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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Optionsgeschäft"
~subject:"Portfolio selection"
~subject:"Volatility"
~subject:"Volatilität"
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Optionsgeschäft
Portfolio selection
Volatility
Volatilität
Option pricing theory
319
Optionspreistheorie
319
CAPM
228
Theorie
176
Theory
176
Stochastic process
148
Stochastischer Prozess
148
Capital income
119
Kapitaleinkommen
119
Estimation
109
Schätzung
108
Börsenkurs
94
Share price
94
Portfolio-Management
93
Option trading
84
Derivat
79
Derivative
79
Preismanagement
64
Pricing strategy
64
Hedonic price index
52
Hedonischer Preisindex
52
Risiko
52
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52
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48
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48
Hedging
45
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42
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42
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37
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35
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5
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5
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English
301
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Bayer, Christian
5
Gatheral, Jim
4
Grobys, Klaus
4
Radoičić, Radoš
4
Dempsey, Michael
3
Fabozzi, Frank J.
3
Felpel, Mike
3
He, Xin-Jiang
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Muzzioli, Silvia
3
Pirjol, Dan
3
Romagnoli, Silvia
3
Schoutens, Wim
3
Tempone, Raúl
3
Wang, Xingchun
3
Wong, Hoi Ying
3
Zaremba, Adam
3
Zhu, Song-Ping
3
Ziveyi, Jonathan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ballotta, Laura
2
Bessler, Wolfgang
2
Chan, Tat Lung
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
De Marco, Stefano
2
Ding, Rui
2
Drapeau, Samuel
2
Dunis, Christian
2
Elyasiani, Elyas
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gehricke, Sebastian A.
2
Glau, Kathrin
2
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Applied economics
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
283
Journal of banking & finance
201
Finance research letters
172
The journal of futures markets
152
Mathematical finance : an international journal of mathematics, statistics and financial theory
147
Journal of financial economics
139
NBER working paper series
130
Applied mathematical finance
127
Finance and stochastics
120
Working paper / National Bureau of Economic Research, Inc.
118
The journal of computational finance
117
Journal of economic dynamics & control
112
Research paper series / Swiss Finance Institute
98
The North American journal of economics and finance : a journal of financial economics studies
98
Review of derivatives research
97
European journal of operational research : EJOR
96
International review of economics & finance : IREF
93
Journal of empirical finance
92
The journal of derivatives : the official publication of the International Association of Financial Engineers
91
NBER Working Paper
90
International journal of financial engineering
82
Management science : journal of the Institute for Operations Research and the Management Sciences
81
International review of financial analysis
80
Journal of econometrics
76
The review of financial studies
76
Economic modelling
74
Insurance / Mathematics & economics
70
Computational economics
69
Journal of mathematical finance
68
Risks : open access journal
65
The journal of finance : the journal of the American Finance Association
65
Annals of finance
64
Swiss Finance Institute Research Paper
62
Review of quantitative finance and accounting
58
Journal of risk and financial management : JRFM
55
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
55
Energy economics
54
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ECONIS (ZBW)
301
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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
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
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:
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
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
6
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:
7
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
Saved in:
8
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:
9
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:
10
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
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