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Option pricing theory
Theorie
246
Theory
244
Portfolio selection
226
Portfolio-Management
226
USA
146
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126
Anleihe
75
Bond
74
Optionspreistheorie
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English
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Fabozzi, Frank J.
67
Račev, Svetlozar T.
24
Kim, Young Shin
21
Bianchi, Michele Leonardo
11
Stoyanov, Stoyan V.
8
Shirvani, Abootaleb
7
Buetow, Gerald W.
4
Hu, Yuan
4
Kalotay, Andrew J.
4
Rachev, Svetlozar
4
Russo, Vincenzo
4
Dorigan, Michael
3
Lindquist, W. Brent
3
Mann, Steven V.
3
Park, Jiho
3
Tunaru, Radu
3
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2
Fallahgoul, Hasan
2
Giacometti, Rosella
2
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2
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International journal of theoretical and applied finance
5
Valuation, financial modeling, and quantitative tools
5
The journal of fixed income
4
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
The handbook of fixed income securities
2
The theory and practice of investment management
2
Working paper series in economics
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Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Applied financial economics
1
Econometric reviews
1
Economics letters
1
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1
Financial markets and instruments
1
Insurance / Mathematics & economics
1
International review of financial analysis
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Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Review of derivatives research
1
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
1
Temi di discussione / Banca d'Italia
1
The handbook of mortgage-backed securities
1
The journal of alternative investments : JAI
1
The journal of derivatives : JOD
1
Wiley finance
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ECONIS (ZBW)
67
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11
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:
12
An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
Saved in:
13
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:
14
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
15
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
Saved in:
16
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
17
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
Saved in:
18
Equity derivatives I : features and valuation
Collins, Bruce M.
;
Fabozzi, Frank J.
- In:
The theory and practice of investment management
,
(pp. 373-407)
.
2002
Persistent link: https://www.econbiz.de/10001730031
Saved in:
19
Valuation of bonds with embedded options
Fabozzi, Frank J.
;
Mann, Steven V.
- In:
The theory and practice of investment management
,
(pp. 549-581)
.
2002
Persistent link: https://www.econbiz.de/10001730107
Saved in:
20
A review of no arbitrage interest rate models
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Sochacki, James
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 39-72)
.
2002
Persistent link: https://www.econbiz.de/10001734140
Saved in:
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