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Risk management
191
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117
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96
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Wang, Xingchun
7
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4
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Finance research letters
The journal of futures markets
740
Journal of banking & finance
620
International journal of theoretical and applied finance
618
IMF Staff Country Reports
534
Insurance / Mathematics & economics
504
European journal of operational research : EJOR
427
Risks : open access journal
414
SpringerLink / Bücher
393
The journal of derivatives : the official publication of the International Association of Financial Engineers
307
Mathematical finance : an international journal of mathematics, statistics and financial theory
305
IMF Working Papers
303
Journal of risk management in financial institutions
296
Quantitative finance
289
Finance and stochastics
288
NBER working paper series
283
The journal of computational finance
278
Applied mathematical finance
276
International journal of production research
271
Journal of econometrics
267
Energy economics
266
Journal of risk and financial management : JRFM
254
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251
International review of financial analysis
241
Journal of financial economics
218
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216
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210
Journal of economic dynamics & control
206
Discussion paper / Tinbergen Institute
204
International journal of production economics
202
The European journal of finance
201
Economics letters
195
Applied economics
177
Die Bank
174
Risiko-Manager
174
The North American journal of economics and finance : a journal of financial economics studies
174
The journal of finance : the journal of the American Finance Association
174
Wiley finance series
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ECONIS (ZBW)
405
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1
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
2
The closed-form approximation to price basket options under stochastic interest rate
Yu, Bo
;
Zhu, Hongmei
;
Wu, Ping
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342195
Saved in:
3
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
4
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
5
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
6
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
7
Pricing vulnerable options with stochastic default barriers
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 305-313
Persistent link: https://www.econbiz.de/10011657733
Saved in:
8
Prices of
derivative
warrants considering their market characteristics and short-selling costs of underlying assets
Bae, Kwangil
;
Lee, Soonhee
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581630
Saved in:
9
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
10
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
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