//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"The journal of derivatives : JOD"
~language:"eng"
~person:"Creedy, John"
~person:"Fabozzi, Frank J."
~source:"econis"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Theorie
4
Theory
4
Hedging
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Derivat
2
Derivative
2
Exchange rate risk
2
Lévy processes
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Statistical distribution
2
Statistische Verteilung
2
Währungsrisiko
2
Correlation
1
Correlations
1
Cox-Ingersoll-Ross model
1
Credit default swap
1
Credit derivative
1
Credit risk
1
Currency derivative
1
Currency management
1
Currency pairs trading
1
Currency risk
1
Einkommenshypothese
1
Exchange rate
1
Filtering methods
1
Financial market
1
Finanzmarkt
1
Foreign exchange management
1
GARCH model
1
Geometry
1
Heavy tailed distribution
1
Income hypothesis
1
Index futures
1
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
11
Language
All
English
Author
All
Creedy, John
Fabozzi, Frank J.
Halkos, George E.
12
Villani, Giovanni
11
Carr, Peter
9
Jawadi, Fredj
8
Biancardi, Marta Elena
7
Chen, Shu-Heng
7
Li, Yong
7
Semmler, Willi
7
Tiwari, Aviral Kumar
7
Tsilika, Kyriaki D.
7
Velupillai, Kumaraswamy
7
Amman, Hans M.
6
Bekiros, Stelios
6
Boubaker, Heni
6
Gkonkas, Periklēs
6
He, Ling-yun
6
Itkin, Andrey
6
Lux, Thomas
6
Papadimitriou, Theophilos
6
Siu, Tak Kuen
6
Sun, Edward W.
6
Tucci, Marco Paolo
6
Atolia, Manoj
5
Caporale, Guglielmo Maria
5
Chen, Cathy W. S.
5
Ching, Wai Ki
5
Hespeler, Frank
5
Kim, Junseok
5
Prigent, Jean-Luc
5
Venkatachalam, Ragupathy
5
Aghdam, Y. Esmaeelzade
4
Boutahar, Mohamed
4
Brorsen, B. Wade
4
Chen, Wei
4
Chen, Yi-Ting
4
Chevallier, Julien
4
Clempner, Julio B.
4
García-Rubio, Raquel
4
Gonzalez, Fidel
4
more ...
less ...
Published in...
All
Computational economics
The journal of derivatives : JOD
New Zealand economic papers
38
The Australian economic review
35
The journal of portfolio management : JPM
31
The journal of portfolio management : a publication of Institutional Investor
29
Australian economic papers
22
The journal of fixed income
21
The economic record : er
16
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
14
Fiscal studies : the journal of the Institute for Fiscal Studies
14
Applied economics
12
International journal of theoretical and applied finance
12
Journal of banking & finance
10
Bulletin of economic research
9
European journal of operational research : EJOR
9
Finance research letters
9
The Frank J. Fabozzi series
9
The journal of fixed income : JFI
9
Scottish journal of political economy : the journal of the Scottish Economic Society
8
Applied financial economics
7
Economic modelling
7
Economics letters
6
International review of financial analysis
6
International tax and public finance
6
Journal of economic studies
6
Economic analysis and policy
5
Journal of international money and finance
5
Oxford economic papers
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The Manchester School
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Economic papers : a journal of applied economics and policy
4
European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
Journal of economic surveys
4
Journal of income distribution : an international quarterly
4
Journal of the history of economic thought
4
The Manchester School of Economic and Social Studies
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
2
Multi-asset option pricing using normal tempered stable processes with stochastic correlation
Kim, Young Shin
;
Kim, Hyangju
;
Choi, Jaehyung
;
Fabozzi, …
- In:
The journal of derivatives : JOD
30
(
2023
)
3
,
pp. 42-64
Persistent link: https://www.econbiz.de/10014231123
Saved in:
3
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
4
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:
5
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
6
Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->