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~accessRights:"restricted"
~isPartOf:"Advanced series on statistical science & applied probability"
~isPartOf:"Annals of operations research"
~isPartOf:"Journal of banking & finance"
~subject:"Option trading"
~subject:"Stochastic volatility"
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Option trading
Stochastic volatility
Stochastic process
35
Stochastischer Prozess
35
Volatility
22
Volatilität
22
Option pricing theory
18
Optionspreistheorie
18
Theorie
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Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Branger, Nicole
1
Escobar, Marcos
1
Fengler, Matthias
1
Ferrando, Sebastian
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Hain, Martin
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Hansis, Alexandra
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Horny, Guillaume
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Hull, John
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Kaeck, Andreas
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Leippold, Markus
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Moura, Guilherme Valle
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Paschke, Raphael
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Pompa, Gabriele
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Renò, Roberto
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Rodrigues, Paulo Jorge Maurício
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Rubtsov, Alexey
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Santos, André A. P.
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Tavin, Bertrand
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Uhrig-Homburg, Marliese
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Advanced series on statistical science & applied probability
Annals of operations research
Journal of banking & finance
Quantitative finance
46
Journal of econometrics
29
Journal of economic dynamics & control
21
Finance research letters
19
Computational economics
18
International journal of theoretical and applied finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Finance and stochastics
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The journal of computational finance
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Annals of finance
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European journal of operational research : EJOR
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Insurance / Mathematics & economics
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Energy economics
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Economics letters
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International journal of financial engineering
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International journal of forecasting
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The journal of futures markets
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Applied mathematical finance
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International review of economics & finance : IREF
7
Review of derivatives research
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of financial economics
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Journal of mathematical finance
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Asia-Pacific financial markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of financial analysis
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the Operational Research Society
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
2
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Saved in:
3
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
4
Smiling twice : the Heston++ model
Pacati, Claudio
;
Pompa, Gabriele
;
Renò, Roberto
- In:
Journal of banking & finance
96
(
2018
),
pp. 185-206
Persistent link: https://www.econbiz.de/10011967200
Saved in:
5
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
6
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
7
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
8
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
9
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
10
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
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