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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The Frank J. Fabozzi series"
~person:"Fabozzi, Frank J."
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Theorie
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Option pricing theory
5
Optionspreistheorie
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Fabozzi, Frank J.
Elliott, Robert J.
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Brigo, Damiano
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Kwok, Yue-Kuen
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Jeanblanc, Monique
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Bielecki, Tomasz R.
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Cartea, Álvaro
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Joshi, Mark S.
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Liu, Rui Hua
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Rebonato, Riccardo
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Lo, C. F.
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International journal of theoretical and applied finance
The Frank J. Fabozzi series
Valuation, financial modeling, and quantitative tools
22
The handbook of fixed income securities
17
Investment management and financial management
15
The theory and practice of investment management
15
The journal of fixed income
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The journal of portfolio management : a publication of Institutional Investor
11
Applied economics
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Journal of banking & finance
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European journal of operational research : EJOR
8
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Interest rate, term structure, and valuation modeling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Applied financial economics
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Applied financial economics letters
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International review of financial analysis
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Review of quantitative finance and accounting
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Analytical models for financial modeling and risk management
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Insurance / Mathematics & economics
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Journal / The Capco Institute : journal of financial transformation
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Journal of international money and finance
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Operations research models in banking management
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Quantitative fund management
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Risk assessment : decisions in banking and finance
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Risk management decisions and value under uncertainty
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The handbook of mortgage-backed securities
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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 derivatives : JOD
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Advanced bond portfolio management : best practices in modeling and strategies
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
12
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1
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:
2
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
3
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
4
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
5
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
6
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Saved in:
7
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
Saved in:
8
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
9
Desirable properties of an ideal risk measure in portfolio
theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
10
Factor uniqueness in the S&P 500 universe : can proprietary factors exist?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009779764
Saved in:
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