Frank J. Fabozzi

Identifiers

• name variant Frank J. Fabozzi 0.60 · backfill

Papers (7)

1. Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence q-fin.PR · 2026 · author #6
2. Another Look at the Ho-Lee Bond Option Pricing Model q-fin.MF · 2017 · author #4
3. Enhancing Binomial and Trinomial Equity Option Pricing Models q-fin.MF · 2017 · author #4
4. Option pricing for Informed Traders q-fin.MF · 2017 · author #4
5. Behavioral Finance Option Pricing Formulas Consistent with Rational Dynamic Asset Pricing q-fin.PR · 2017 · author #3
6. Pricing derivatives in Hermite markets q-fin.MF · 2017 · author #4
7. Pricing Derivatives in Hermite Markets q-fin.MF · 2016 · author #3

Mentions

• 2605.30562 #6 · arxiv_oai · confidence 0.70 Frank J. Fabozzi

Frequent Coauthors

• Svetlozar T. Rachev 4 shared papers
• Stoyan Stoyanov 3 shared papers
• Svetlozar Rachev 3 shared papers
• Stefan Mittnik 2 shared papers
• Stoyan V. Stoyanov 2 shared papers
• Yong Shin Kim 2 shared papers
• Abigail Anokyewaa Mensah 1 shared papers
• Ayush Jha 1 shared papers
• Hongwei Mei 1 shared papers
• Rui Wang 1 shared papers
• Young Shin Kim 1 shared papers