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~isPartOf:"Applied economics letters"
~subject:"Credit risk"
~subject:"Monte Carlo simulation"
~subject:"Optionsgeschäft"
~subject:"Portfolio-Management"
~subject:"Real options analysis"
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Option Prices with Stochastic...
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Wang, Xingchun
4
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2
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2
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1
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Applied economics letters
International journal of theoretical and applied finance
180
The journal of computational finance
105
The journal of futures markets
104
Quantitative finance
95
Applied mathematical finance
88
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
Review of derivatives research
74
Journal of economic dynamics & control
72
Journal of banking & finance
70
Finance and stochastics
69
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
European journal of operational research : EJOR
65
Finance research letters
63
International journal of financial engineering
56
The North American journal of economics and finance : a journal of financial economics studies
49
Journal of mathematical finance
46
Computational economics
45
Insurance / Mathematics & economics
45
The European journal of finance
38
Risks : open access journal
37
Research paper series / Swiss Finance Institute
34
Asia-Pacific financial markets
33
Energy economics
30
International review of financial analysis
30
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Journal of financial economics
27
Journal of risk and financial management : JRFM
27
International review of economics & finance : IREF
26
Applied economics
24
Decisions in economics and finance : DEF ; a journal of applied mathematics
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
Economic modelling
22
Annals of finance
21
Review of quantitative finance and accounting
21
Mathematics and financial economics
19
Operations research letters
19
The journal of derivatives : JOD
19
Swiss Finance Institute Research Paper
17
Mathematical finance : an international journal of mathematics, statistics and financial economics
16
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1
Simpler proofs in finance and shout options
Ramprasath, L.
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 173-178
Persistent link: https://www.econbiz.de/10009230145
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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
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
8
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:
9
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:
10
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
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