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~isPartOf:"International journal of theoretical and applied finance"
~person:"Fabozzi, Frank J."
~person:"Lo, C. F."
~person:"Sandmann, Klaus"
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Option pricing theory
11
Optionspreistheorie
11
Theorie
5
Theory
5
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3
Stochastischer Prozess
3
Option trading
2
Optionsgeschäft
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Fabozzi, Frank J.
Lo, C. F.
Sandmann, Klaus
Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Takahashi, Akihiko
7
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
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5
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5
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Siu, Tak Kuen
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4
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4
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4
Hess, Markus
4
Hui, Cho H.
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Liu, Rui Hua
4
Macrina, Andrea
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Račev, Svetlozar T.
4
Wu, Lixin
4
Arai, Takuji
3
Bernard, Carole
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Boyarchenko, Mitya
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3
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3
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3
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3
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International journal of theoretical and applied finance
Discussion paper / B
7
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
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Bank of Italy Temi di Discussione (Working Paper)
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European journal of operational research : EJOR
2
Insurance / Mathematics & economics
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International journal of financial engineering
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The handbook of fixed income securities
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
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Asia-Pacific financial markets
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International journal of finance & economics : IJFE
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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Oberwolfach
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of derivatives research
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Risk assessment : decisions in banking and finance
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Risk management decisions and value under uncertainty
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ECONIS (ZBW)
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1
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
2
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
3
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:
4
In-arrears term structure products : no arbitrage pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
Saved in:
5
It's your choice : a unified approach to chooser options
Sandmann, Klaus
;
Wittke, Manuel
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 139-161
Persistent link: https://www.econbiz.de/10008860419
Saved in:
6
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
7
An option-theoretic prepayment model for mortgages and mortgage-backed securities
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
Saved in:
8
Effect of asset value correlation on credit-linked note values
Hui, Cho H.
;
Lo, C. F.
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 455-478
Persistent link: https://www.econbiz.de/10001687127
Saved in:
9
Pricing barrier options with square root process
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 805-818
Persistent link: https://www.econbiz.de/10001612240
Saved in:
10
Option risk measurement with time-dependent parameters
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 581-589
Persistent link: https://www.econbiz.de/10001524491
Saved in:
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