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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Option pricing theory"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Article"
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Option pricing theory
Stochastic process
Optionspreistheorie
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CAPM
2
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Beta risk
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Currency derivative
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Derivat
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Fabozzi, Frank J.
Chen, Son-nan
6
Wu, Ting-pin
6
Ritchken, Peter H.
4
Newton, David P.
3
Orosi, Greg
3
Rosenberg, Joshua V.
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Russo, Emilio
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Schoutens, Wim
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Tian, Yisong Sam
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Broadie, Mark
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Chang, Jui-jane
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Rendleman, Richard J.
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Rich, Don R.
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Staino, Alessandro
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Taylor, Stephen
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Uhrig-Homburg, Marliese
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
8
The journal of fixed income
5
Computational economics
3
Journal of economic dynamics & control
3
European journal of operational research : EJOR
2
Insurance / Mathematics & economics
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Journal of banking & finance
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Annals of operations research
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Applied economics
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Applied financial economics
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Econometric reviews
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Econometric theory
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Economics letters
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European financial management : the journal of the European Financial Management Association
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Finance research letters
1
International review of financial analysis
1
Journal of risk
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
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The journal of derivatives : JOD
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The journal of trading
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Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
Saved in:
2
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
3
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
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