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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Search: subject:"Volatilität"
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Volatility
92
Volatilität
92
Stochastic process
58
Stochastischer Prozess
58
Option pricing theory
55
Optionspreistheorie
55
Theorie
21
Theory
21
stochastic volatility
17
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13
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option pricing
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Benth, Fred Espen
3
Radoičić, Radoš
3
Antonelli, Fabio
2
Fabozzi, Frank J.
2
Gatheral, Jim
2
McWalter, Thomas A.
2
Merino, Raúl
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
Barbachan, José Santiago Fajardo
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Barra, István
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Basnarkov, Lasko
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1
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1
Caramellino, Lucia
1
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1
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1
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International journal of theoretical and applied finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
538
Energy economics
476
International review of financial analysis
305
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
273
Applied economics
239
Economic modelling
218
Research in international business and finance
200
Quantitative finance
171
Journal of econometrics
163
Journal of banking & finance
149
Economics letters
137
Applied economics letters
128
Journal of empirical finance
125
Journal of international financial markets, institutions & money
125
Pacific-Basin finance journal
120
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
110
Journal of international money and finance
106
The journal of futures markets
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
International journal of forecasting
98
Journal of financial economics
93
Computational economics
91
Emerging markets, finance and trade : EMFT
90
International journal of finance & economics : IJFE
79
Journal of economic dynamics & control
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
The European journal of finance
68
Journal of financial econometrics
61
Journal of forecasting
61
International journal of financial engineering
58
Journal of financial markets
58
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Global finance journal
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
European journal of operational research : EJOR
48
Journal of mathematical finance
47
Review of quantitative finance and accounting
47
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ECONIS (ZBW)
92
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1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
3
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
4
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
5
Decomposition formula for rough Volterra stochastic volatility models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
6
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
7
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
Saved in:
8
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
9
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
10
A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model
Grishchenko, Olesya
;
Han, Xiao
;
Nistor, Victor
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012271002
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