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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Fabozzi, Frank J."
~person:"Schwartz, Eduardo S."
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Fabozzi, Frank J.
Schwartz, Eduardo S.
Chen, Son-nan
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Wu, Ting-pin
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
7
International journal of theoretical and applied finance
5
Valuation, financial modeling, and quantitative tools
5
Computational economics
4
Financial markets and instruments
4
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The Frank J. Fabozzi series
3
The journal of finance : the journal of the American Finance Association
3
Applied economics
2
European financial management : the journal of the European Financial Management Association
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
2
NBER Working Paper
2
NBER working paper series
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Review of derivatives research
2
The handbook of fixed income securities
2
The journal of derivatives : JOD
2
The review of financial studies
2
The theory and practice of investment management
2
Working paper series in economics
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Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied financial economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
Credit risk models and management
1
Econometric reviews
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Economics letters
1
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Finance research letters
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Finanzmarkt und Portfolio-Management
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Insurance / Mathematics & economics
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International review of financial analysis
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Latin American journal of economics : LAJE
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Mathematical methods of operations research
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Options : classic approaches to pricing and modelling
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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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2
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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3
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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