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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Stochastischer Prozess"
~subject:"Welt"
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Stochastischer Prozess
Welt
Credit risk
67
Kreditrisiko
67
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23
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23
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19
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19
Option pricing theory
18
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Lin, Shih-kuei
2
Wang, Xingchun
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1
Bian, Zhicun
1
Chen, Carl R.
1
Chen, Naiwei
1
Choe, Geon Ho
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The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
56
International journal of theoretical and applied finance
34
Journal of financial stability
29
Finance research letters
21
Economic modelling
18
Journal of international financial markets, institutions & money
18
Journal of international money and finance
17
Working paper series / European Central Bank
17
Journal of risk management in financial institutions
16
NBER working paper series
15
Risks : open access journal
15
Discussion papers / CEPR
13
The journal of credit risk : published quarterly by Incisive Media
13
Finance and stochastics
12
IMF working papers
12
Insurance / Mathematics & economics
12
Research paper series / Swiss Finance Institute
12
Working paper / National Bureau of Economic Research, Inc.
12
SpringerLink / Bücher
11
Applied economics
10
Applied mathematical finance
10
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10
Journal of financial economics
10
Journal of financial services research : JFSR
10
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10
Working paper
10
Working papers / Bank for International Settlements
10
CESifo working papers
9
International journal of financial engineering
9
International review of economics & finance : IREF
9
International review of financial analysis
9
Journal of economic dynamics & control
9
Journal of empirical finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
BIS quarterly review : international banking and financial market developments
8
BIS working papers
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Die Bank
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ECONIS (ZBW)
19
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1
Assessment of time-varying systemic risk in credit default
swap
indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
2
Leverage effect on stochastic volatility for
option
pricing in Hong Kong : a simulation and empirical study
Hong, Hui
;
Bian, Zhicun
;
Chen, Naiwei
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
Saved in:
3
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
4
Pricing range accrual interest rate
swap
employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
5
The impacts of overseas market shocks on the CDS-
option
basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
6
Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Saved in:
7
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
8
The conditional dependence structure of insurance sector credit default
swap
indices
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 122-132
Persistent link: https://www.econbiz.de/10010463549
Saved in:
9
Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
Saved in:
10
The impact of economic uncertainty and geopolitical risks on bank credit
Demir, Ender
;
Ozturk Danisman, Gamze
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012822240
Saved in:
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