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~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of fixed income"
~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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Derivative
124
Optionspreistheorie
65
Theorie
43
Theory
43
Stochastic process
25
Stochastischer Prozess
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Benth, Fred Espen
6
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Applied mathematical finance
The journal of fixed income
The journal of futures markets
389
Journal of banking & finance
178
International journal of theoretical and applied finance
170
Energy economics
120
The journal of finance : the journal of the American Finance Association
79
International review of financial analysis
72
Journal of financial economics
72
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Finance research letters
64
The European journal of finance
63
Applied financial economics
61
International review of economics & finance : IREF
61
Quantitative finance
61
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Die Bank
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of computational finance
44
Applied economics letters
41
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Review of quantitative finance and accounting
36
Economic modelling
33
Research in international business and finance
33
The journal of credit risk : published quarterly by Incisive Media
33
Journal of securities operations & custody
32
Risks : open access journal
32
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ECONIS (ZBW)
124
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1
Estimating the term structure of volatility and fixed-income derivative pricing
Gonçalves, Franklin de O.
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 32-39
Persistent link: https://www.econbiz.de/10001205427
Saved in:
2
Default risk and derivative products
Cooper, Ian
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 53-74
Persistent link: https://www.econbiz.de/10001209609
Saved in:
3
Toward real-time pricing of complex financial derivates
Ninomiya, S.
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001209611
Saved in:
4
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
5
Dynamic cross hedging with mortgage-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
6
A LIBOR-based approach to modeling the mortgage basis
Goodman, Laurie Sharon
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 29-35
Persistent link: https://www.econbiz.de/10001252730
Saved in:
7
Time-varying empirical duration and slope effects for mortgage-backed securities
Kon, Stanley Jay
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001252731
Saved in:
8
Valuation and hedging of contingent claims in the HJM model with deterministic volatilities
Rutkowski, Marek
- In:
Applied mathematical finance
3
(
1996
)
3
,
pp. 237-267
Persistent link: https://www.econbiz.de/10001217776
Saved in:
9
Effective and empirical durations of mortgage securities
Hayre, Lakhbir
- In:
The journal of fixed income
6
(
1997
)
4
,
pp. 17-33
Persistent link: https://www.econbiz.de/10001218361
Saved in:
10
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
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