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~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Commentary"
~type_genre:"Sammlung"
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Statistische Verteilung
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Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
USA
38
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38
Option pricing theory
35
Optionspreistheorie
35
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27
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Fabozzi, Frank J.
Escudero, Laureano F.
40
Račev, Svetlozar T.
33
McAleer, Michael
32
Phillips, Peter C. B.
32
Madan, Dilip B.
30
Escobar, Marcos
29
Benth, Fred Espen
28
Carr, Peter
28
Nadarajah, Saralees
27
Siu, Tak Kuen
26
Gendreau, Michel
25
Tsionas, Efthymios G.
25
Cui, Zhenyu
24
Hainaut, Donatien
23
Wong, Wing Keung
23
Asai, Manabu
22
Elliott, Robert J.
22
Todorov, Viktor
22
Kim, Young Shin
21
Shapiro, Alexander
21
Wallace, Stein W.
21
Wong, Hoi Ying
20
Yu, Jun
19
Tauchen, George Eugene
18
Takahashi, Akihiko
17
Chan, Joshua
16
Maggioni, Francesca
16
Park, Joon Y.
16
Post, Thierry
16
Rossi, Roberto
16
Wang, Xingchun
16
Bayraktar, Erhan
15
Landsman, Zinoviy
15
Satchell, Stephen
15
Tarim, S. Armagan
15
Chang, Hsu-Ling
14
Gómez-Déniz, Emilio
14
Jeanblanc, Monique
14
Levendorskij, Sergej Z.
14
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International journal of theoretical and applied finance
5
Computational economics
4
Applied financial economics
3
Economics letters
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Annals of finance
1
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1
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1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
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1
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ECONIS (ZBW)
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
3
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
4
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
5
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
6
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:
7
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
8
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:
9
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:
10
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
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