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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Bond"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Bond
Stochastischer Prozess
Theorie
135
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135
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112
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112
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60
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60
Option pricing theory
47
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47
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Fabozzi, Frank J.
Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Elliott, Robert J.
28
Siu, Tak Kuen
28
Benth, Fred Espen
26
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26
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26
Carr, Peter
25
Hainaut, Donatien
24
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23
Asai, Manabu
22
Račev, Svetlozar T.
22
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22
Wong, Wing Keung
22
Wong, Hoi Ying
21
Yu, Jun
21
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20
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20
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19
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19
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18
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18
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18
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17
Rossi, Roberto
17
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17
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17
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16
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16
Tarim, S. Armagan
16
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15
Gil-Alaña, Luis A.
15
Grasselli, Martino
15
Post, Thierry
15
Shen, Yang
15
Su, Chi-Wei
15
Ulmer, Marlin Wolf
15
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14
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The handbook of fixed income securities
7
The journal of fixed income
6
International journal of theoretical and applied finance
5
Valuation, financial modeling, and quantitative tools
4
Computational economics
3
Financial markets and instruments
3
Finance research letters
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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ECONIS (ZBW)
52
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1
Contributions of The Journal of Fixed Income to Fixed-Income Analytics
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
2
,
pp. 7-27
Persistent link: https://www.econbiz.de/10014231356
Saved in:
2
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
3
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
4
Statistical arbitrage in jump-diffusion models with compound Poisson processes
Akyildirim, Erdinc
;
Fabozzi, Frank J.
;
Goncu, Ahmet
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1357-1371)
.
2022
Persistent link: https://www.econbiz.de/10013342121
Saved in:
5
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
6
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
7
Towards a dead end? : EMU bond market exposure and manager performance
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013206817
Saved in:
8
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:
9
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
10
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
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