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~isPartOf:"Computational economics"
~language:"bos"
~language:"eng"
~person:"Arratia, Argimiro"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
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3
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Arratia, Argimiro
Fabozzi, Frank J.
Stiglitz, Joseph E.
Chen, Cathy W. S.
5
Halkos, George E.
5
Hespeler, Frank
5
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Computational economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The handbook of mortgage-backed securities
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Annual Bank Conference on Development Economics in Europe Proceedings : 1999 - 2000 ; [Conference Governance, Equity and Global Markets ; Conference Development Thinking at the Millennium]
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ECONIS (ZBW)
7
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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
Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean
Arratia, Argimiro
;
Gzyl, Henryk
- In:
Computational economics
56
(
2020
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10012390498
Saved in:
4
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:
5
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:
6
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:
7
A graphical tool for describing the temporal evolution of clusters in financial stock markets
Arratia, Argimiro
;
Cabaña, Alejandra
- In:
Computational economics
41
(
2013
)
2
,
pp. 213-231
Persistent link: https://www.econbiz.de/10009710575
Saved in:
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