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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of futures markets"
~subject:"Commodity exchange"
~subject:"Kreditwürdigkeit"
~subject:"Optionspreistheorie"
~subject:"Rohstoffderivat"
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A Simple Credit Risk Model wit...
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Commodity exchange
Kreditwürdigkeit
Optionspreistheorie
Rohstoffderivat
Portfolio selection
480
Portfolio-Management
480
Theorie
430
Theory
430
Mathematical programming
137
Mathematische Optimierung
137
Credit risk
125
Kreditrisiko
125
Probability theory
122
Wahrscheinlichkeitsrechnung
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Stochastic process
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Derivat
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Entscheidung unter Unsicherheit
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Option pricing theory
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Multikriterielle Entscheidungsanalyse
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Crook, Jonathan N.
4
Mues, Christophe
4
Andreeva, Galina
3
Bravo, Cristián
3
Calabrese, Raffaella
3
Yao, Xiao
3
Baesens, Bart
2
Chang, Jui-jane
2
Chen, Son-nan
2
Cui, Zhenyu
2
Fanelli, Viviana
2
Kwok, Yue-Kuen
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Sohn, So Young
2
Wang, Huamao
2
Wang, Xingchun
2
Wu, Ting-pin
2
Yang, Zhaojun
2
Aertes, Rinaldo
1
Ali Ahmed, Huson Joher
1
An, Yunbi
1
Angilella, Silvia
1
Anh Ngoc Lai
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Antonelli, Fabio
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Ballotta, Laura
1
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European journal of operational research : EJOR
The journal of futures markets
Journal of banking & finance
127
International journal of theoretical and applied finance
88
International review of financial analysis
53
Finance research letters
46
Applied mathematical finance
42
Insurance / Mathematics & economics
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Finance and stochastics
39
The journal of credit risk : published quarterly by Incisive Media
39
Quantitative finance
36
Journal of economic dynamics & control
35
International journal of financial engineering
34
Journal of financial economics
34
Review of derivatives research
30
Risks : open access journal
29
The journal of computational finance
29
The North American journal of economics and finance : a journal of financial economics studies
28
International review of economics & finance : IREF
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
SpringerLink / Bücher
25
Applied economics letters
24
Journal of risk and financial management : JRFM
24
The European journal of finance
24
The journal of fixed income
24
Economic modelling
23
Research paper series / Swiss Finance Institute
23
Journal of mathematical finance
22
The journal of risk model validation
22
Energy economics
21
Journal of empirical finance
20
Journal of the Operational Research Society : OR
20
Review of quantitative finance and accounting
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Research in international business and finance
19
NBER working paper series
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Journal of international financial markets, institutions & money
17
Working paper
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Working paper / National Bureau of Economic Research, Inc.
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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
Saved in:
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
Saved in:
7
Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert
;
Leuenberger, Nicola
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
Saved in:
8
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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9
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
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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