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~isPartOf:"Computational economics"
~language:"ara"
~language:"eng"
~language:"mul"
~language:"spa"
~person:"Fabozzi, Frank J."
~person:"Frey, Bruno S."
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie"
~type_genre:"Book Review"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Lévy processes
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Statistical distribution
2
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Cox-Ingersoll-Ross model
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Credit default swap
1
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Currency management
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Currency pairs trading
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Derivat
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Fabozzi, Frank J.
Frey, Bruno S.
Halkos, George E.
12
Villani, Giovanni
11
Biancardi, Marta Elena
7
Tiwari, Aviral Kumar
7
Tsilika, Kyriaki D.
7
Bekiros, Stelios
6
Boubaker, Heni
6
Jawadi, Fredj
6
Li, Yong
6
Semmler, Willi
6
Sun, Edward W.
6
Velupillai, Kumaraswamy
6
Amman, Hans M.
5
Atolia, Manoj
5
Caporale, Guglielmo Maria
5
Chen, Cathy W. S.
5
Ching, Wai Ki
5
Gkonkas, Periklēs
5
He, Ling-yun
5
Hespeler, Frank
5
Kim, Junseok
5
Papadimitriou, Theophilos
5
Prigent, Jean-Luc
5
Siu, Tak Kuen
5
Tucci, Marco Paolo
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
Gupta, Rangan
4
Hudgins, David
4
Li, Yushu
4
Lux, Thomas
4
McDonald, James B.
4
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Computational economics
The journal of portfolio management : JPM
31
The journal of portfolio management : a publication of Institutional Investor
27
The journal of fixed income
21
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
19
Applied economics
13
International journal of theoretical and applied finance
12
Public choice
12
Journal of institutional and theoretical economics : JITE
11
Journal of banking & finance
10
European journal of operational research : EJOR
9
Finance research letters
9
The journal of fixed income : JFI
9
Applied financial economics
7
Economics letters
7
European economic review : EER
6
International review of economics : journal of civil economy
6
International review of financial analysis
6
Journal of economic behavior & organization : JEBO
6
Journal of cultural economics
5
Journal of international money and finance
5
Kyklos : international review for social sciences
5
Research policy : policy, management and economic studies of science, technology and innovation
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The American economic review
5
The Economists' voice
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Defence and peace economics
4
European financial management : the journal of the European Financial Management Association
4
European journal of political economy
4
European management review : the journal of the European Academy of Management
4
Journal of economic dynamics & control
4
Journal of economic literature
4
Journal of economic psychology : research in economic psychology and behavioral economics
4
Schmalenbach business review : sbr
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
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ECONIS (ZBW)
6
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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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