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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of computational finance"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Volatilität
Derivat
51
Derivative
51
Option pricing theory
35
Optionspreistheorie
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Stochastic process
17
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17
Finance
13
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Cao, Yi
2
Liu, Xiaoquan
2
Benk, Janos
1
Chataigner, Marc
1
Crépey, Stéphane
1
Cui, Zhenyu
1
Dilloo, Mehzabeen Jumanah
1
Escobar, Marcos
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Ewald, Christian
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Iori, Giulia
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Kirkby, J. Lars
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Ma, Chenghu
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Panz, Sven
1
Pflüger, Dirk
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Pu, Jiang
1
Qi, Shuyuan
1
Recchioni, Maria Cristina
1
Seeger, Norman
1
Shen, Liya
1
Tangman, Désiré Yannick
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Tedeschi, Gabriele
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Wei, Pengyu
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Yang, Charles
1
Zagst, Rudi
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European journal of operational research : EJOR
The journal of computational finance
Energy economics
20
Finance research letters
20
International review of financial analysis
17
International review of economics & finance : IREF
15
Journal of banking & finance
14
Quantitative finance
13
International journal of financial engineering
11
International journal of theoretical and applied finance
11
The journal of futures markets
11
Research in international business and finance
10
Review of derivatives research
10
Applied economics
9
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
The European journal of finance
7
Applied economics letters
6
The journal of derivatives : JOD
6
Economic modelling
5
Applied mathematical finance
4
Finance and stochastics
4
International journal of bonds and derivatives
4
International journal of forecasting
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Investment management and financial innovations
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Journal of economic dynamics & control
4
Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics and financial economics
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Global finance journal
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Journal of financial economics
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ECONIS (ZBW)
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1
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
2
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
3
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
Saved in:
4
The effects of transaction costs and illiquidity on the prices of volatility derivatives
Dilloo, Mehzabeen Jumanah
;
Tangman, Désiré Yannick
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10012672309
Saved in:
5
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
6
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
7
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
8
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
9
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
10
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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