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~isPartOf:"Review of Derivatives Research"
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Schoutens, Wim
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Review of Derivatives Research
Robert H. Smith School Research Paper
48
Quantitative Finance
19
International journal of theoretical and applied finance
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Annals of finance
14
Review of derivatives research
12
Finance and stochastics
11
Mathematical Finance
11
The journal of computational finance
11
Applied mathematical finance
10
International Journal of Theoretical and Applied Finance (IJTAF)
9
AFI
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Insurance / Mathematics & economics
8
Finance research letters
7
Quantitative finance
7
The journal of business : B
7
The review of financial studies
7
Economics Papers from University Paris Dauphine
6
International journal of financial engineering
6
Journal of banking & finance
6
Journal of financial economics
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Queen's Economics Department Working Paper
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Working Papers / Economics Department, Queen's University
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Finance and Stochastics
5
Insurance: Mathematics and Economics
5
Journal of financial and quantitative analysis : JFQA
5
Journal of risk
5
Mathematics and financial economics
5
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Annals of Finance
4
Center for Financial Institutions Working Papers
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International journal of financial research
4
Journal of Banking & Finance
4
Journal of Risk and Financial Management
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Queen's Economics Department working paper
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Risk : managing risk in the world's financial markets
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The journal of credit risk : published quarterly by Incisive Media
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Applied Mathematical Finance
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A tale of two volatilities
Madan, Dilip
- In:
Review of Derivatives Research
12
(
2009
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10005015364
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2
The β-variance gamma model
Schoutens, Wim
;
Damme, Geert
- In:
Review of Derivatives Research
14
(
2011
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10009327367
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3
Calibration risk: Illustrating the impact of calibration risk under the Heston model
Guillaume, Florence
;
Schoutens, Wim
- In:
Review of Derivatives Research
15
(
2012
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10010867549
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4
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of Derivatives Research
11
(
2008
)
1
,
pp. 153-169
Persistent link: https://www.econbiz.de/10005542786
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