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type_genre:"Dissertation u.a. Prüfungsschriften"
~isPartOf:"Finance and stochastics"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Volatilität
Derivat
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20
Optionspreistheorie
20
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10
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Dissertation u.a. Prüfungsschriften
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Fouque, Jean-Pierre
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Nutz, Marcel
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Carr, Peter
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Cont, Rama
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1
Kallsen, Jan
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Finance and stochastics
The journal of futures markets
49
International journal of theoretical and applied finance
38
Energy economics
33
Journal of banking & finance
30
Applied mathematical finance
23
Finance research letters
23
International review of financial analysis
23
International review of economics & finance : IREF
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Research in international business and finance
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European journal of operational research : EJOR
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International journal of financial engineering
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Applied economics letters
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Journal of economic dynamics & control
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International journal of bonds and derivatives
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Journal of empirical finance
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Risks : open access journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
7
Journal of financial markets
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Review of quantitative finance and accounting
7
The journal of computational finance
7
Journal of financial economics
6
Journal of international financial markets, institutions & money
6
Review of Pacific Basin financial markets and policies
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The journal of derivatives : JOD
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific journal of financial studies
5
Cogent economics & finance
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International Journal of Energy Economics and Policy : IJEEP
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1
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
2
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
3
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
4
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
5
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
6
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
7
Maturity cycles in implied volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 451-477
Persistent link: https://www.econbiz.de/10002261414
Saved in:
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