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~person:"Fabozzi, Frank J."
~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Optionspreistheorie
97
Option pricing theory
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Fabozzi, Frank J.
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73
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72
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67
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64
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61
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30
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30
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30
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29
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28
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ECONIS (ZBW)
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1
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
Saved in:
2
Black-Scholes option pricing model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
Saved in:
3
The valuation of warrants : implementing a new approach
Schwartz, Eduardo S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 217-231)
.
1999
Persistent link: https://www.econbiz.de/10001772456
Saved in:
4
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
5
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
-
1995
Persistent link: https://www.econbiz.de/10001340027
Saved in:
6
Market valuation of bank assets and deposit insurance in Canada
Giammarino, Ronald P. M.
- In:
The Canadian journal of economics
22
(
1989
)
1
,
pp. 109-127
Persistent link: https://www.econbiz.de/10001073518
Saved in:
7
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
8
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
9
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
10
Optimal investment and production decisions and the value of the firm
Cortazar, Gonzalo
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10001250188
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