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~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"kor"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
~type_genre:"Handbook"
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Option pricing theory
2
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Cherny-Shiryaev-Yor invariance principle
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Fabozzi, Frank J.
Hommes, Cars H.
9
Gallegati, Mauro
8
Kort, Peter M.
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Hanaki, Nobuyuki
7
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6
Li, Duan
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Te, Bao
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Shibata, Takashi
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Vogel, Lukas
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Journal of economic dynamics & control
The journal of portfolio management : JPM
31
The journal of fixed income : JFI
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Applied economics
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Computational economics
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European journal of operational research : EJOR
5
Finance research letters
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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International journal of theoretical and applied finance
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International review of financial analysis
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
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
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