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~isPartOf:"Computational economics"
~language:"ces"
~language:"eng"
~person:"Audretsch, David B."
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
~type_genre:"Article"
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Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Volatility
3
Volatilität
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Audretsch, David B.
Fabozzi, Frank J.
Halkos, George E.
13
Villani, Giovanni
11
Jawadi, Fredj
8
Biancardi, Marta Elena
7
Chen, Shu-Heng
7
Semmler, Willi
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Tsilika, Kyriaki D.
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Velupillai, Kumaraswamy
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Amman, Hans M.
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Bekiros, Stelios
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6
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6
Lux, Thomas
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Papadimitriou, Theophilos
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Sun, Edward W.
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Tiwari, Aviral Kumar
6
Tucci, Marco Paolo
6
Atolia, Manoj
5
Caporale, Guglielmo Maria
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Chen, Cathy W. S.
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Ching, Wai Ki
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Hespeler, Frank
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Kim, Junseok
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Prigent, Jean-Luc
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Siu, Tak Kuen
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Tassier, Troy
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Venkatachalam, Ragupathy
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Aghdam, Y. Esmaeelzade
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Boutahar, Mohamed
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Brorsen, B. Wade
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Chen, Yi-Ting
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Chevallier, Julien
4
Clempner, Julio B.
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Egrioglu, Erol
4
García-Rubio, Raquel
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Computational economics
The journal of technology transfer
43
Small business economics : an entrepreneurship journal
37
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
Small business economics : an international journal
24
The journal of fixed income
21
Research policy : policy, management and economic studies of science, technology and innovation
15
Economics letters
13
International journal of theoretical and applied finance
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Applied economics
11
Review of industrial organization : RIO
11
International entrepreneurship and management journal
10
Journal of banking & finance
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Economics of innovation and new technology
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European journal of operational research : EJOR
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Finance research letters
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The journal of fixed income : JFI
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Applied financial economics
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Journal of evolutionary economics : JEE
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Industrial and corporate change
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International journal of industrial organization
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International review of financial analysis
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Journal of economic literature
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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The review of economics and statistics
6
Entrepreneurship, theory and practice : ET & P
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Entrepreneurship theory and practice : ET&P
4
Eurasian business review
4
European economic review : EER
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European financial management : the journal of the European Financial Management Association
4
Industry and innovation
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Journal of business venturing
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Journal of economic dynamics & control
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ECONIS (ZBW)
6
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1
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
2
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
3
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
4
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
5
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:
6
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
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