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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Hedonischer Preisindex"
~subject:"Volatility"
~subject:"Volatilität"
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Hedonischer Preisindex
Volatility
Volatilität
Option pricing theory
312
Optionspreistheorie
312
CAPM
226
Theorie
174
Theory
174
Stochastic process
144
Stochastischer Prozess
144
Capital income
117
Kapitaleinkommen
117
Estimation
108
Schätzung
107
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93
Portfolio-Management
93
Börsenkurs
89
Share price
89
Option trading
82
Optionsgeschäft
82
Derivat
77
Derivative
77
Preismanagement
64
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64
Hedonic price index
52
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52
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52
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48
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48
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44
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41
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41
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39
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39
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39
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39
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36
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35
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34
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219
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2
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2
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2
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English
221
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Caudill, Steven B.
3
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
Girma Tesfahun Kassie
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Liu, Xiaoquan
2
Martini, Claude
2
Mei, Yingdan
2
Mixon, Franklin G.
2
Muguruza, Aitor
2
Muzzioli, Silvia
2
Pirjol, Dan
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Stowe, C. Jill
2
Tudor, Sebastian F.
2
Wang, Tianyi
2
Yamazaki, Akira
2
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Applied economics
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
175
The journal of real estate finance and economics
118
Journal of banking & finance
113
Working paper / National Bureau of Economic Research, Inc.
107
NBER working paper series
105
NBER Working Paper
89
The journal of futures markets
84
Applied mathematical finance
83
Land economics : applied research on environmental resources
81
Finance research letters
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Regional science & urban economics
70
European journal of operational research : EJOR
67
Journal of econometrics
65
The journal of computational finance
65
Journal of urban economics
61
Energy economics
60
Discussion paper / Tinbergen Institute
55
Review of derivatives research
55
Journal of housing economics
54
The North American journal of economics and finance : a journal of financial economics studies
53
Research paper series / Swiss Finance Institute
50
International journal of financial engineering
49
Journal of economic dynamics & control
48
Finance and stochastics
47
International review of economics & finance : IREF
47
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
46
Economic modelling
46
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
45
Journal of empirical finance
44
The journal of real estate research
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Computational economics
41
Working paper
40
International review of financial analysis
39
Management science : journal of the Institute for Operations Research and the Management Sciences
38
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ECONIS (ZBW)
221
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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
Adoption of Covid-19 safety certification and
pricing
strategy in the hotel industry
Giannoni, Sauveur
;
Petit, Sylvain
;
Voltaire, Louinord
; …
- In:
Applied economics
56
(
2024
)
15
,
pp. 1723-1747
Persistent link: https://www.econbiz.de/10014473207
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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