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~isPartOf:"International journal of financial engineering"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Option trading"
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Kreditrisiko
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Takahashi, Akihiko
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International journal of financial engineering
International journal of theoretical and applied finance
67
Journal of banking & finance
47
The journal of futures markets
36
Review of derivatives research
29
Journal of financial economics
24
Applied mathematical finance
23
European journal of operational research : EJOR
23
International review of economics & finance : IREF
22
Quantitative finance
22
Finance research letters
20
The journal of credit risk : published quarterly by Incisive Media
20
The journal of fixed income
19
The North American journal of economics and finance : a journal of financial economics studies
18
International review of financial analysis
17
Journal of mathematical finance
17
The journal of computational finance
16
The European journal of finance
15
The journal of derivatives : JOD
15
Finance and stochastics
14
Journal of economic dynamics & control
13
Journal of financial markets
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Finance and economics discussion series
12
Risks : open access journal
12
Journal of risk management in financial institutions
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of quantitative finance and accounting
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
SpringerLink / Bücher
10
The journal of financial market infrastructures
10
Economic modelling
9
Wiley finance
9
Applied economics letters
8
Asia-Pacific financial markets
8
Computational economics
8
Credit derivatives : the definitive guide
8
Finanzmarkt und Portfolio-Management
8
Journal of empirical finance
8
Journal of financial intermediation
8
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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
Saved in:
5
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
Saved in:
6
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:
7
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
Saved in:
8
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
9
Trading VIX futures under mean reversion with regime switching
Li, Jiao
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
Saved in:
10
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
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