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Modelling financial derivative...
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Derivat
45
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25
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25
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19
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Finance and stochastics
SpringerLink / Bücher
1,014
The journal of futures markets
396
Europäische Hochschulschriften / 5
299
Gabler Edition Wissenschaft
279
Springer eBook Collection / Business and Economics
214
Lecture notes in economics and mathematical systems : LNEMS
188
International journal of theoretical and applied finance
183
Journal of banking & finance
178
Springer-Lehrbuch
162
Insurance / Mathematics & economics
149
Lehrbuch
149
Annals of operations research
134
Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung
126
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126
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124
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122
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
115
International series in operations research & management science
103
European journal of operational research : EJOR
98
Bank- und finanzwirtschaftliche Forschungen
88
NBER working paper series
86
Schriftenreihe Finanzmanagement
85
The journal of finance : the journal of the American Finance Association
85
Working paper / National Bureau of Economic Research, Inc.
85
Applied mathematical finance
84
Journal of financial economics
78
Discussion paper / B
77
International review of financial analysis
76
Wiley finance
72
Finance research letters
70
The journal of derivatives : the official publication of the International Association of Financial Engineers
69
NBER Working Paper
68
Quantitative finance
68
Review of derivatives research
68
The European journal of finance
66
International review of economics & finance : IREF
61
Applied financial economics
60
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60
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60
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ECONIS (ZBW)
62
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1
Pricing contingent claims with credit risk : asymptotic expansion approach
Muroi, Yoshifumi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 415-427
Persistent link: https://www.econbiz.de/10002946754
Saved in:
2
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
3
Spectral calibration of exponential Lévy models
Belomestny, Denis
;
Reiß, Markus
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 449-474
Persistent link: https://www.econbiz.de/10003405638
Saved in:
4
On a class of law invariant convex risk measures
Angelsberg, Gilles
;
Delbaen, Freddy
;
Kaelin, Ivo
; …
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 343-363
Persistent link: https://www.econbiz.de/10009159083
Saved in:
5
Polynomial processes and their applications to mathematical finance
Cuchiero, Christa
;
Keller-Ressel, Martin
;
Teichmann, Josef
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 711-740
Persistent link: https://www.econbiz.de/10009623535
Saved in:
6
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
7
In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
Saved in:
8
Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick
;
Delbaen, Freddy
;
Kupper, Michael
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 369-387
Persistent link: https://www.econbiz.de/10002946711
Saved in:
9
Satisfying convex risk limits by trading
Larsen, Kasper
;
Pirvu, Traian A.
;
Shreve, Steven E.
; …
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 177-195
Persistent link: https://www.econbiz.de/10002747136
Saved in:
10
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
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