//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of fixed income"
~person:"Fabozzi, Frank J."
~person:"Schwartz, Eduardo S."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Yield curve
4
Zinsstruktur
4
Anleihe
3
Bond
3
Derivat
2
Derivative
2
Theorie
2
Theory
2
1977-1992
1
Convertible bond
1
Estimation
1
Schätzung
1
USA
1
United States
1
Wandelanleihe
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Fabozzi, Frank J.
Schwartz, Eduardo S.
Carr, Peter
2
Heston, Steven L.
2
Longstaff, Francis A.
2
Russo, Vincenzo
2
Sun, Jian
2
Angbazo, Lazarus A.
1
Badak, Bransislav
1
Bai, Xu
1
Bali, Turan G.
1
Bertonazzi, Eric P.
1
Bhattacharjee, Ranjit
1
Brunson, Andrew L.
1
Buetow, Gerald W.
1
Cao, Shinan
1
Carverhill, Andrew
1
Cathcart, Lara
1
Chowdhury, Muinul
1
Clewlow, Les
1
Dharan, Venkat G.
1
Díaz Pérez, Antonio
1
Fernandes, Chris
1
Gonçalves, Franklin de O.
1
Green, Richard K.
1
Hanke, Bernd
1
Ho, Thomas S. Y.
1
Horchani, Sana
1
Issler, João Victor
1
Jabbour, George M.
1
Jacoby, Gady
1
Jahel, Lina el
1
Karagozoglu, Ahmet K.
1
Kau, James B.
1
Keenan, Donald C.
1
Koziol, Christian
1
Kunčev, Ognjan I.
1
Landrigan, Michael
1
Liu, Yi-kang
1
Luong, Uyen
1
Maloney, Michael T.
1
more ...
less ...
Published in...
All
The journal of fixed income
International journal of theoretical and applied finance
5
Valuation, financial modeling, and quantitative tools
5
Computational economics
3
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The Frank J. Fabozzi series
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Bank of Italy Temi di Discussione (Working Paper)
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
Review of derivatives research
2
The handbook of fixed income securities
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
The theory and practice of investment management
2
Working paper series in economics
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Applied financial economics
1
Econometric reviews
1
Economics letters
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Financial markets and instruments
1
Finanzmarkt und Portfolio-Management
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Latin American journal of economics : LAJE
1
Mathematical methods of operations research
1
NBER Working Paper
1
NBER working paper series
1
Options : classic approaches to pricing and modelling
1
Publications from Department of Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
2
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
3
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
4
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
5
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->