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~isPartOf:"European journal of operational research : EJOR"
~person:"Fabozzi, Frank J."
~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Fabozzi, Frank J.
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European journal of operational research : EJOR
International journal of theoretical and applied finance
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
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2
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
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