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~person:"Fabozzi, Frank J."
~person:"Schwartz, Eduardo S."
~type_genre:"Article in journal"
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Option Prices with Stochastic...
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Option pricing theory
53
Optionspreistheorie
53
Stochastic process
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Theorie
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15
Derivat
10
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Fabozzi, Frank J.
Schwartz, Eduardo S.
Madan, Dilip B.
53
Carr, Peter
49
Elliott, Robert J.
38
Kwok, Yue-Kuen
36
Wang, Xingchun
32
Cui, Zhenyu
31
Siu, Tak Kuen
31
Takahashi, Akihiko
30
Schoutens, Wim
29
Jarrow, Robert A.
27
Zhang, Jin E.
26
Benth, Fred Espen
25
Kim, Young Shin
21
Račev, Svetlozar T.
21
Stentoft, Lars
21
Escobar, Marcos
20
Levendorskij, Sergej Z.
20
Wong, Hoi Ying
20
Zanette, Antonino
20
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19
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19
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17
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17
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16
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16
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16
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16
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16
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16
Korn, Ralf
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Zhu, Song-Ping
16
Bayraktar, Erhan
15
Christoffersen, Peter F.
15
Eberlein, Ernst
15
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15
Jeanblanc, Monique
15
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International journal of theoretical and applied finance
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The journal of fixed income
5
Computational economics
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Journal of economic dynamics & control
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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European financial management : the journal of the European Financial Management Association
1
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1
Finanzmarkt und Portfolio-Management
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
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1
Journal of energy finance & development
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
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The journal of alternative investments : JAI
1
The journal of derivatives : JOD
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ECONIS (ZBW)
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1
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
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
3
Commercial office space : testing the implications of real options models with competitive interactions
Schwartz, Eduardo S.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003487055
Saved in:
4
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
5
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
6
Black swans and white eagles : on mathematics and finance
Focardi, Sergio
;
Fabozzi, Frank J.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003858250
Saved in:
7
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
8
Cash flow multipliers and optimal investment decisions
Kraft, Holger
;
Schwartz, Eduardo S.
- In:
European financial management : the journal of the …
21
(
2015
)
3
,
pp. 399-429
Persistent link: https://www.econbiz.de/10011317999
Saved in:
9
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
10
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
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