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~isPartOf:"Journal of economic dynamics & control"
~person:"Fabozzi, Frank J."
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Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
2
Portfolio-Management
2
Cherny-Shiryaev-Yor invariance principle
1
Credit default swap
1
Credit derivative
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Derivat
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Exponential Lévy processes
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Jarrow-Rudd binomial option pricing
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Swap
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Fabozzi, Frank J.
Kort, Peter M.
21
Hommes, Cars H.
20
Turnovsky, Stephen J.
16
Gallegati, Mauro
14
Arifovic, Jasmina
12
Brock, William A.
11
Chiarella, Carl
11
Judd, Kenneth L.
11
Westerhoff, Frank H.
11
Dawid, Herbert
10
Long, Ngo Van
10
Den Haan, Wouter J.
9
Feichtinger, Gustav
9
He, Xue-zhong
9
Anufriev, Mikhail
8
Dai, Min
8
Evans, George W.
8
Hughes Hallett, Andrew
8
Juillard, Michel
8
Jørgensen, Steffen
8
Kollmann, Robert
8
Tuinstra, Jan
8
Bhattacharya, Joydeep
7
Boucekkine, Raouf
7
Branch, William A.
7
Branger, Nicole
7
Dennis, Richard J.
7
Engwerda, Jacob Christiaan
7
Farmer, J. Doyne
7
Hanaki, Nobuyuki
7
Heijdra, Ben J.
7
Honkapohja, Seppo
7
Ireland, Peter N.
7
Li, Duan
7
Lillo, Fabrizio
7
Lioui, Abraham
7
Rustem, Berç
7
Withagen, Cees
7
Zemel, Amos
7
Zenios, Stauros Andrea
7
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Journal of economic dynamics & control
The Frank J. Fabozzi series
33
Valuation, financial modeling, and quantitative tools
21
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
12
The journal of portfolio management : a publication of Institutional Investor
12
The journal of fixed income
9
The journal of portfolio management : JPM
9
Working paper series in economics
9
Applied economics
8
European journal of operational research : EJOR
8
Journal of banking & finance
8
Financial markets and instruments
7
Frank J. Fabozzi series
7
Computational economics
6
Wiley finance
6
Frank J. Fabozzi Ser
5
Interest rate, term structure, and valuation modeling
5
The journal of fixed income : JFI
5
Economics letters
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of operations research
3
Applied financial economics
3
Applied financial economics letters
3
Finance research letters
3
International review of financial analysis
3
Review of quantitative finance and accounting
3
The journal of asset management
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Always learning
2
Analytical models for financial modeling and risk management
2
Bank of Italy Temi di Discussione (Working Paper)
2
Frank J. Fabozzi Series
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of international money and finance
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KIT Working Paper Series in Economics
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Operations research models in banking management
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ECONIS (ZBW)
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
3
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
Saved in:
4
Extracting market information from equity options with exponential Lévy processes
Fabozzi, Frank J.
;
Leccadito, Arturo
;
Tunaru, Radu S.
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 125-141
Persistent link: https://www.econbiz.de/10010387852
Saved in:
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