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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~subject:"Option pricing"
~subject:"Volatilität"
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Option pricing
Volatilität
Option pricing theory
203
Optionspreistheorie
203
Volatility
126
Stochastic process
109
Stochastischer Prozess
109
CAPM
99
Theorie
75
Theory
75
Capital income
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55
Optionsgeschäft
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Bayer, Christian
4
Gatheral, Jim
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Radoičić, Radoš
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Felpel, Mike
3
Horvath, Blanka Nora
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3
McWalter, Thomas A.
3
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2
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2
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2
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2
De Marco, Stefano
2
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2
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2
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2
Gehricke, Sebastian A.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
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2
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2
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2
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Yamazaki, Akira
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2
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2
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2
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AbaOud, Mohammed A.
1
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Applied economics
Quantitative finance
Finance research letters
74
Journal of banking & finance
57
International journal of theoretical and applied finance
56
The North American journal of economics and finance : a journal of financial economics studies
54
International journal of financial engineering
49
Computational economics
47
International review of economics & finance : IREF
42
Journal of econometrics
42
Journal of financial economics
40
Physica A: Statistical Mechanics and its Applications
39
The journal of computational finance
39
European journal of operational research : EJOR
38
Energy economics
36
The journal of futures markets
33
Review of derivatives research
27
International review of financial analysis
26
Journal of economic dynamics & control
26
Applied mathematical finance
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Finance and stochastics
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Journal of mathematical finance
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Journal of empirical finance
22
Economic modelling
20
Annals of finance
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Discussion paper / Centre for Economic Policy Research
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18
The European journal of finance
18
Insurance / Mathematics & economics
17
Review of Derivatives Research
17
Pacific-Basin finance journal
16
Research paper series / Swiss Finance Institute
16
Working paper / National Bureau of Economic Research, Inc.
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Mathematics and financial economics
14
Review of quantitative finance and accounting
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Economics letters
13
Journal of financial econometrics
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Research in international business and finance
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ECONIS (ZBW)
137
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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
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:
3
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:
4
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:
5
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
Saved in:
6
Smooth ambiguity preferences and asset prices with a jump-diffusion process
Suzuki, Masataka
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 871-887
Persistent link: https://www.econbiz.de/10013367866
Saved in:
7
Physics-informed convolutional transformer for predicting volatility surface
Kim, Soohan
;
Yun, Seok-Bae
;
Bae, Hyeong-Ohk
;
Lee, Muhyun
; …
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10014551964
Saved in:
8
Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
Saved in:
9
The power of deterministic option-implied trees in
pricing
European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
10
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
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