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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Hedging"
~subject:"Theory"
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A Simple Credit Risk Model wit...
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Hedging
Theory
Portfolio selection
290
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58
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Uppal, Raman
4
Barberis, Nicholas
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Brandt, Michael W.
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Dammon, Robert Mark
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Dumas, Bernard
3
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Yoda, Kunikazu
2
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2
A, Chunxiang
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Operations research letters
The journal of finance : the journal of the American Finance Association
Insurance / Mathematics & economics
395
Journal of banking & finance
388
European journal of operational research : EJOR
382
NBER working paper series
300
NBER Working Paper
244
Finance research letters
243
Working paper / National Bureau of Economic Research, Inc.
240
International journal of theoretical and applied finance
236
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212
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196
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189
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160
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159
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ECONIS (ZBW)
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The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
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2
Swap
rates and credit quality
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
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3
The default risk of swaps
Cooper, Ian
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 597-620
Persistent link: https://www.econbiz.de/10001108680
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4
Swaps: plain and fanciful
Litzenberger, Robert H.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 831-850
Persistent link: https://www.econbiz.de/10001132041
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5
Interest rate swaps and corporate financing choices
Titman, Sheridan
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1503-1516
Persistent link: https://www.econbiz.de/10001133686
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6
Adaptive serach with stochastic acceptance probabilities for global optimization
Ghate, Archis
;
Smith, Robert L.
- In:
Operations research letters
36
(
2008
)
3
,
pp. 285-290
Persistent link: https://www.econbiz.de/10003773763
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7
The stochastic p-median problem with unknown cost probability distribution
Tadei, Roberto
;
Ricciardi, Nicoletta
;
Perboli, Guido
- In:
Operations research letters
37
(
2009
)
2
,
pp. 135-141
Persistent link: https://www.econbiz.de/10003883222
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8
Augmented truncation approximations of discrete-time Markov chains
Liu, Yuanyuan
- In:
Operations research letters
38
(
2010
)
3
,
pp. 218-222
Persistent link: https://www.econbiz.de/10003968665
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9
Easy distributions for combinatorial optimization problems with probabilistic constraints
Fortz, Bernard
;
Poss, Michael
- In:
Operations research letters
38
(
2010
)
6
,
pp. 545-549
Persistent link: https://www.econbiz.de/10008738530
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10
Uniform quasi-concavity in probabilistic constrained stochastic programming
Prékopa, András
;
Yoda, Kunikazu
;
Subasi, Munevver Mine
- In:
Operations research letters
39
(
2011
)
3
,
pp. 188-192
Persistent link: https://www.econbiz.de/10009160238
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