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~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Börsenkurs"
~subject:"Volatility"
~subject:"Volatilität"
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Börsenkurs
Volatility
Volatilität
Option pricing theory
231
Optionspreistheorie
231
CAPM
128
Stochastic process
124
Stochastischer Prozess
124
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93
Theory
93
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Gatheral, Jim
4
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Horvath, Blanka Nora
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Kim, Jeong-Hoon
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McWalter, Thomas A.
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2
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2
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2
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2
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2
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2
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2
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2
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2
AbaOud, Mohammed A.
1
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1
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Applied economics
Quantitative finance
The European journal of finance
Finance research letters
129
Journal of banking & finance
98
Journal of financial economics
89
The North American journal of economics and finance : a journal of financial economics studies
76
International journal of theoretical and applied finance
67
International review of economics & finance : IREF
67
International review of financial analysis
62
Pacific-Basin finance journal
60
Management science : journal of the Institute for Operations Research and the Management Sciences
52
International journal of financial engineering
49
Journal of economic dynamics & control
47
Journal of empirical finance
47
Journal of econometrics
46
Energy economics
45
Review of quantitative finance and accounting
42
Discussion paper / Centre for Economic Policy Research
41
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40
Journal of financial markets
38
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37
European journal of operational research : EJOR
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The journal of futures markets
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Economics letters
34
Working paper / National Bureau of Economic Research, Inc.
33
Research in international business and finance
31
Discussion papers / CEPR
30
Economic modelling
30
Journal of international financial markets, institutions & money
29
Research paper series / Swiss Finance Institute
28
Finance and stochastics
26
Emerging markets, finance and trade : EMFT
25
Journal of mathematical finance
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
The journal of corporate finance : contracting, governance and organization
23
Applied mathematical finance
22
Applied economics letters
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SpringerLink / Bücher
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ECONIS (ZBW)
200
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1
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
2
Hedging quantitative easing
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
;
Burg, …
- In:
The European journal of finance
30
(
2024
)
3
,
pp. 323-338
Persistent link: https://www.econbiz.de/10014547880
Saved in:
3
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
4
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
5
Option
pricing
in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
6
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
7
Salience in beta anomaly
Li, Xiaofang
;
Li, Daye
;
Yi, Kefu
;
Men, Ming
- In:
Applied economics
55
(
2023
)
55
,
pp. 6479-6503
Persistent link: https://www.econbiz.de/10014382184
Saved in:
8
The
pricing
of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
9
Effects of market liquidity on price dynamics in a heterogeneous belief model
Zhou, Yongguang
;
Wang, Yiming
;
Gao, Zhennan
- In:
Applied economics
55
(
2023
)
17
,
pp. 1972-1989
Persistent link: https://www.econbiz.de/10013555091
Saved in:
10
Option
pricing
under stochastic volatility models with latent volatility
Bégin, Jean-François
;
Godin, Frédéric
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1079-1097
Persistent link: https://www.econbiz.de/10014321665
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