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~isPartOf:"Economics and business review"
~isPartOf:"Financial markets and instruments"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of fixed income"
~isPartOf:"The journal of futures markets"
~language:"bos"
~language:"eng"
~person:"Baviera, Roberto"
~person:"Brigo, Damiano"
~person:"Broll, Udo"
~person:"Cui, Zhenyu"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Yamazaki, Akira"
~subject:"CAPM"
~subject:"Credit rating"
~subject:"Derivat"
~subject:"Hedging"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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CAPM
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Option pricing theory
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36
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Baviera, Roberto
Brigo, Damiano
Broll, Udo
Cui, Zhenyu
Fabozzi, Frank J.
Hayre, Lakhbir S.
Yamazaki, Akira
Lien, Da-hsiang Donald
47
Kwok, Yue-Kuen
16
Elliott, Robert J.
15
Webb, Robert I.
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Kit, Pong Wong
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10
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10
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10
Ryu, Doojin
10
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9
Frino, Alex
9
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9
Madan, Dilip B.
9
Schoutens, Wim
9
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8
Hung, Mao-Wei
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7
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7
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7
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7
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Economics and business review
Financial markets and instruments
International journal of theoretical and applied finance
The journal of fixed income
The journal of futures markets
Valuation, financial modeling, and quantitative tools
21
The handbook of fixed income securities
18
European journal of operational research : EJOR
12
Finance research letters
12
Investment management and financial management
10
Journal of banking & finance
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10
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Economics letters
8
Computational economics
6
International journal of financial engineering
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Journal of economic dynamics & control
6
The journal of derivatives : JOD
6
Applied economics
5
Applied mathematical finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
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Jahrbücher für Nationalökonomie und Statistik
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of fixed income : JFI
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Annals of operations research
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Contemporary economics
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European financial management : the journal of the European Financial Management Association
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Insurance / Mathematics & economics
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International economic journal
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International review of financial analysis
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Journal of economics
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Journal of financial engineering
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ECONIS (ZBW)
71
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1
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71
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1
Pricing arithmetic Asian and Amerasian options : a diffusion operator integral expansion approach
Ding, Kailin
;
Cui, Zhenyu
;
Yang, Xiaoguang
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10014293009
Saved in:
2
Sequential Itô-Taylor expansions and characteristic functions of stochastic volatility models
Ding, Kailin
;
Cui, Zhenyu
;
Liu, Yanchu
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1750-1769
Persistent link: https://www.econbiz.de/10014433005
Saved in:
3
Market risk, value-at-risk and exponential weighting
Broll, Udo
;
Förster, Andreas
- In:
Economics and business review
8/22
(
2022
)
2
,
pp. 80-91
Persistent link: https://www.econbiz.de/10013369763
Saved in:
4
Recovering subjective probability distributions
Yamazaki, Akira
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1234-1263
Persistent link: https://www.econbiz.de/10013287943
Saved in:
5
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
6
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
7
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
8
Strategic option pricing
Bieta, Volker
;
Broll, Udo
;
Siebe, Wilfried
- In:
Economics and business review
6/20
(
2020
)
3
,
pp. 118-129
Persistent link: https://www.econbiz.de/10012604501
Saved in:
9
Back-of-the-envelope swaptions in a very parsimonious multi-curve interest rate model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153037
Saved in:
10
Multi-currency credit default swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
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