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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Kim, Young Shin"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The Frank J. Fabozzi series
12
Johnson School Research Paper Series
8
Finance research letters
6
International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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Frank J. Fabozzi Ser
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Journal of financial and quantitative analysis : JFQA
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An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
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On the estimation of the SABR model's beta parameter : the role of hedging in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
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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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