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~person:"Fabozzi, Frank J."
~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Option pricing theory
73
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Fabozzi, Frank J.
Schwartz, Eduardo S.
Madan, Dilip B.
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43
Kwok, Yue-Kuen
36
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31
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29
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27
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26
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23
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23
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16
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International journal of theoretical and applied finance
5
The journal of fixed income
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 journal of derivatives : the official publication of the International Association of Financial Engineers
3
European journal of operational research : EJOR
2
Journal of banking & finance
2
Journal of energy finance & development
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Review of derivatives research
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The handbook of fixed income securities
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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European financial management : the journal of the European Financial Management Association
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International review of financial analysis
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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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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Real options and investment under uncertainty : classical readings and recent contributions
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Risk assessment : decisions in banking and finance
1
Risk management decisions and value under uncertainty
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
2
Black-Scholes option pricing model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
Saved in:
3
The valuation of warrants : implementing a new approach
Schwartz, Eduardo S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 217-231)
.
1999
Persistent link: https://www.econbiz.de/10001772456
Saved in:
4
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
-
1995
Persistent link: https://www.econbiz.de/10001340027
Saved in:
5
Market valuation of bank assets and deposit insurance in Canada
Giammarino, Ronald P. M.
- In:
The Canadian journal of economics
22
(
1989
)
1
,
pp. 109-127
Persistent link: https://www.econbiz.de/10001073518
Saved in:
6
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
7
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:
8
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
9
Optimal investment and production decisions and the value of the firm
Cortazar, Gonzalo
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10001250188
Saved in:
10
Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
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