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Applied mathematical finance
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855
The journal of futures markets
396
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395
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Journal of banking & finance
177
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ECONIS (ZBW)
79
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1
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
2
Multiscale intensity models and name grouping for valuation of multi-name credit derivatives
Papageorgiou, Evan
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 353-383
Persistent link: https://www.econbiz.de/10003916203
Saved in:
3
Closed formula for options with discrete dividends and its derivatives
Veiga, Carlos
;
Wystup, Uwe
- In:
Applied mathematical finance
16
(
2009
)
5/6
,
pp. 517-531
Persistent link: https://www.econbiz.de/10003916669
Saved in:
4
Optimal weak static hedging of equity and credit risk using derivatives
Becherer, Dirk
;
Ward, Ian
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003975242
Saved in:
5
Short positions, rally fears and option markets
Eberlein, Ernst
;
Madan, Dilip B.
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 83-98
Persistent link: https://www.econbiz.de/10003975322
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6
Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
Saved in:
7
Calibration of the Libor market model using correlations implied by CMS spread options
Börger, Reik H.
;
Heys, Jan van
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 453-469
Persistent link: https://www.econbiz.de/10008797251
Saved in:
8
Efficient pricing of derivatives on assets with discrete dividends
Vellekoop, Michel
;
Nieuwenhuis, J. H.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 265-284
Persistent link: https://www.econbiz.de/10003383705
Saved in:
9
Indifference pricing and hedging for volatility dervivatives
Grasselli, M. R.
;
Hurd, T. R.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 303-317
Persistent link: https://www.econbiz.de/10003543040
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10
An EZI method to reduce the rank of a correlation matrix in financial modelling
Morini, Massimo
;
Webber, Nick
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 309-331
Persistent link: https://www.econbiz.de/10003396206
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