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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
International journal of production economics
2,072
International journal of production research
1,741
European journal of operational research : EJOR
1,531
Finance research letters
917
Transportation research / E : an international journal
828
SpringerLink / Bücher
824
NBER working paper series
819
Energy economics
776
Working paper / National Bureau of Economic Research, Inc.
737
Journal of banking & finance
669
NBER Working Paper
650
IMF Staff Country Reports
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International journal of logistics systems and management
572
International review of financial analysis
569
Applied economics
518
International journal of logistics : research and applications
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Economic modelling
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Discussion paper / Centre for Economic Policy Research
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Working paper
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Omega : the international journal of management science
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Research in international business and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
390
The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
381
Applied economics letters
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IMF Working Papers
367
Risks : open access journal
363
The international journal of logistics management
361
Economics letters
360
Springer eBook Collection
354
Supply chain management : an international journal
353
Journal of econometrics
347
International Journal of Physical Distribution & Logistics Management
346
CESifo working papers
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IDB Publications (Working Papers)
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Journal of empirical finance
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MPRA Paper
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ECONIS (ZBW)
291
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1
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291
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1
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
2
Heterogeneity in risk preferences leads to stochastic
volatility
Leisen, Dietmar
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926621
Saved in:
3
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
4
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
5
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
6
A note on the double impact on CVA for CDS : wrong-way risk with stochastic recovery
Li, Hui
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009756066
Saved in:
7
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
8
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
9
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
10
Extremal dependence for bilateral credit valuation adjustments
Scherer, Matthias
;
Schulz, Thorsten
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011568865
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