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Another look at the Ho-Lee bond option pricing model
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: The journal of derivatives : the official publication … 25 (2018) 4, pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
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Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan; Fabozzi, Frank J.; Bianchi, Michele Leonardo - In: The journal of derivatives : the official publication … 23 (2015) 1, pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
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Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu - In: The journal of derivatives : the official publication … 26 (2019) 3, pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
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The new issues puzzle : evidence from non-US firms
Bali, Turan G.; Cakici, Nusret; Fabozzi, Frank J. - In: Applied economics letters 20 (2013) 16/18, pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105