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~isPartOf:"Applied mathematical finance"
~language:"eng"
~person:"Baldeaux, Jan"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Baldeaux, Jan
Fabozzi, Frank J.
Atkinson, Colin
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Applied mathematical finance
The journal of portfolio management : JPM
31
The journal of portfolio management : a publication of Institutional Investor
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International journal of theoretical and applied finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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The journal of structured finance
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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1
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
2
Consistent modelling of VIX and equity derivatives using a 3/2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10010499689
Saved in:
3
Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
Saved in:
4
Orderings and probability functionals consistent with preferences
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Shalit, Haim
; …
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 81-102
Persistent link: https://www.econbiz.de/10003847149
Saved in:
5
Optimal financial portfolios
Stoyanov, S. V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 401-436
Persistent link: https://www.econbiz.de/10003637468
Saved in:
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