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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject:"PRICING"
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Volatilität
Option pricing theory
312
Optionspreistheorie
312
CAPM
226
Theorie
174
Theory
174
Volatility
169
Stochastic process
144
Stochastischer Prozess
144
Capital income
117
Kapitaleinkommen
117
Estimation
108
Schätzung
107
Portfolio selection
93
Portfolio-Management
93
Börsenkurs
89
Share price
89
Option trading
82
Optionsgeschäft
82
Derivat
77
Derivative
77
Preismanagement
64
Pricing strategy
64
Hedonic price index
52
Hedonischer Preisindex
52
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52
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52
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48
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48
Hedging
44
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41
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39
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39
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Monte Carlo simulation
36
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167
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Non-commercial literature
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169
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Felpel, Mike
3
Gatheral, Jim
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
De Marco, Stefano
2
Dempsey, Michael
2
Dunis, Christian
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gehricke, Sebastian A.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Liu, Xiaoquan
2
Martini, Claude
2
Muguruza, Aitor
2
Muzzioli, Silvia
2
Pirjol, Dan
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Tudor, Sebastian F.
2
Wang, Tianyi
2
Yamazaki, Akira
2
Yang, Nian
2
Zhang, Jin E.
2
Zhu, Song-Ping
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
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Applied economics
Discussion paper / Tinbergen Institute
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
175
Journal of banking & finance
112
The journal of futures markets
84
Applied mathematical finance
83
Finance research letters
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of econometrics
65
The journal of computational finance
63
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of financial engineering
49
Journal of economic dynamics & control
48
Finance and stochastics
47
International review of economics & finance : IREF
46
European journal of operational research : EJOR
45
Energy economics
44
Journal of empirical finance
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Computational economics
38
International review of financial analysis
38
Journal of mathematical finance
37
Economic modelling
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Annals of finance
32
Review of quantitative finance and accounting
30
The journal of finance : the journal of the American Finance Association
29
The review of financial studies
29
Risks : open access journal
28
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Applied financial economics
23
Journal of financial and quantitative analysis : JFQA
22
Journal of financial markets
22
Asia-Pacific financial markets
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Economics letters
19
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ECONIS (ZBW)
169
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41
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
42
Explicit option valuation in the exponential NIG model
Aguilar, Jean-Philippe
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1281-1299
Persistent link: https://www.econbiz.de/10012608646
Saved in:
43
Informative option portfolios in filter design for option
pricing
models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
44
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
45
Fractional stochastic volatility correction to CEV implied volatility
Kim, Hyun-Gyoon
;
Kwon, Se-Jin
;
Kim, Jeong-Hoon
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
Saved in:
46
Bitcoin option
pricing
with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
47
Panel data analysis of multi-factor capital asset
pricing
models
Makwasha, Tariro
;
Wright, Jill
;
Silvapulle, Paramsothy
- In:
Applied economics
51
(
2019
)
60
,
pp. 6459-6475
Persistent link: https://www.econbiz.de/10012197351
Saved in:
48
Short-time near-the-money skew in rough fractional volatility models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
Saved in:
49
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
50
Stochastic portfolio theory and the low beta anomaly
Agapova, Anna
;
Ferguson, Robert
;
Leistikow, Dean
- In:
The European journal of finance
25
(
2019
)
5
,
pp. 415-434
Persistent link: https://www.econbiz.de/10012206986
Saved in:
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