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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The European journal of finance"
~subject:"Volatility"
~subject:"Volatilität"
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Volatility
Volatilität
Option pricing theory
406
Optionspreistheorie
406
CAPM
325
Theorie
265
Theory
265
Stochastic process
179
Stochastischer Prozess
179
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155
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Filipović, Damir
6
Mele, Antonio
6
Obayashi, Yoshiki
6
Farkas, Walter
5
Gatheral, Jim
4
Horvath, Blanka Nora
4
Hugonnier, Julien
4
Leippold, Markus
4
Radoičić, Radoš
4
Felpel, Mike
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Necula, Ciprian
3
Pirjol, Dan
3
Scaillet, Olivier
3
Zhang, Jin E.
3
Ackerer, Damien
2
Aguilar, Jean-Philippe
2
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2
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2
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2
Chatterjee, Rupak
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
Dunis, Christian
2
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2
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2
Garces, Len Patrick Dominic M.
2
Gehricke, Sebastian A.
2
Gourier, Elise
2
Goyal, Amit
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
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Applied economics
Quantitative finance
Research paper series / Swiss Finance Institute
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
Journal of financial economics
71
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66
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65
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
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49
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49
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48
NBER working paper series
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Finance and stochastics
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Journal of empirical finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
42
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International review of financial analysis
38
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Swiss Finance Institute Research Paper
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The review of financial studies
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Risks : open access journal
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Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
25
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ECONIS (ZBW)
220
Showing
1
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10
of
220
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date (oldest first)
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
Political uncertainty and currency markets
Leippold, Markus
;
Matthys, Felix
;
Mueller, Philippe
; …
-
2024
Persistent link: https://www.econbiz.de/10014486798
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
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
Saved in:
8
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
9
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
10
The
pricing
of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
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