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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~subject:"Commodity exchange"
~subject:"Kapitaleinkommen"
~subject:"Optionspreistheorie"
~subject:"Rohstoffderivat"
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A Simple Credit Risk Model wit...
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Commodity exchange
Kapitaleinkommen
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Wang, Xingchun
4
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3
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Chen, Jing
2
Cotter, John
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Cui, Zhenyu
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Fanelli, Viviana
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Hainaut, Donatien
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Hwang, Soosung
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Kwok, Yue-Kuen
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Wang, Huamao
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Bangassa, Kenbata
1
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1
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European journal of operational research : EJOR
The European journal of finance
The journal of futures markets
Journal of banking & finance
172
International review of financial analysis
140
Finance research letters
128
Journal of financial economics
125
NBER working paper series
105
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100
International journal of theoretical and applied finance
97
Working paper / National Bureau of Economic Research, Inc.
93
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59
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55
Research in international business and finance
55
Management science : journal of the Institute for Operations Research and the Management Sciences
54
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53
Journal of international financial markets, institutions & money
52
Financial markets and portfolio management
50
Journal of investment management : JOIM
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The journal of finance : the journal of the American Finance Association
46
Economic modelling
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Investment management and financial innovations
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The review of financial studies
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Applied mathematical finance
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of financial markets
43
The journal of portfolio management : a publication of Institutional Investor
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Swiss Finance Institute Research Paper
39
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ECONIS (ZBW)
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1
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
2
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
3
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
4
Pricing of variance
swap
rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
5
Default probability estimation via pair copula constructions
Dalla Valle, Luciana
;
De Giuli, Maria Elena
;
Tarantola, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
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6
Stable distributions, futures prices, and the measurement of trading performance
Cornew, Ronald W.
- In:
The journal of futures markets
4
(
1984
)
4
,
pp. 531-557
Persistent link: https://www.econbiz.de/10001082393
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7
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
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8
Estimating loss-given default through advanced credibility theory
Bonini, Stefano
;
Caivano, Giuliana
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
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9
Variance
swap
with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
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10
Options on normal underlyings with an application to the pricing or survivor swaptions
Dawson, Paul
;
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 757-774
Persistent link: https://www.econbiz.de/10003900592
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