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~isPartOf:"Applied economics letters"
~subject:"Credit risk"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Real options analysis"
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Option Prices with Stochastic...
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Credit risk
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Option pricing theory
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Derivat
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Wang, Xingchun
3
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1
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1
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Ku, Hyejin
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Li, Xiaoping
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Yang, Zhaojun
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Yeh, I.-Cheng
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Applied economics letters
International journal of theoretical and applied finance
102
Quantitative finance
61
The journal of computational finance
56
Journal of banking & finance
46
European journal of operational research : EJOR
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
45
Insurance / Mathematics & economics
44
Journal of economic dynamics & control
44
Finance and stochastics
43
Applied mathematical finance
40
International journal of financial engineering
31
The journal of futures markets
29
Finance research letters
28
Journal of mathematical finance
28
The European journal of finance
28
Review of derivatives research
27
The North American journal of economics and finance : a journal of financial economics studies
27
Energy economics
24
Journal of financial economics
24
Journal of risk and financial management : JRFM
23
Risks : open access journal
23
Research paper series / Swiss Finance Institute
22
Computational economics
21
International review of financial analysis
21
Management science : journal of the Institute for Operations Research and the Management Sciences
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Asia-Pacific financial markets
16
SpringerLink / Bücher
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13
The review of financial studies
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Applied economics
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Economic modelling
12
Journal of empirical finance
12
Journal of financial and quantitative analysis : JFQA
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1
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
2
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
3
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
Saved in:
4
Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin
;
Liu, Jung-Fang
;
Lin, Wei-Yu
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
Saved in:
5
Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.
;
Shen, P.-F.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 223-229
Persistent link: https://www.econbiz.de/10001748973
Saved in:
6
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
7
Financial derivatives and default dependence : a time-varying copula approach
Zhang, Xuan
;
Liu, Ding
;
Zhao, Yang
;
Zhang, Zhekai
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 958-963
Persistent link: https://www.econbiz.de/10012589711
Saved in:
8
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
9
Finite-horizon zero-leverage firms
Lundberg, Clark
;
Lotfaliei, Babak
- In:
Applied economics letters
27
(
2020
)
14
,
pp. 1160-1169
Persistent link: https://www.econbiz.de/10012267078
Saved in:
10
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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