//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
CoCos with Extension Risk : A...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
35
Language
All
Undetermined
30
English
5
Author
All
Schoutens, Wim
23
Fajardo, José
12
Farias, Aquiles
4
Jönsson, Henrik
4
Dhaene, Jan
3
Guillaume, Florence
3
Chernih, Andrew
2
De Spiegeleer, Jan
2
Goovaerts, Marc
2
Madan, Dilip B.
2
Maj, Matheusz
2
Vanduffel, Steven
2
Albrecher, Hansjoerg
1
Albrecher, Hansjörg
1
Araujo, Aloisio
1
Blanco, Sandra
1
Campolongo, Francesca
1
Cariboni, Jessica
1
Carmona, Guilherme
1
Corcuera, José Manuel
1
Damme, Geert Van
1
Decamps, Marc
1
Di Girolamo, Francesca
1
Fang, Fang
1
Farias, Aquiles Rocha de
1
Garcia, Joao
1
Goossens, Serge
1
Kukush, Alexander
1
Lacerda, Ana
1
Linders, Daniël
1
Luciano, Elisa
1
Maccaferri, Sara
1
Maes, Stan
1
Mordecki, Ernesto
1
Nualart, David
1
Oosterlee, Cornelis W
1
Ornelas, José Renato Haas
1
Páscoa, Mario R.
1
Schepper, Ann De
1
Stassen, Ben
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
4
Review of derivatives research
3
Applied mathematical finance
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
2
International journal of financial research
2
International review of financial analysis
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Economia aplicada : EA
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Finance and stochastics
1
Financial markets, institutions & instruments
1
Games and economic behavior
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
Risk : managing risk in the world's financial markets
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
The journal of computational finance
1
The journal of credit risk : published quarterly by Incisive Media
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
211
RePEc
64
EconStor
4
USB Cologne (EcoSocSci)
3
Other ZBW resources
1
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Completion of a Lévy market by power-jump assets
Corcuera, José Manuel
;
Nualart, David
;
Schoutens, Wim
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 109-128
Persistent link: https://www.econbiz.de/10008222973
Saved in:
2
Endogenous collateral
Araujo, Aloisio
;
Fajardo, José
;
Páscoa, Mario R.
- In:
Journal of mathematical economics
41
(
2005
)
4
,
pp. 439-462
Persistent link: https://www.econbiz.de/10006016210
Saved in:
3
Existence of equilibrium in common agency games with adverse selection
Carmona, Guilherme
;
Fajardo, José
- In:
Games and economic behavior
66
(
2009
)
2
,
pp. 749-760
Persistent link: https://www.econbiz.de/10008262051
Saved in:
4
Derivative pricing using multivariate affine generalized hyperbolic distributions
Fajardo, José
;
Farias, Aquiles
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1607-1618
Persistent link: https://www.econbiz.de/10008412245
Saved in:
5
Statistical arbitrage with default and collateral
Fajardo, José
;
Lacerda, Ana
- In:
Economics letters
108
(
2010
)
1
,
pp. 81-85
Persistent link: https://www.econbiz.de/10008422804
Saved in:
6
Pricing and optimality with default spreads
Fajardo, José
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 686-692
Persistent link: https://www.econbiz.de/10008244899
Saved in:
7
Duality and symmetry with time-changed Lévy processes
Fajardo, José
;
Mordecki, Ernesto
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10010077038
Saved in:
8
Estimating Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options
Fajardo, José
;
Ornelas, José Renato Haas
;
Farias, …
- In:
Economia aplicada : EA
16
(
2012
)
4
,
pp. 567-579
Persistent link: https://www.econbiz.de/10010167766
Saved in:
9
Generalized hyperbolic distributions and Brazilian data
Fajardo, José
;
Farias, Aquiles
- In:
Brazilian review of econometrics : the review of the …
24
(
2004
)
2
,
pp. 249-271
Persistent link: https://www.econbiz.de/10009081713
Saved in:
10
Pricing and optimality with default spreads
Fajardo, José
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 686-693
Persistent link: https://www.econbiz.de/10008891711
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->