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~isPartOf:"Journal of empirical finance"
~subject:"Credit risk"
~subject:"United States"
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Option Prices with Stochastic...
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Credit risk
United States
Option pricing theory
40
Optionspreistheorie
40
Volatility
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Volatilität
19
Estimation
11
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ARCH model
8
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Stochastischer Prozess
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Afik, Zvika
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Ammann, Manuel
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Arad, Ohad
1
Chan, Ka Kei
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Dionne, Georges
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Fleming, Jeff
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Kind, Axel
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Journal of empirical finance
The journal of futures markets
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
International journal of theoretical and applied finance
34
The review of financial studies
31
Journal of banking & finance
27
Review of derivatives research
25
The journal of finance : the journal of the American Finance Association
24
Working paper / National Bureau of Economic Research, Inc.
20
Journal of financial and quantitative analysis : JFQA
19
The journal of computational finance
19
Journal of financial economics
17
The journal of fixed income
15
Applied mathematical finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The journal of real estate finance and economics
13
Real estate economics : journal of the American Real Estate and Urban Economics Association
12
Insurance / Mathematics & economics
11
International review of financial analysis
11
Quantitative finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Asia-Pacific financial markets
9
Finance and economics discussion series
9
International journal of financial engineering
9
International review of economics & finance : IREF
9
Review of quantitative finance and accounting
9
The European journal of finance
8
European journal of operational research : EJOR
7
Finance and stochastics
7
Finance research letters
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Working paper
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
Applied economics letters
6
Discussion paper / Centre for Economic Policy Research
6
Research paper series / Swiss Finance Institute
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1
On the determinants of the implied default barrier
Dionne, Georges
;
Laajimi, Sadok
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
Saved in:
2
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
3
Simulation-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
4
A generalized partially linear model of asymmetric volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
5
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
6
Using Merton model for default prediction : an empirical assessment of selected alternatives
Afik, Zvika
;
Arad, Ohad
;
Galil, Koresh
- In:
Journal of empirical finance
35
(
2016
),
pp. 43-67
Persistent link: https://www.econbiz.de/10011662716
Saved in:
7
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
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