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United States
Theorie
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16,770
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14,810
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7,003
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1,948
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1,917
Asset-Backed Securities
1,794
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21
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18
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13
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13
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12
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12
Asai, Manabu
11
Guidolin, Massimo
11
Christiansen, Charlotte
10
Engle, Robert F.
10
Dixon, Peter B.
9
Rimmer, Maureen T.
9
Bali, Turan G.
8
Deng, Yongheng
8
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8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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Center for Japan US Business and Economic Studies
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Conference on Software Systems and Income Transfer Policy <1987, Washington, DC>
1
Econometrisch Instituut <Rotterdam>
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Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Edward Elgar Publishing
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
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Forschungsstelle für Internationales Management
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
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1
Institute of Finance and Accounting <London>
1
Institutet för Internationell Ekonomi <Stockholm>
1
Institutionen för Skogsekonomi <Ume°a>
1
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Working paper / National Bureau of Economic Research, Inc.
105
The journal of structured finance
100
The review of financial studies
79
The journal of futures markets
60
The journal of finance : the journal of the American Finance Association
42
The journal of fixed income
33
Discussion paper / Centre for Economic Policy Research
31
Finance and economics discussion series
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
30
Journal of banking & finance
27
Real estate economics : journal of the American Real Estate and Urban Economics Association
26
Journal of financial and quantitative analysis : JFQA
25
Journal of financial economics
25
The journal of real estate finance and economics
24
American journal of agricultural economics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Working paper
22
Applied financial economics
16
International journal of production research
16
The review of economics and statistics
16
Journal of econometrics
15
NBER working paper series
15
Econometric reviews
13
Economic modelling
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Economics letters
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International finance discussion papers
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International review of financial analysis
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Journal of empirical finance
13
Journal of money, credit and banking : JMCB
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The American economic review
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European journal of operational research : EJOR
12
International review of economics & finance : IREF
12
Journal of international financial markets, institutions & money
12
Macroeconomic dynamics
12
Review of derivatives research
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CESifo working papers
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SFB 649 discussion paper
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Agricultural finance review
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ECONIS (ZBW)
2,945
RePEc
6
BASE
1
EconStor
1
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date (newest first)
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1
Pricing CDOs with a smile : the local
correlation
model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
2
Implied correlations : smiles or smirks?
Agca, Senay
;
Agrawal, Deepak
;
Islam, Saiyid
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 7-35
Persistent link: https://www.econbiz.de/10003795256
Saved in:
3
Can CDO equity be short on
correlation
?
Aǧca, Şenay
;
Islam, Saiyid
- In:
The journal of alternative investments
12
(
2009/10
)
4
,
pp. 85-96
Persistent link: https://www.econbiz.de/10003974201
Saved in:
4
Valuing the defeasance option in securitized commercial mortgages
Dierker, Martin Johannes
;
Quan, Daniel C.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 663-680
Persistent link: https://www.econbiz.de/10003381313
Saved in:
5
An option-theoretic approach to MBS valuation
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
The handbook of mortgage-backed securities
,
(pp. 799-821)
.
2006
Persistent link: https://www.econbiz.de/10003274038
Saved in:
6
Mortgage termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng
- In:
The journal of real estate finance and economics
14
(
1997
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
Saved in:
7
Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
Saved in:
8
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
9
Bounds and prices of currency cross-rate options
Chung, San-Lin
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 631-642
Persistent link: https://www.econbiz.de/10003702565
Saved in:
10
Current topics in asset pricing with option-implied data
Schönleber, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012436179
Saved in:
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