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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Fabozzi, Frank J."
~source:"econis"
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Option pricing theory
3
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Fabozzi, Frank J.
Hull, John
12
White, Alan
11
Chen, Son-nan
7
Wu, Ting-pin
7
Figlewski, Stephen
6
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The Frank J. Fabozzi series
52
The journal of portfolio management : JPM
34
Investment management and financial management
29
The journal of portfolio management : a publication of Institutional Investor
29
Valuation, financial modeling, and quantitative tools
29
The handbook of fixed income securities
26
Financial markets and instruments
25
The theory and practice of investment management
22
The journal of fixed income
21
International journal of theoretical and applied finance
12
Frank J. Fabozzi series
11
Applied economics
10
European journal of operational research : EJOR
10
Journal of banking & finance
10
Working paper series in economics
10
Finance research letters
9
Frank J. Fabozzi Ser
9
The journal of fixed income : JFI
9
Wiley finance
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Applied financial economics
7
Handbook of financial markets : securities, options and futures
7
Computational economics
6
Interest rate, term structure, and valuation modeling
6
International review of financial analysis
6
The handbook of mortgage-backed securities
6
Yale ICF Working Paper
6
Economics letters
5
Journal of international money and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
5
The journal of finance : the journal of the American Finance Association
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European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
4
The handbook of municipal bonds
4
The journal of asset management
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The journal of structured finance
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Advances in futures and options research : a research annual
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Annals of operations research
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ECONIS (ZBW)
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1
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
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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
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3
Calibrating short interest rate models in negative rate environments
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 80-92
Persistent link: https://www.econbiz.de/10011687429
Saved in:
4
On the estimation of the SABR model's beta parameter : the role of hedging in determining the beta parameter
Zhang, Mengfei
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011687328
Saved in:
5
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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