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~accessRights:"restricted"
~isPartOf:"Computational economics"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Derivat"
~subject:"Finanzmarkt"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
Derivat
Finanzmarkt
Theory
Volatilität
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Volatility
3
ARCH model
2
ARCH-Modell
2
Lévy processes
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Statistical distribution
2
Statistische Verteilung
2
Correlation
1
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1
Cox-Ingersoll-Ross model
1
Credit default swap
1
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1
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1
Currency management
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Intertemporal portfolio-choiceproblem
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Italien
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Fabozzi, Frank J.
Stiglitz, Joseph E.
Halkos, George E.
5
Jawadi, Fredj
5
Prigent, Jean-Luc
5
Bekiros, Stelios
4
Chen, Cathy W. S.
3
Chen, Shu-Heng
3
Chen, Wei
3
Ching, Wai Ki
3
Ftiti, Zied
3
Gupta, Rangan
3
Hespeler, Frank
3
Sun, Edward W.
3
Tassier, Troy
3
Tsilika, Kyriaki D.
3
Alfarano, Simone
2
Asai, Manabu
2
Atolia, Manoj
2
Avdoulas, Christos
2
Ben Ameur, Hachmi
2
Bianchi, Michele Leonardo
2
Boubaker, Heni
2
Brorsen, B. Wade
2
Cao, Yunfei
2
Ceffer, Attila
2
Chen, Muyan
2
Chen, Ting-Hsuan
2
Chen, Yi-Ting
2
Edwards, David A.
2
Egrioglu, Erol
2
Fallahgoul, Hasan A.
2
Gkonkas, Periklēs
2
Gu, Jia-Wen
2
He, Xin-Jiang
2
Heinrich, Torsten
2
Huang, Weihong
2
Huang, Ya-Chi
2
Huh, Jeonggyu
2
Jeon, Junkee
2
Kim, Jeong-Hoon
2
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Computational economics
The journal of portfolio management : JPM
6
Applied economics
4
The journal of fixed income : JFI
4
Finance research letters
3
International journal of theoretical and applied finance
3
Journal of economic behavior & organization : JEBO
3
Journal of economic dynamics & control
3
The journal of derivatives : JOD
3
Journal of banking & finance
2
Oxford review of economic policy
2
Review of quantitative finance and accounting
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of asset management
2
Analytical models for financial modeling and risk management
1
Annals of finance
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics letters
1
Economics letters
1
Economics of transportation : the official journal of the International Transportation Economics Association
1
European journal of operational research : EJOR
1
Global economy journal : GEJ
1
Industrial and corporate change
1
International review of financial analysis
1
Journal of economic inequality
1
Journal of economic issues : jei
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of financial stability
1
Journal of forecasting
1
Journal of globalization and development
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of public economics
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Quantitative finance
1
Review of finance : journal of the European Finance Association
1
Risk management decisions and value under uncertainty
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The Oxford handbook of professional economic ethics
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ECONIS (ZBW)
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1
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
2
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
3
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
4
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
5
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
6
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
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