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~isPartOf:"Annals of finance"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of mathematical finance"
~subject:"Volatility"
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Search: subject:"Optionspreistheorie"
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Volatility
Option pricing theory
196
Optionspreistheorie
196
Stochastic process
82
Stochastischer Prozess
82
Volatilität
71
Derivat
47
Derivative
47
Option trading
46
Optionsgeschäft
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Ezepue, Patrick Oseloka
3
Urama, Thomas Chinwe
3
Viens, Frederi G.
3
Jagannathan, Raj
2
Kanniainen, Juho
2
Pairote Sattayatham
2
SenGupta, Indranil
2
Abergel, Frédéric
1
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1
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1
Alim, Md. Abdul
1
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1
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1
Bian, Baojun
1
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1
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1
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Annals of finance
Applied financial economics
Journal of mathematical finance
International journal of theoretical and applied finance
156
Quantitative finance
104
The journal of futures markets
78
Journal of banking & finance
74
Applied mathematical finance
72
The journal of computational finance
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
43
European journal of operational research : EJOR
40
Finance and stochastics
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Journal of econometrics
39
The North American journal of economics and finance : a journal of financial economics studies
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Computational economics
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36
Journal of economic dynamics & control
35
Risks : open access journal
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Journal of financial economics
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Review of quantitative finance and accounting
26
International review of economics & finance : IREF
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The European journal of finance
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Economic modelling
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Asia-Pacific financial markets
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International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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The journal of finance : the journal of the American Finance Association
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Asia-Pacific journal of financial studies
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Mathematics and financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
71
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1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
3
Options on bonds : implied volatilities from affine short-rate dynamics
Lorig, Matthew
;
Suaysom, Natchanon
- In:
Annals of finance
18
(
2022
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10013278980
Saved in:
4
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
Bufalo, Michele
;
Di Bari, Antonio
;
Villani, Giovanni
- In:
Annals of finance
18
(
2022
)
2
,
pp. 247-266
Persistent link: https://www.econbiz.de/10013278984
Saved in:
5
Fractional Barndorff-Nielsen and Shephard model : applications in variance and volatility swaps, and hedging
Salmon, Nicholas
;
SenGupta, Indranil
- In:
Annals of finance
17
(
2021
)
4
,
pp. 529-558
Persistent link: https://www.econbiz.de/10012664151
Saved in:
6
Bank default indicators with volatility clustering
Kenç, Turalay
;
Cevik, Emrah Ismail
;
Dibooglu, Sel
- In:
Annals of finance
17
(
2021
)
1
,
pp. 127-151
Persistent link: https://www.econbiz.de/10012489940
Saved in:
7
A volatility smile-based uncertainty index
Vicente, José Valentim Machado
;
Marins, Jaqueline …
- In:
Annals of finance
17
(
2021
)
2
,
pp. 231-246
Persistent link: https://www.econbiz.de/10012585519
Saved in:
8
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Annals of finance
16
(
2020
)
3
,
pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
Saved in:
9
Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
Saved in:
10
Dynamic portfolio strategies under a fully correlated jump-diffusion process
Escobar, Marcos
;
Moreno-Franco, Harold A.
- In:
Annals of finance
15
(
2019
)
3
,
pp. 421-453
Persistent link: https://www.econbiz.de/10012240153
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