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~isPartOf:"International journal of financial engineering"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Stochastic process"
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Kreditrisiko
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International journal of financial engineering
International journal of theoretical and applied finance
113
Journal of banking & finance
59
The journal of futures markets
53
Applied mathematical finance
43
Review of derivatives research
40
Quantitative finance
39
European journal of operational research : EJOR
33
International review of economics & finance : IREF
31
Finance research letters
28
Journal of financial economics
27
Energy economics
25
Journal of mathematical finance
25
Journal of economic dynamics & control
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
The journal of computational finance
23
The North American journal of economics and finance : a journal of financial economics studies
22
The journal of credit risk : published quarterly by Incisive Media
22
Finance and stochastics
21
The journal of fixed income
21
International review of financial analysis
20
Risks : open access journal
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The European journal of finance
19
The journal of derivatives : JOD
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NBER working paper series
17
Research paper series / Swiss Finance Institute
17
SpringerLink / Bücher
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Annals of finance
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Insurance / Mathematics & economics
15
Journal of risk management in financial institutions
14
NBER Working Paper
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Computational economics
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Journal of econometrics
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Journal of financial markets
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Finance and economics discussion series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics and financial economics
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
2
Static models of central counterparty risk
Ghamami, Samim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011333478
Saved in:
3
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
4
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
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5
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
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6
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
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7
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
8
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
9
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
10
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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