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Option pricing theory
Theorie
290
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288
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266
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266
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154
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133
Optionspreistheorie
89
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Fabozzi, Frank J.
87
Račev, Svetlozar T.
31
Kim, Young Shin
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Bianchi, Michele Leonardo
11
Shirvani, Abootaleb
8
Stoyanov, Stoyan V.
8
Russo, Vincenzo
5
Buetow, Gerald W.
4
Collins, Bruce M.
4
Hu, Yuan
4
Kalotay, Andrew J.
4
Lindquist, W. Brent
4
Dorigan, Michael
3
Mann, Steven V.
3
Park, Jiho
3
Tunaru, Radu
3
Akyildirim, Erdinc
2
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2
Choi, Jaehyung
2
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Fallahgoul, Hasan A.
2
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Goncu, Ahmet
2
Jong, Marielle de
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Lin, Zuodong
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Menn, Christian
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Milanov, Krasimir
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Mitov, Georgi K.
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Paletta, Tommaso
2
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2
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2
Tunaru, Radu S.
2
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2
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1
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1
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The journal of fixed income
6
International journal of theoretical and applied finance
5
Valuation, financial modeling, and quantitative tools
5
Computational economics
4
Derivatives Applications in Asset Management : From Theory to Practice
4
Financial markets and instruments
4
The Frank J. Fabozzi series
4
Finance research letters
3
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The journal of derivatives : JOD
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied economics
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
The handbook of fixed income securities
2
The theory and practice of investment management
2
Working paper series in economics
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied financial economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
Econometric reviews
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Frank J. Fabozzi Ser
1
Insurance
1
International review of financial analysis
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Review of derivatives research
1
Review of financial economics : RFE
1
Risk assessment : decisions in banking and finance
1
Risk management decisions and value under uncertainty
1
Risks : open access journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
The handbook of mortgage-backed securities
1
The handbook of municipal bonds
1
The journal of alternative investments : JAI
1
The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
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1
Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
Saved in:
2
Equity derivatives
Fabozzi, Frank J.
- In:
Derivatives Applications in Asset Management : From …
,
(pp. 21-41)
.
2025
Persistent link: https://www.econbiz.de/10015434504
Saved in:
3
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
4
The mathematics of financial modeling and investment management
Focardi, Sergio M.
;
Fabozzi, Frank J.
-
2004
Persistent link: https://www.econbiz.de/10001788054
Saved in:
5
Equity derivatives I : features and valuation
Collins, Bruce M.
;
Fabozzi, Frank J.
- In:
The theory and practice of investment management
,
(pp. 373-407)
.
2002
Persistent link: https://www.econbiz.de/10001730031
Saved in:
6
Valuation of bonds with embedded options
Fabozzi, Frank J.
;
Mann, Steven V.
- In:
The theory and practice of investment management
,
(pp. 549-581)
.
2002
Persistent link: https://www.econbiz.de/10001730107
Saved in:
7
A review of no arbitrage interest rate models
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Sochacki, James
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 39-72)
.
2002
Persistent link: https://www.econbiz.de/10001734140
Saved in:
8
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.
;
Kalotay, Andrew
;
Dorigan, Michael
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 357-378)
.
2002
Persistent link: https://www.econbiz.de/10001734184
Saved in:
9
Using the lattice model to value forward start swaps and swaptions
Buetow, Gerald W.
;
Fabozzi, Frank J.
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 379-420)
.
2002
Persistent link: https://www.econbiz.de/10001734185
Saved in:
10
An option-theoretic prepayment model for mortgages and mortgage-backed securities
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
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