EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf_id:10010186688
Narrow search

Narrow search

Year of publication
Type of publication
All
Article 14
Language
All
Undetermined 14
Author
All
FABOZZI, FRANK J. 2 ABERGEL, FRÉDÉRIC 1 BANERJEE, TAMAL 1 BUESCU, CRISTIN 1 CAMPOLIETI, G. 1 CHIARELLA, CARL 1 DRIFFILL, JOHN 1 FOCARDI, SERGIO M. 1 GHOSH, MRINAL K. 1 HELLMICH, MARTIN 1 HUANG, SHOUJUN 1 IYER, SRIKANTH K. 1 JEDIDI, AYMEN 1 KASSBERGER, STEFAN 1 KENC, TURALAY 1 KENNEDY, JOANNE E. 1 KONÉ, FATOUMATA J. 1 LI, TIECHENG 1 LOZZA, SERGIO ORTOBELLI 1 MAINA, SAMUEL CHEGE 1 MAKAROV, R. 1 PHAM, DUY 1 PIRJOL, DAN 1 SCHMIDT, WOLFGANG M. 1 SHALIT, HAIM 1 SKLIBOSIOS, CHRISTINA NIKITOPOULOS 1 SOLA, MARTIN 1 TAKAHASHI, AKIHIKO 1 TAKSAR, MICHAEL 1 TODA, MASASHI 1 WOUTERLOOT, K. 1 YASUOKA, TAKASHI 1 ZHANG, JIN E. 1
more ... less ...
Published in...
All
International journal of theoretical and applied finance 14
Source
All
OLC EcoSci 14
Showing 1 - 10 of 14
Cover Image
A MATHEMATICAL APPROACH TO ORDER BOOK MODELING
ABERGEL, FRÉDÉRIC; JEDIDI, AYMEN - In: International journal of theoretical and applied finance 16 (2013) 5
Persistent link: https://www.econbiz.de/10010155220
Saved in:
Cover Image
AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES
BUESCU, CRISTIN; TAKSAR, MICHAEL; KONÉ, FATOUMATA J. - In: International journal of theoretical and applied finance 16 (2013) 5
Persistent link: https://www.econbiz.de/10010155221
Saved in:
Cover Image
PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS
CAMPOLIETI, G.; MAKAROV, R.; WOUTERLOOT, K. - In: International journal of theoretical and applied finance 16 (2013) 5
Persistent link: https://www.econbiz.de/10010155222
Saved in:
Cover Image
REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK
DRIFFILL, JOHN; KENC, TURALAY; SOLA, MARTIN - In: International journal of theoretical and applied finance 16 (2013) 5
Persistent link: https://www.econbiz.de/10010155223
Saved in:
Cover Image
PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS
LOZZA, SERGIO ORTOBELLI; SHALIT, HAIM; FABOZZI, FRANK J. - In: International journal of theoretical and applied finance 16 (2013) 5
Persistent link: https://www.econbiz.de/10010155224
Saved in:
Cover Image
IMPLICATIONS FOR HEDGING OF THE CHOICE OF DRIVING PROCESS FOR ONE-FACTOR MARKOV-FUNCTIONAL MODELS
KENNEDY, JOANNE E.; PHAM, DUY - In: International journal of theoretical and applied finance 16 (2013) 5
Persistent link: https://www.econbiz.de/10010155225
Saved in:
Cover Image
NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME
TAKAHASHI, AKIHIKO; TODA, MASASHI - In: International journal of theoretical and applied finance 16 (2013) 5
Persistent link: https://www.econbiz.de/10010155226
Saved in:
Cover Image
PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL
BANERJEE, TAMAL; GHOSH, MRINAL K.; IYER, SRIKANTH K. - In: International journal of theoretical and applied finance 16 (2013) 4
Persistent link: https://www.econbiz.de/10010151927
Saved in:
Cover Image
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS
CHIARELLA, CARL; MAINA, SAMUEL CHEGE; SKLIBOSIOS, … - In: International journal of theoretical and applied finance 16 (2013) 4
Persistent link: https://www.econbiz.de/10010151928
Saved in:
Cover Image
FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST?
FOCARDI, SERGIO M.; FABOZZI, FRANK J. - In: International journal of theoretical and applied finance 16 (2013) 4
Persistent link: https://www.econbiz.de/10010151929
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...