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Review of derivatives research
International journal of theoretical and applied finance
481
The journal of futures markets
275
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
256
Applied mathematical finance
251
Finance and stochastics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
212
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139
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ECONIS (ZBW)
179
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1
Credit risk and credit derivatives : special issue
Brenner, Menachem
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001497906
Saved in:
2
On Cox processes and credit risky securities
Lando, David
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 99-120
Persistent link: https://www.econbiz.de/10001497926
Saved in:
3
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
4
Pricing of swaps with default risk
Li, Haitao
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 231-250
Persistent link: https://www.econbiz.de/10001497946
Saved in:
5
Stock index dynamics and derivatives pricing with stochastic interest rates
Sørensen, Carsten
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 261-285
Persistent link: https://www.econbiz.de/10001445799
Saved in:
6
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 287-314
Persistent link: https://www.econbiz.de/10001445801
Saved in:
7
Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models
Pang, Kin
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 315-345
Persistent link: https://www.econbiz.de/10001445802
Saved in:
8
Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal
;
Clewlow, Les
;
Hodges, Stewart D.
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
Saved in:
9
An extended set of risk neutral valuation relationships for the pricing of contingent claims
Câmara, António
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001445809
Saved in:
10
A universal lattice
Chen, Ren-Raw
;
Yang, Tyler T.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
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