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~isPartOf:"The journal of derivatives : JOD"
~language:"ell"
~language:"eng"
~language:"srp"
~person:"Apergēs, Nikolaos"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Apergēs, Nikolaos
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The journal of derivatives : JOD
Energy economics
34
The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
29
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Applied economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
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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 : 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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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
2
Multi-asset option pricing using normal tempered stable processes with stochastic correlation
Kim, Young Shin
;
Kim, Hyangju
;
Choi, Jaehyung
;
Fabozzi, …
- In:
The journal of derivatives : JOD
30
(
2023
)
3
,
pp. 42-64
Persistent link: https://www.econbiz.de/10014231123
Saved in:
3
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
4
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
5
Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
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