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~isPartOf:"Computational economics"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~person:"Yang, Zhaojun"
~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
Theorie
5
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
3
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3
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2
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Fabozzi, Frank J.
Stiglitz, Joseph E.
Yang, Zhaojun
Chen, Cathy W. S.
5
Halkos, George E.
5
Hespeler, Frank
5
Jawadi, Fredj
5
Prigent, Jean-Luc
5
Amman, Hans M.
4
Bekiros, Stelios
4
Li, Yong
4
Li, Yushu
4
Siu, Tak Kuen
4
Alfarano, Simone
3
Atolia, Manoj
3
Brorsen, B. Wade
3
Caporale, Guglielmo Maria
3
Chen, Shu-Heng
3
Chen, Wei
3
Ching, Wai Ki
3
Ftiti, Zied
3
Gupta, Rangan
3
He, Ling-yun
3
Kormilitsina, Anna
3
Lux, Thomas
3
Raddant, Matthias
3
Semmler, Willi
3
Sun, Edward W.
3
Tassier, Troy
3
Tsilika, Kyriaki D.
3
Velupillai, Kumaraswamy
3
Alkemade, Floortje
2
Arratia, Argimiro
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Asai, Manabu
2
Avdoulas, Christos
2
Barde, Sylvain
2
Beaumont, Paul Michael
2
Ben Ameur, Hachmi
2
Bianchi, Michele Leonardo
2
Boeters, Stefan
2
Boubaker, Heni
2
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Computational economics
Valuation, financial modeling, and quantitative tools
18
The handbook of fixed income securities
16
The American economic review
15
Investment management and financial management
13
International journal of theoretical and applied finance
12
The journal of fixed income
11
Financial markets and instruments
10
The journal of portfolio management : a publication of Institutional Investor
10
The journal of portfolio management : JPM
8
Journal of economic dynamics & control
7
The economic journal : the journal of the Royal Economic Society
7
Finance research letters
6
Applied economics
5
Applied financial economics
5
European economic review : EER
5
Journal of banking & finance
5
Journal of public economics
5
Economics letters
4
Journal of economic behavior & organization : JEBO
4
Oxford review of economic policy
4
The journal of fixed income : JFI
4
The quarterly journal of economics
4
Annals of operations research
3
European financial management : the journal of the European Financial Management Association
3
European journal of operational research : EJOR
3
Industrial and corporate change
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International review of financial analysis
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Oxford economic papers
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Papers and proceedings of the ... annual congress of the European Economic Association
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Papers and proceedings of the ... annual meeting of the American Economic Association
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Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The handbook of mortgage-backed securities
3
The journal of asset management
3
The journal of derivatives : JOD
3
Annals of economics and finance
2
Annals of finance
2
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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Applied economics letters
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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:
7
Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan
;
Yang, Zhaojun
- In:
Computational economics
44
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
Saved in:
8
High-water marks and hedge fund management contracts with partial information
Song, Dandan
;
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Computational economics
42
(
2013
)
3
,
pp. 327-350
Persistent link: https://www.econbiz.de/10010189024
Saved in:
9
Consumption utility-based pricing and timing of the option to invest with partial information
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Computational economics
39
(
2012
)
2
,
pp. 195-217
Persistent link: https://www.econbiz.de/10009513169
Saved in:
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