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~isPartOf:"Computational economics"
~language:"eng"
~person:"Creedy, John"
~person:"Fabozzi, Frank J."
~source:"econis"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Volatility
3
Volatilität
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Creedy, John
Fabozzi, Frank J.
Halkos, George E.
13
Villani, Giovanni
11
Jawadi, Fredj
8
Biancardi, Marta Elena
7
Chen, Shu-Heng
7
Semmler, Willi
7
Tsilika, Kyriaki D.
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Velupillai, Kumaraswamy
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6
Bekiros, Stelios
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6
He, Ling-yun
6
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6
Lux, Thomas
6
Papadimitriou, Theophilos
6
Sun, Edward W.
6
Tiwari, Aviral Kumar
6
Tucci, Marco Paolo
6
Atolia, Manoj
5
Caporale, Guglielmo Maria
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Chen, Cathy W. S.
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Ching, Wai Ki
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Hespeler, Frank
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Kim, Junseok
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Prigent, Jean-Luc
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Siu, Tak Kuen
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Tassier, Troy
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Chevallier, Julien
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Computational economics
New Zealand economic papers
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The Australian economic review
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The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
29
Australian economic papers
22
The journal of fixed income
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The economic record : er
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Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
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Fiscal studies : the journal of the Institute for Fiscal Studies
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Applied economics
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International journal of theoretical and applied finance
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Journal of banking & finance
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Bulletin of economic research
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European journal of operational research : EJOR
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Finance research letters
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The Frank J. Fabozzi series
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Scottish journal of political economy : the journal of the Scottish Economic Society
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International review of financial analysis
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Oxford economic papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Manchester School
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The journal of derivatives : JOD
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Economic papers : a journal of applied economics and policy
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European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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Journal of economic surveys
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Journal of income distribution : an international quarterly
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Journal of the history of economic thought
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The Manchester School of Economic and Social Studies
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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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