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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of futures markets"
~source:"econis"
~subject:"Commodity exchange"
~subject:"Optionspreistheorie"
~subject:"Rohstoffderivat"
~type_genre:"Article in journal"
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A Simple Credit Risk Model wit...
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Commodity exchange
Optionspreistheorie
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Portfolio selection
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European journal of operational research : EJOR
The journal of futures markets
International journal of theoretical and applied finance
84
Applied mathematical finance
41
Insurance / Mathematics & economics
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Finance and stochastics
39
Journal of banking & finance
34
Quantitative finance
33
International review of financial analysis
32
Journal of economic dynamics & control
30
International journal of financial engineering
29
Review of derivatives research
29
The journal of computational finance
28
The North American journal of economics and finance : a journal of financial economics studies
24
Energy economics
21
Journal of mathematical finance
19
Finance research letters
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Economic modelling
14
Journal of risk and financial management : JRFM
14
The European journal of finance
14
Annals of finance
13
Applied economics letters
13
International review of economics & finance : IREF
13
Mathematics and financial economics
13
Risks : open access journal
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Asia-Pacific financial markets
10
Journal of financial economics
10
The journal of finance : the journal of the American Finance Association
10
Annals of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Computational economics
8
Operations research letters
8
Applied economics
7
Journal of commodity markets
7
Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Mathematical methods of operations research
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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
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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
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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
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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9
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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10
Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates
Guo, Jia-hau
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 340-370
Persistent link: https://www.econbiz.de/10008908378
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