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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
339
IMF Working Papers
179
International journal of theoretical and applied finance
155
Finance and stochastics
152
Journal of banking & finance
129
Energy economics
128
Finance research letters
128
Mathematical finance : an international journal of mathematics, statistics and financial theory
113
International review of financial analysis
103
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90
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78
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76
IMF Staff Country Reports
71
NBER working paper series
70
Research paper series / Swiss Finance Institute
68
Applied mathematical finance
64
Applied economics
62
The review of financial studies
60
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60
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59
Journal of economic dynamics & control
58
European journal of operational research : EJOR
56
MPRA Paper
54
The North American journal of economics and finance : a journal of financial economics studies
53
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51
Quantitative finance
51
Swiss Finance Institute Research Paper
50
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50
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49
The journal of finance : the journal of the American Finance Association
48
Journal of econometrics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
47
Managerial Finance
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Journal of international financial markets, institutions & money
44
Risks : open access journal
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CEPR Discussion Papers
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
2
Quoting multiasset equity options in the presence of errors from estimating correlations
Fengler, Matthias R.
;
Schwendner, Peter
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 43-54
Persistent link: https://www.econbiz.de/10002108844
Saved in:
3
Pricing and
hedging
mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
4
Static
hedging
of barrier options under general asset dynamics : unification and application
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10003346503
Saved in:
5
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
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6
Pricing and
hedging
of contingent credit lines
Loukoianova, Elena
;
Neftci, Salih N.
;
Sharma, Sunil
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 61-79
Persistent link: https://www.econbiz.de/10003447152
Saved in:
7
On pricing and
hedging
in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
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8
Properties of the chooser flexible cap
Ohnishi, Masamitsu
;
Tamba, Yasuhiro
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 86-102
Persistent link: https://www.econbiz.de/10003611520
Saved in:
9
Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
Saved in:
10
Pricing and
hedging
volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
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