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~isPartOf:"Applied economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of futures markets"
~subject:"Optionspreistheorie"
~subject:"Rohstoffderivat"
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A Simple Credit Risk Model wit...
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Applied economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
International journal of theoretical and applied finance
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Piecewise linear boundary crossing probabilities, barrier options, and variable annuities
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The journal of futures markets
42
(
2022
)
12
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pp. 2248-2272
Persistent link: https://www.econbiz.de/10013465884
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Probability weighting in commodity futures markets
Yuan, Jun
;
Xu, Qi
;
Wang, Ying
- In:
The journal of futures markets
43
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2023
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4
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pp. 516-548
Persistent link: https://www.econbiz.de/10014293131
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Credit risk derivatives
Das, Sanjiv R.
- In:
The journal of derivatives : the official publication …
2
(
1995
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3
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pp. 7-23
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Pricing vulnerable options with correlated credit risk under jump-diffusion processes
Tian, Lihui
;
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
The journal of futures markets
34
(
2014
)
10
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pp. 957-979
Persistent link: https://www.econbiz.de/10010508685
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Equity option implied probability of default and equity recovery rate
Chang, Bo Young
;
Orosi, Greg
- In:
The journal of futures markets
37
(
2017
)
6
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pp. 599-613
Persistent link: https://www.econbiz.de/10011950847
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Modeling term structure of default correlation
Suchintabandid, Sira
- In:
The journal of derivatives : the official publication …
22
(
2015
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4
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pp. 26-36
Persistent link: https://www.econbiz.de/10011399738
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Anatomy of option features in convertible bonds
Lau, Ka Wo
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 513-532
Persistent link: https://www.econbiz.de/10002059351
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A Markov chain model with stochastic default rate for valuation of credit spreads
Kodera, Eiji
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
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pp. 8-18
Persistent link: https://www.econbiz.de/10001613575
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Are credit spreads too low or too high? : a hybrid barrier option approach for financial distress
Lin, William
;
Sun, David
- In:
The journal of futures markets
29
(
2009
)
12
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pp. 1161-1189
Persistent link: https://www.econbiz.de/10003900991
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Economic determinants of default risks and their impacts on credit derivative pricing
Liao, Szu-Lang
;
Chang, Jui-jane
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1058-1081
Persistent link: https://www.econbiz.de/10008900939
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