Frank J. Fabozzi

1. Enhancing Binomial and Trinomial Equity Option Pricing Models
   2017/12/10 by Yong Shin Kim, Kim, Yong Shin, Stoyan V. Stoyanov +5 · 2 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications
2. Option Pricing with Greed and Fear Factor: The Rational Finance Approach
   2017/09/24 by Svetlozar T. Rachev, Rachev, Svetlozar, Frank J. Fabozzi +4 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #General Finance (q-fin.GN) #Stochastic processes and financial applications
3. Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
   2024/12/19 by Deep, Akash, Abootaleb Shirvani, Shirvani, Abootaleb +6 · 2 citations
   Decision Sciences · #Computational Finance (q-fin.CP) #FOS: Economics and business #Forecasting Techniques and Applications #Risk Management (q-fin.RM) #Stock Market Forecasting Methods
4. Portfolio Optimization under Heavy Tails and Asymmetric Volatility: Evidence from Taiwan-Exposed ETFs
   2026/07/17 by Ting-Jung Lee, Abootaleb Shirvani, Farzana Afroz +2 · 1 voice
   #q-fin.PM