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Modelling financial derivative...
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Derivat
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Benth, Fred Espen
5
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1
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Applied mathematical finance
SpringerLink / Bücher
1,027
The journal of futures markets
423
Europäische Hochschulschriften / 5
299
Gabler Edition Wissenschaft
279
Springer eBook Collection / Business and Economics
214
International journal of theoretical and applied finance
197
Journal of banking & finance
190
Lecture notes in economics and mathematical systems : LNEMS
189
Insurance / Mathematics & economics
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162
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Annals of operations research
137
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115
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112
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103
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Bank- und finanzwirtschaftliche Forschungen
88
The journal of finance : the journal of the American Finance Association
87
Journal of financial economics
85
Schriftenreihe Finanzmanagement
85
Quantitative finance
78
The journal of derivatives : the official publication of the International Association of Financial Engineers
78
Discussion paper / B
77
Finance research letters
76
NBER Working Paper
76
Finance and stochastics
75
Wiley finance
73
International review of financial analysis
69
Review of derivatives research
69
The European journal of finance
68
The journal of computational finance
68
Risks : open access journal
67
Applied financial economics
62
Journal of financial and quantitative analysis : JFQA
61
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ECONIS (ZBW)
89
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1
On hedging in finite security markets
Florio, Silvia
;
Runggaldier, Wolfgang J.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 159-176
Persistent link: https://www.econbiz.de/10001490688
Saved in:
2
Modelling specific interest rate risk with estimation of missing data
Siegl, Thomas
;
Quell, Peter
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 283-309
Persistent link: https://www.econbiz.de/10003149972
Saved in:
3
Convex hedging in incomplete markets
Rudloff, Birgit
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 437-452
Persistent link: https://www.econbiz.de/10003637473
Saved in:
4
A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus
Arai, Takuji
;
Imai, Yuto
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 247-267
Persistent link: https://www.econbiz.de/10012128947
Saved in:
5
Computation of Greeks in LIBOR models driven by time : inhomogeneous Lévy processes
Eberlein, Ernst
;
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 236-260
Persistent link: https://www.econbiz.de/10011704234
Saved in:
6
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
Saved in:
7
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:
8
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:
9
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:
10
Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
(
contributor
)
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001490691
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