)
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1
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
2
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
3
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
4
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
5
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
6
Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
7
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
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