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~person:"Fabozzi, Frank J."
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Option Prices with Stochastic...
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Option pricing theory
67
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Fabozzi, Frank J.
Madan, Dilip B.
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Cui, Zhenyu
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73
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
61
Takahashi, Akihiko
59
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53
Elliott, Robert J.
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47
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33
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33
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33
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32
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32
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32
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32
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31
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31
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30
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International journal of theoretical and applied finance
5
Valuation, financial modeling, and quantitative tools
5
The journal of fixed income
4
Computational economics
3
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The Frank J. Fabozzi series
3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Temi di discussione / Banca d'Italia
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The handbook of mortgage-backed securities
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The journal of alternative investments : JAI
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ECONIS (ZBW)
67
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Black-Scholes option pricing model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
Saved in:
2
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:
3
Interest rate options and related products
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763595
Saved in:
4
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
-
2008
Persistent link: https://www.econbiz.de/10003765587
Saved in:
5
Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
Saved in:
6
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
7
Mathematics of finance
Peterson Drake, Pamela
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765807
Saved in:
8
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
Saved in:
9
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
10
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
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