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~isPartOf:"Computational economics"
~person:"Fabozzi, Frank J."
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Option pricing theory
3
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Theorie
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Fabozzi, Frank J.
Villani, Giovanni
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Semmler, Willi
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Computational economics
The Frank J. Fabozzi series
32
Valuation, financial modeling, and quantitative tools
22
The handbook of fixed income securities
17
Investment management and financial management
15
The theory and practice of investment management
15
International journal of theoretical and applied finance
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The journal of fixed income
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The journal of portfolio management : a publication of Institutional Investor
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Journal of banking & finance
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The journal of portfolio management : JPM
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Working paper series in economics
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European journal of operational research : EJOR
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Frank J. Fabozzi series
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Wiley finance
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Interest rate, term structure, and valuation modeling
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Economics letters
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Annals of operations research
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Applied financial economics
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Applied financial economics letters
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International review of financial analysis
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Always learning
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Analytical models for financial modeling and risk management
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Bank of Italy Temi di Discussione (Working Paper)
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Frank J. Fabozzi Series
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1
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
2
Robust solutions to the life-cycle consumption problem
Reus, Lorenzo
;
Fabozzi, Frank J.
- In:
Computational economics
57
(
2021
)
2
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012486926
Saved in:
3
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:
4
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:
5
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:
6
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
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