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subject:"USA"
~isPartOf:"The journal of fixed income"
~person:"Fabozzi, Frank J."
~person:"Heckman, James J."
~person:"Malley, James R."
~subject:"Derivat"
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Fabozzi, Frank J.
Heckman, James J.
Malley, James R.
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The journal of fixed income
Working paper / National Bureau of Economic Research, Inc.
24
Discussion paper series / IZA
19
CESifo working papers
5
Discussion papers / Adam Smith Business School, University of Glasgow
5
IZA Discussion Papers
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Working paper / IFAU - Institute for Labour Market Policy Evaluation
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The Frank J. Fabozzi series
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UCD Geary Institute discussion paper series
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Always learning
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economic review
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Journal of labor economics
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Journal of political economy
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Oxford economic papers
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The review of economics and statistics
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cemmap working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
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