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McAleer, Michael
94
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45
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38
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32
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31
Hammoudeh, Shawkat
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Daníelsson, Jón
28
Dowd, Kevin
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Vanduffel, Steven
28
Polanski, Arnold
27
Vries, Casper G. de
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Chang, Chia-Lin
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24
Righi, Marcelo Brutti
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Rosazza Gianin, Emanuela
24
Caporin, Massimiliano
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Embrechts, Paul
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Huschens, Stefan
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Jiménez-Martín, Juan-Ángel
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Račev, Svetlozar T.
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Bernard, Carole
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Dhaene, Jan
20
Giot, Pierre
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Paolella, Marc S.
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Wied, Dominik
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Stoyanov, Stoyan V.
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Brandtner, Mario
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Cai, Jun
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Lucas, André
17
Mao, Tiantian
17
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Cheung, Ka Chun
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Chlebus, Marcin
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National Bureau of Economic Research
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Canterbury / Dept. of Economics and Finance
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Friedrich-Schiller-Universität Jena
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Pensions Institute
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Springer-Verlag GmbH
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Insurance / Mathematics & economics
220
Journal of banking & finance
185
European journal of operational research : EJOR
137
Journal of risk
123
Finance research letters
117
Risks : open access journal
110
Energy economics
77
International review of financial analysis
74
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
63
International journal of production research
62
International journal of forecasting
61
Quantitative finance
60
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
International journal of theoretical and applied finance
51
Computational economics
49
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of econometrics
45
Journal of forecasting
43
International review of economics & finance : IREF
41
The European journal of finance
40
Computers & operations research : and their applications to problems of world concern ; an international journal
39
Journal of economic dynamics & control
38
Research in international business and finance
37
Research paper series / Swiss Finance Institute
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Finance and stochastics
34
SFB 649 discussion paper
34
International journal of production economics
33
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Operations research letters
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RePEc
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EconStor
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USB Cologne (business full texts)
83
USB Cologne (EcoSocSci)
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Other ZBW resources
44
BASE
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1
Valuation of Asian options with default risk under GARCH models
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 27-40
Persistent link: https://www.econbiz.de/10012486762
Saved in:
2
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
3
Portfolio optimization : a multi-period model with dynamic risk preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
4
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
5
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
6
Ironing out the kinks in executive compensation : linking incentive pay to average stock prices
Tian, Yisong Sam
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 415-432
Persistent link: https://www.econbiz.de/10009705644
Saved in:
7
Bounds for path-dependent options
Brown, Donald J.
;
Ibragimov, Rustam Ju.
;
Walden, Johan
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 433-451
Persistent link: https://www.econbiz.de/10011459441
Saved in:
8
Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
Saved in:
9
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
Journal of banking & finance
44
(
2014
),
pp. 130-140
Persistent link: https://www.econbiz.de/10010410368
Saved in:
10
Bounds for floating-strike Asian options using symmetry
Henderson, Vicky
;
Hobson, David G.
;
Shaw, William
; …
-
2003
Persistent link: https://www.econbiz.de/10009581655
Saved in:
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