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Option trading
Kreditrisiko
20,430
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20,266
Theorie
17,555
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17,058
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15,665
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15,240
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3,260
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9
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1
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The journal of futures markets
90
International journal of theoretical and applied finance
86
Review of derivatives research
61
The journal of computational finance
58
Quantitative finance
55
Applied mathematical finance
52
Finance research letters
50
The journal of derivatives : the official publication of the International Association of Financial Engineers
49
Journal of banking & finance
46
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
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28
European journal of operational research : EJOR
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Journal of mathematical finance
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Journal of financial economics
24
International review of economics & finance : IREF
22
Research paper series / Swiss Finance Institute
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Risks : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
21
The European journal of finance
19
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
18
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
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Applied economics
14
Swiss Finance Institute Research Paper
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
Journal of financial markets
13
Annals of finance
12
International review of financial analysis
12
Journal of econometrics
11
Journal of risk
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Energy economics
10
Journal of derivatives & hedge funds
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ECONIS (ZBW)
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1
Default option exercise over the financial crisis and beyond
An, Xudong
;
Deng, Yongheng
;
Gabriel, Stuart A.
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
1
,
pp. 153-187
Persistent link: https://www.econbiz.de/10012434689
Saved in:
2
Strategic loan modification : an
options
-based response to strategic default
Das, Sanjiv R.
;
Meadows, Ray
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 636-647
Persistent link: https://www.econbiz.de/10009705609
Saved in:
3
Embedded
options
in the
mortgage
contract
Ambrose, Brent William
;
Buttimer, Richard J.
- In:
The journal of real estate finance and economics
21
(
2000
)
2
,
pp. 95-111
Persistent link: https://www.econbiz.de/10001524190
Saved in:
4
A barrier option framework for rescue package designs and bank default risks
Chang, Chuen-ping
- In:
Economic modelling
38
(
2014
),
pp. 246-257
Persistent link: https://www.econbiz.de/10010419117
Saved in:
5
Credit spreads with dynamic debt
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
Journal of banking & finance
50
(
2015
),
pp. 121-140
Persistent link: https://www.econbiz.de/10010509132
Saved in:
6
Credit spreads and bankruptcy information from
options
data
Tzeng, Chi-Feng
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010489092
Saved in:
7
On the determinants of the implied default barrier
Dionne, Georges
;
Laajimi, Sadok
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
Saved in:
8
Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chang, Chuen-ping
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2444-2450
Persistent link: https://www.econbiz.de/10009673700
Saved in:
9
Closed-form interpolation-based formulas for European call
options
written on defaultable assets
Orosi, Greg
- In:
The journal of asset management
16
(
2015
)
4
,
pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
Saved in:
10
Defaultable bonds as Asian
options
Buffet, Emmanuel
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 571
Persistent link: https://www.econbiz.de/10001524455
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