//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"srp"
~person:"Fabozzi, Frank J."
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"EU-Staaten"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 19 applied filters
Year of publication
From:
To:
Subject
All
Consumer behaviour
EU countries
EU-Staaten
Geldpolitik
Lieferkette
USA
Unternehmenserfolg
Volatility
Welt
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
2
Portfolio-Management
2
Cherny-Shiryaev-Yor invariance principle
1
Credit default swap
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Exponential Lévy processes
1
Hedging
1
Hedging transaction cost
1
Implied tree models
1
Implied volatility
1
Jarrow-Rudd binomial option pricing
1
Kreditderivat
1
Kreditrisiko
1
Local volatility
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Pricing kernel
1
Recovery rates
1
Relative risk-aversion coefficient
1
Risikomaß
1
Risk measure
1
Risk-neutral density
1
Skew random walk
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Transaction costs
1
Transaktionskosten
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Sammlung
Aufsatz in Zeitschrift
1
Language
All
English
Croatian
Indonesian
Dutch
Serbian
Author
All
Fabozzi, Frank J.
Faia, Ester
6
Ireland, Peter N.
6
Kollmann, Robert
6
Dennis, Richard J.
5
Kumhof, Michael
5
Bordo, Michael D.
4
Branger, Nicole
4
Canova, Fabio
4
Coenen, Günter
4
Ellison, Martin
4
Farmer, Roger E. A.
4
Fujiwara, Ippei
4
Gallegati, Mauro
4
Kozicki, Sharon
4
Kurozumi, Takushi
4
Laxton, Douglas
4
Matsuoka, Tarishi
4
Röger, Werner
4
Williamson, Stephen D.
4
Andrés, Javier
3
Athreya, Kartik B.
3
Benati, Luca
3
Bhattacharya, Joydeep
3
Bovenberg, Ary Lans
3
Camacho, Maximo
3
Castelnuovo, Efrem
3
Chang, Chien-hung
3
Gersbach, Hans
3
Givens, Gregory E.
3
Gonzalez-Eiras, MartÃn
3
Heer, Burkhard
3
Hevia, Constantino
3
Hommes, Cars H.
3
Jackson, Laura
3
Lansing, Kevin J.
3
Leippold, Markus
3
Leitemo, Kai
3
Leith, Campbell B.
3
Lin, Yueh-neng
3
Lindé, Jesper
3
more ...
less ...
Published in...
All
Journal of economic dynamics & control
The journal of portfolio management : JPM
9
The journal of fixed income
8
Handbook of financial markets : securities, options and futures
7
The journal of portfolio management : a publication of Institutional Investor
7
Financial markets and instruments
5
Applied financial economics
4
International review of financial analysis
4
Investment management and financial management
4
The handbook of fixed income securities
4
Valuation, financial modeling, and quantitative tools
4
Advances in futures and options research : a research annual
3
Applied economics
3
Computational economics
3
Finance research letters
3
Journal of international money and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of structured finance
3
International journal of theoretical and applied finance
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The journal of financial research
2
The journal of fixed income : JFI
2
Annals of economics and finance
1
Annals of finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics letters
1
Economics letters
1
Emerging markets review
1
European financial management : the journal of the European Financial Management Association
1
Financial analysts' journal : FAJ
1
Financial markets, institutions & instruments
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economics & business
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial services research
1
Journal of pension economics and finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Risks Related to Environmental, Social and Governmental Issues (ESG)
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->