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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~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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Cao, Yi
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European journal of operational research : EJOR
The journal of credit risk : published quarterly by Incisive Media
The journal of futures markets
389
Journal of banking & finance
178
International journal of theoretical and applied finance
170
Energy economics
122
Applied mathematical finance
80
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
Finance research letters
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Quantitative finance
63
The European journal of finance
63
Applied financial economics
61
International review of economics & finance : IREF
61
Journal of financial and quantitative analysis : JFQA
58
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
The journal of fixed income
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
Risks : open access journal
34
Economic modelling
33
Journal of securities operations & custody
33
Research in international business and finance
33
International journal of financial engineering
31
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ECONIS (ZBW)
88
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1
A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds
Bielecki, Tomasz R.
;
Vidozzi, Andrea
;
Vidozzi, Luca
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10003745400
Saved in:
2
An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-guo
;
Wang, Ying-luo
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 229-243
Persistent link: https://www.econbiz.de/10003768188
Saved in:
3
Some models for deriving the priority weights from interval fuzzy preference relations
Xu, Zeshui
;
Chen, Jian
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 266-280
Persistent link: https://www.econbiz.de/10003768201
Saved in:
4
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida
;
Tütüncü, Reha H.
;
Vicente, …
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
Saved in:
5
Pricing synthetic CDO tranches in a model with default contagion using the matrix analytic approach
Herbertsson, Alexander
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
4
,
pp. 2-35
Persistent link: https://www.econbiz.de/10003806412
Saved in:
6
The systematic and idiosyncratic modules of bankruptcy risk
Parnes, Dror
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10003853282
Saved in:
7
An introduction to pricing correlation products using a pair-wise correlation matrix
Whitehill, Sam
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10003853302
Saved in:
8
Valuing CDOs of bespoke portfolios with implied multi-factor models
Rosen, Dan
;
Saunders, David M.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 3-36
Persistent link: https://www.econbiz.de/10003903232
Saved in:
9
CDO pricing with expected loss parametric interpolation
Bernis, Guillaume
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 71-87
Persistent link: https://www.econbiz.de/10003903244
Saved in:
10
Double-t copula pricing structured credit products : practical aspects of a trustworthy implementation
Vrins, Frédéric D.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 91-109
Persistent link: https://www.econbiz.de/10003903249
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