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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Fabozzi, Frank J."
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Fabozzi, Frank J.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
3
European journal of operational research : EJOR
2
Econometric reviews
1
Interest rate, term structure, and valuation modeling
1
Journal of economic dynamics & control
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Review of derivatives research
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Risk management decisions and value under uncertainty
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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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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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