Frank J. Fabozzi

Identifiers

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Papers (6)

1. Another Look at the Ho-Lee Bond Option Pricing Model q-fin.MF · 2017 · author #4
2. Enhancing Binomial and Trinomial Equity Option Pricing Models q-fin.MF · 2017 · author #4
3. Option pricing for Informed Traders q-fin.MF · 2017 · author #4
4. Behavioral Finance Option Pricing Formulas Consistent with Rational Dynamic Asset Pricing q-fin.PR · 2017 · author #3
5. Pricing derivatives in Hermite markets q-fin.MF · 2017 · author #4
6. Pricing Derivatives in Hermite Markets q-fin.MF · 2016 · author #3

Mentions

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Frequent Coauthors

• Stoyan Stoyanov 3 shared papers
• Svetlozar Rachev 3 shared papers
• Svetlozar T. Rachev 3 shared papers
• Stefan Mittnik 2 shared papers
• Stoyan V. Stoyanov 2 shared papers
• Yong Shin Kim 2 shared papers
• Young Shin Kim 1 shared papers