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Option pricing theory
107
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Hao, Ruili
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Koulis, Theodoro
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Journal of mathematical finance
International journal of theoretical and applied finance
538
Journal of banking & finance
406
NBER working paper series
334
The journal of futures markets
310
Mathematical finance : an international journal of mathematics, statistics and financial theory
291
Working paper / National Bureau of Economic Research, Inc.
286
Applied mathematical finance
273
The journal of computational finance
260
Finance and stochastics
251
NBER Working Paper
246
MPRA Paper
241
The journal of derivatives : the official publication of the International Association of Financial Engineers
230
Quantitative finance
213
Finance research letters
210
Journal of economic dynamics & control
195
Journal of financial economics
190
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182
ECB Working Paper
164
Research paper series / Swiss Finance Institute
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The journal of fixed income
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Insurance / Mathematics & economics
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Discussion paper / Centre for Economic Policy Research
157
European journal of operational research : EJOR
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Working Paper
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Working paper series / European Central Bank
140
International review of economics & finance : IREF
134
The North American journal of economics and finance : a journal of financial economics studies
134
Journal of international money and finance
132
Finance and economics discussion series
127
International journal of financial engineering
127
The review of financial studies
127
The journal of finance : the journal of the American Finance Association
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Applied economics
124
The European journal of finance
121
Economic modelling
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IMF working papers
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Computational economics
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Risks : open access journal
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ECONIS (ZBW)
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1
Interest rate models
Paseka, Alex
;
Koulis, Theodoro
;
Thaaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10009719264
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2
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
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3
Valuation of game option bonds under the generalized Ho-Lee model : a stochastic game approach
Ochiai, Natsumi
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 412-422
Persistent link: https://www.econbiz.de/10011439173
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4
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
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5
Valuation of quanto caps and floors in a calibrated multi-curve cross-currency LIBOR market model
Wamwea, Charity
;
Ngare, Philip
;
Bidima, Martin Le Doux Mbele
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 698-725
Persistent link: https://www.econbiz.de/10012433485
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6
Valuation of game swaptions under the generalized Ho-Lee model
Ebina, Aki
;
Ochiai, Natsumi
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 1002-1016
Persistent link: https://www.econbiz.de/10011658160
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7
Inferring volatility from the yield curve
Brousseau, Vincent
;
Durré, Alain
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 304-314
Persistent link: https://www.econbiz.de/10011438558
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8
A real options approach to distressed property Borrower-Lender reconciliation
Moore, David J.
;
Ikromov, Nuriddin
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 73-81
Persistent link: https://www.econbiz.de/10011398644
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9
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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10
On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
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