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~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Volatility"
~subject:"Volatilität"
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Volatility
Volatilität
Option pricing theory
367
Optionspreistheorie
367
CAPM
324
Theorie
259
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259
Capital income
170
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Gatheral, Jim
4
Radoičić, Radoš
4
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Applied economics
International review of economics & finance : IREF
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
91
Applied mathematical finance
83
Finance research letters
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
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71
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55
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ECONIS (ZBW)
223
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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
Heterogeneous beliefs with preference interdependence and asset
pricing
Hu, Duni
;
Wang, Hailong
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014535320
Saved in:
4
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:
5
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:
6
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:
7
Size, value and volatility
Peterburgsky, Stanley
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 752-763
Persistent link: https://www.econbiz.de/10014492257
Saved in:
8
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
9
Is investing in green assets costlier? : green vs. non-green financial assets
Siddique, Md Abubakar
;
Nobanee, Haitham
;
Hasan, Md. Bokhtiar
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1460-1481
Persistent link: https://www.econbiz.de/10014535113
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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