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~isPartOf:"Computational economics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International differences in growth rates : market globalization and economic areas"
~language:"bos"
~language:"eng"
~person:"Atolia, Manoj"
~person:"Fabozzi, Frank J."
~person:"Hu, Yijun"
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Stochastic process"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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International differences in growth rates : market globalization and economic areas
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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
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:
3
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:
4
Labor market volatility in the RBC search model : a look at Hagedorn and Manovskii's calibration
Atolia, Manoj
;
Gibson, John
;
Marquis, Milton H.
- In:
Computational economics
52
(
2018
)
2
,
pp. 583-602
Persistent link: https://www.econbiz.de/10012053008
Saved in:
5
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:
6
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
Peng, Xingchun
;
Wei, Linxiao
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 78-86
Persistent link: https://www.econbiz.de/10010469175
Saved in:
7
Optimal investment, consumption and proportional reinsurance under model uncertainty
Peng, Xingchun
;
Chen, Fenge
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 222-234
Persistent link: https://www.econbiz.de/10010469132
Saved in:
8
Optimal loss-carry-forward taxation for the Lévy risk model
Wang, Wenyuan
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 121-130
Persistent link: https://www.econbiz.de/10009501693
Saved in:
9
Calibrating affine stochastic mortality models using term assurance premiums
Russo, Vincenzo
;
Giacometti, Rosella
;
Ortobelli, Sergio
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10009157445
Saved in:
10
Explaining growth : competition and finance
Stiglitz, Joseph E.
- In:
International differences in growth rates : market …
,
(pp. 169-225)
.
1994
Persistent link: https://www.econbiz.de/10001288231
Saved in:
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