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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of computational finance"
~subject:"USA"
~subject:"Volatility"
~subject:"Volatilität"
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USA
Volatility
Volatilität
Option pricing theory
567
Optionspreistheorie
567
Theorie
254
Theory
254
CAPM
235
Stochastic process
234
Stochastischer Prozess
234
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141
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141
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119
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79
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52
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43
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288
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Guyon, Julien
4
Kienitz, Jörg
4
McWalter, Thomas A.
4
De Marco, Stefano
3
Dunis, Christian
3
Felpel, Mike
3
Gatheral, Jim
3
Gulisashvili, Archil
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kim, Jeong-Hoon
3
Le Floc'h, Fabien
3
Li, Yuming
3
Martini, Claude
3
Radoičić, Radoš
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Andersen, Leif B. G.
2
Bayer, Christian
2
Brotherton-Ratcliffe, Rupert
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
Coleman, Thomas F.
2
Dempsey, Michael
2
Ehrhardt, Matthias
2
Escobar, Marcos
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gehricke, Sebastian A.
2
Grzelak, Lech A.
2
Gudkov, Nikolay
2
Guerra, João
2
Guerreiro, Henrique
2
Günther, Michael
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Jabłecki, Juliusz
2
Kirkby, J. Lars
2
Li, Yuying
2
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Applied economics
Quantitative finance
The European journal of finance
The journal of computational finance
Working paper / National Bureau of Economic Research, Inc.
370
International journal of theoretical and applied finance
182
The journal of finance : the journal of the American Finance Association
173
The review of financial studies
171
Journal of banking & finance
153
The journal of futures markets
149
Journal of financial economics
125
NBER working paper series
120
Discussion paper / Centre for Economic Policy Research
92
Applied mathematical finance
85
Journal of financial and quantitative analysis : JFQA
84
Finance research letters
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
The journal of derivatives : the official publication of the International Association of Financial Engineers
69
NBER Working Paper
68
Journal of econometrics
67
European journal of operational research : EJOR
66
International review of economics & finance : IREF
65
Energy economics
64
Journal of empirical finance
64
Review of derivatives research
63
The North American journal of economics and finance : a journal of financial economics studies
62
The electricity journal
62
Journal of economic dynamics & control
59
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Research paper series / Swiss Finance Institute
54
The review of economics and statistics
54
The American economic review
52
International review of financial analysis
51
Finance and stochastics
50
International journal of financial engineering
50
Review of quantitative finance and accounting
50
Working paper
47
Journal of political economy
46
Economic modelling
45
American journal of agricultural economics
41
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ECONIS (ZBW)
288
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1
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288
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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
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:
4
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
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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