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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~subject:"Option pricing"
~subject:"Volatilität"
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Option pricing
Volatilität
Option pricing theory
238
Optionspreistheorie
238
CAPM
145
Volatility
141
Stochastic process
121
Stochastischer Prozess
121
Theorie
117
Theory
117
Estimation
83
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Capital income
80
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Option trading
66
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Portfolio selection
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Share price
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Preismanagement
62
Pricing strategy
62
Derivat
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Derivative
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Hedonic price index
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Risiko
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Applied economics
Quantitative finance
International journal of theoretical and applied finance
179
Journal of banking & finance
115
The journal of futures markets
91
Applied mathematical finance
85
Finance research letters
84
Journal of financial economics
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of econometrics
67
Review of derivatives research
66
The journal of computational finance
66
The North American journal of economics and finance : a journal of financial economics studies
61
Computational economics
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European journal of operational research : EJOR
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International journal of financial engineering
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International review of economics & finance : IREF
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International review of financial analysis
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NBER Working Paper
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Physica A: Statistical Mechanics and its Applications
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Annals of finance
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The European journal of finance
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Insurance / Mathematics & economics
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Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Risks : open access journal
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ECONIS (ZBW)
153
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21
Pricing
commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
22
W-shaped implied volatility curves and the Gaussian mixture model
Glasserman, Paul
;
Pirjol, Dan
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 557-577
Persistent link: https://www.econbiz.de/10014304265
Saved in:
23
Deep weighted Monte Carlo : a hybrid option
pricing
framework using neural networks
Kunsági-Máté, Sándor
;
Fáth, Gábor
;
Csabai, István
; …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 615-629
Persistent link: https://www.econbiz.de/10014304287
Saved in:
24
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
25
Pricing
electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
26
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
27
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
28
A dynamic equilibrium model for U-shaped
pricing
kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
Saved in:
29
Moment generating functions and normalized implied volatilities : unification and extension via Fukasawa's
pricing
formula
De Marco, Stefano
;
Martini, Claude
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 609-622
Persistent link: https://www.econbiz.de/10011906443
Saved in:
30
The SINC way : a fast and accurate approach to Fourier
pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
Saved in:
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