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Derivative
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Hull, John
33
Gouriéroux, Christian
23
Madan, Dilip B.
20
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18
Benth, Fred Espen
17
Jarrow, Robert A.
17
Schoutens, Wim
17
Prokopczuk, Marcel
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Wang, Xingchun
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Carr, Peter
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Härdle, Wolfgang
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Joshi, Mark S.
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Schlögl, Erik
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Chiarella, Carl
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Gagliardini, Patrick
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Hess, Markus
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Cui, Zhenyu
11
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10
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10
Bodie, Zvi
9
Kyriakou, Ioannis
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Monfort, Alain
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Perrakis, Stylianos
9
Steiner, Manfred
9
Takahashi, Akihiko
9
Zheng, Wendong
9
Barone-Adesi, Giovanni
8
Branger, Nicole
8
Cheng, Benjamin
8
Härdle, Wolfgang K.
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Kwok, Yue-Kuen
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Račev, Svetlozar T.
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7
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer Fachmedien Wiesbaden
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University of British Columbia / Finance Division
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Bayerische Landesbank
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CFA Institute <Charlottesville, Va.>
1
Centre for Analytical Finance <Århus>
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Deutsche Forschungsgemeinschaft
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Erasmus Research Institute of Management
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
F.A.Z.-Institut für Management-, Markt- und Medieninformationen
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of St. Louis
1
Gruppo IMI <Rom>
1
Institute for Fiscal Studies
1
International Association of Financial Engineers
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Workshop on Financial Engineering <2009, Tokio>
1
Judge Institute of Management Studies
1
Københavns Universitet / Økonomisk Institut
1
New York Institute of Finance
1
Pearson Studium
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer-Verlag GmbH
1
Svenska Handelshögskolan <Helsinki>
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
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International journal of theoretical and applied finance
114
Applied mathematical finance
63
The journal of futures markets
59
Review of derivatives research
47
Quantitative finance
44
Journal of banking & finance
42
European journal of operational research : EJOR
35
The journal of computational finance
35
Energy economics
30
Journal of mathematical finance
30
International journal of financial engineering
26
Journal of economic dynamics & control
25
Finance and stochastics
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
The European journal of finance
23
Risks : open access journal
22
The North American journal of economics and finance : a journal of financial economics studies
22
Finance research letters
21
International review of financial analysis
20
Journal of financial and quantitative analysis : JFQA
20
The journal of derivatives : JOD
20
Advances in futures and options research : a research annual
19
International review of economics & finance : IREF
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Insurance / Mathematics & economics
17
The journal of finance : the journal of the American Finance Association
17
The review of financial studies
17
Applied economics letters
16
Journal of financial economics
16
Computational economics
15
Journal of econometrics
15
SpringerLink / Bücher
15
Annals of finance
14
Journal of risk and financial management : JRFM
12
Discussion paper / B
11
Research paper series / Swiss Finance Institute
11
SFB 649 discussion paper
11
Applied economics
10
Economic modelling
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
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ECONIS (ZBW)
2,913
RePEc
1
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1
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2,914
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1
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Saved in:
2
Commodity price dynamics and derivative valuation : a review
Back, Janis
;
Prokopczuk, Marcel
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010197182
Saved in:
3
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
4
A four-factor stochastic volatility model of commodity prices
Schöne, Max F.
;
Spinler, Stefan
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10011935975
Saved in:
5
Essays on asset allocation with derivatives and model estimation
Breuer, Beate
-
2009
Persistent link: https://www.econbiz.de/10003823672
Saved in:
6
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Saved in:
7
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
8
Time-changed Markov processes in unified credit-equity modeling
Mendoza-Arriaga, Rafael
;
Carr, Peter
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 527-569
Persistent link: https://www.econbiz.de/10008666998
Saved in:
9
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek
;
Niewęgłowski, Mariusz
- In:
Advanced mathematical methods for finance
,
(pp. 417-453)
.
2011
Persistent link: https://www.econbiz.de/10008991278
Saved in:
10
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
Saved in:
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