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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Capital income"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject:"PRICING"
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Capital income
Volatilität
Option pricing theory
319
Optionspreistheorie
319
CAPM
228
Theorie
176
Theory
176
Volatility
174
Stochastic process
148
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148
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94
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Zaremba, Adam
5
Gatheral, Jim
4
Grobys, Klaus
4
Radoičić, Radoš
4
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Rubio, Gonzalo
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Atilgan, Yigit
2
Bayer, Christian
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
De Marco, Stefano
2
Demirtas, K. Ozgur
2
Dempsey, Michael
2
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2
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2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gehricke, Sebastian A.
2
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2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Gunaydin, A. Doruk
2
Guyon, Julien
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Li, Yuming
2
Liu, Xiaoquan
2
Martini, Claude
2
McGee, Richard J.
2
Muguruza, Aitor
2
Muzzioli, Silvia
2
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Applied economics
Discussion paper / Tinbergen Institute
Quantitative finance
The European journal of finance
Journal of banking & finance
202
Journal of financial economics
196
International journal of theoretical and applied finance
184
Finance research letters
168
Journal of empirical finance
118
The journal of futures markets
97
International review of financial analysis
94
International review of economics & finance : IREF
87
The journal of finance : the journal of the American Finance Association
87
Applied mathematical finance
85
The North American journal of economics and finance : a journal of financial economics studies
85
Management science : journal of the Institute for Operations Research and the Management Sciences
83
Journal of econometrics
79
Pacific-Basin finance journal
77
Journal of economic dynamics & control
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The review of financial studies
67
The journal of computational finance
66
Review of quantitative finance and accounting
62
Review of derivatives research
58
International journal of financial engineering
56
Journal of international financial markets, institutions & money
55
Journal of financial and quantitative analysis : JFQA
54
Applied financial economics
53
Journal of risk and financial management : JRFM
53
Economic modelling
52
European journal of operational research : EJOR
52
Energy economics
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Finance and stochastics
49
Journal of financial markets
47
Economics letters
46
Journal of mathematical finance
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Computational economics
42
Annals of finance
41
Applied economics letters
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ECONIS (ZBW)
273
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1
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273
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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
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
3
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
4
Investor sentiment and skewness risk premium
Yaakoubi, Soumaya
- In:
Applied economics
56
(
2024
)
35
,
pp. 4194-4208
Persistent link: https://www.econbiz.de/10014559279
Saved in:
5
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:
6
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:
7
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
8
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
Saved in:
9
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:
10
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
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