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~isPartOf:"International journal of financial engineering"
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International journal of financial engineering
IMF Staff Country Reports
1,480
IMF country report
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IMF staff country report
505
International journal of theoretical and applied finance
472
NBER working paper series
384
IMF working papers
368
Working paper / National Bureau of Economic Research, Inc.
325
Journal of banking & finance
300
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299
The journal of futures markets
262
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
245
Finance and stochastics
218
IMF working paper
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Quantitative finance
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Discussion paper / Centre for Economic Policy Research
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Journal of international money and finance
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Finance research letters
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Intereconomics : review of European economic policy
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Journal of international economics
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Computational economics
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The North American journal of economics and finance : a journal of financial economics studies
109
Economic modelling
108
Journal of mathematical finance
107
Applied economics
104
Journal of financial economics
103
Research paper series / Swiss Finance Institute
103
Policy research working paper : WPS
102
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ECONIS (ZBW)
119
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1
Defaultable sovereign debts with macroeconomic conditions and periodic news
Li, Weiping
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012654826
Saved in:
2
The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe
Zhang, Min
;
Kolkiewicz, Adam W.
;
Wirjanto, Tony S.
;
Li, …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-57
Persistent link: https://www.econbiz.de/10011403191
Saved in:
3
On the design of sovereign bond-backed securities
Barucci, Emilio
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10013188811
Saved in:
4
Revisiting variance gamma pricing : an application to S&P500 index options
Mozumder, Sharif
;
Sorwar, Ghulam
;
Dowd, Kevin
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
Saved in:
5
An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng
;
Wang, Wenfei
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
Saved in:
6
Option pricing via radial basis functions : performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011333436
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7
New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo
;
Zhong, Shouming
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
Saved in:
8
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
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9
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:
10
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
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