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FAST ANALYTIC OPTION VALUATION WITH GARCH
Mazzoni, Thomas - In: The journal of derivatives : the official publication … 18 (2010) 1, pp. 18-39
Persistent link: https://www.econbiz.de/10008639143
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Job Matching on Occupational Labour Markets
Stops, Michael; Mazzoni, Thomas - In: Jahrbücher für Nationalökonomie und Statistik 230 (2010) 3, pp. 287-313
Persistent link: https://www.econbiz.de/10008437755
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Diversifikationsfähigkeit risikobehafteter Anlagen
Mazzoni, Thomas - In: Betriebswirtschaftliche Forschung und Praxis : BFuP (2013) 2, pp. 204-217
Persistent link: https://www.econbiz.de/10010108849
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Consistent modeling of risk averse behavior with spectral risk measures
Wächter, Hans Peter; Mazzoni, Thomas - In: European journal of operational research : EJOR 229 (2013) 2, pp. 487-495
Persistent link: https://www.econbiz.de/10010109339