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~isPartOf:"Computational economics"
~language:"eng"
~language:"slv"
~person:"Fabozzi, Frank J."
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Multi-volume publication"
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Option pricing theory
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Lévy processes
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Statistical distribution
2
Statistische Verteilung
2
Correlation
1
Correlations
1
Cox-Ingersoll-Ross model
1
Credit default swap
1
Credit derivative
1
Credit risk
1
Currency management
1
Currency pairs trading
1
Currency risk
1
Derivat
1
Derivative
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Einkommenshypothese
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Exchange rate
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Exchange rate risk
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Filtering methods
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Income hypothesis
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Intertemporal portfolio-choiceproblem
1
Italien
1
Italy
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1
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Article in journal
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Multi-volume publication
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Slovenian
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Fabozzi, Frank J.
Kim, Junseok
4
Aghdam, Y. Esmaeelzade
3
Jeong, Darae
3
Villani, Giovanni
3
Wang, Xiaoqun
3
Adl, A.
2
Ahmadian, D.
2
Bianchi, Michele Leonardo
2
Caporale, Guglielmo Maria
2
Carr, Peter
2
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2
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2
He, Xin-Jiang
2
Huh, Jeonggyu
2
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2
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2
Khani, Ali
2
Kim, Jeong-Hoon
2
Kim, See-Woo
2
Koffi, Rock Stephane
2
Lee, Chaeyoung
2
Lin, Sha
2
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2
Mehrdoust, Farshid
2
Mesgarani, H.
2
Ranjbar, Mojtaba
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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Computational economics
International journal of theoretical and applied finance
5
The journal of fixed income
4
Journal of economic dynamics & control
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
European journal of operational research : EJOR
2
Journal of banking & finance
2
Applied economics
1
Applied financial economics
1
Econometric reviews
1
Economics letters
1
Finance research letters
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of alternative investments : JAI
1
The journal of derivatives : JOD
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ECONIS (ZBW)
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1
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:
2
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:
3
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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