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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of mathematical finance"
~subject:"Volatility"
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Search: subject:"Optionspreistheorie"
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Volatility
Option pricing theory
146
Optionspreistheorie
146
Stochastic process
56
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56
Volatilität
47
Derivat
35
Derivative
35
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34
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Ezepue, Patrick Oseloka
3
Urama, Thomas Chinwe
3
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2
Kanniainen, Juho
2
Pairote Sattayatham
2
Abergel, Frédéric
1
Abramov, Anatoly Markovich
1
Ackora-Prah, Joseph
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Alim, Md. Abdul
1
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1
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1
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1
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1
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1
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1
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1
Drakos, Stefanos
1
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1
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1
Fatone, Lorella
1
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1
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Applied financial economics
Journal of mathematical finance
International journal of theoretical and applied finance
156
Quantitative finance
100
Journal of banking & finance
74
Applied mathematical finance
72
The journal of futures markets
71
The journal of computational finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
43
European journal of operational research : EJOR
40
Finance and stochastics
40
Journal of econometrics
39
The North American journal of economics and finance : a journal of financial economics studies
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Computational economics
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Journal of economic dynamics & control
35
Risks : open access journal
28
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Journal of financial economics
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Review of quantitative finance and accounting
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Annals of finance
24
International review of economics & finance : IREF
22
The European journal of finance
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Applied economics
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of empirical finance
18
Journal of risk and financial management : JRFM
18
Asia-Pacific financial markets
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Economic modelling
16
International review of financial analysis
16
Journal of financial and quantitative analysis : JFQA
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Asia-Pacific journal of financial studies
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Mathematics and financial economics
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The journal of finance : the journal of the American Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
Saved in:
2
The pricing of dual-expiry exotics with mean reversion and jumps
Tong, Kevin Z.
;
Hou, Dongping
;
Guan, Jianhua
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10012116663
Saved in:
3
Systematic stock market characterisation and development : perspectives from random matrix theory, option pricing, genetics, and global economics
Ezepue, Patrick Oseloka
;
Urama, Thomas Chinwe
;
Omar, …
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 105-151
Persistent link: https://www.econbiz.de/10012116709
Saved in:
4
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10012210157
Saved in:
5
Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun
;
Chen, Xinfu
;
Zeng, Xudong
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
Saved in:
6
A valuation model for callable eurobonds
Hooper, Vincent J.
;
Pointon, John
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 394-401
Persistent link: https://www.econbiz.de/10012210334
Saved in:
7
Embedding stochastic correlation into the pricing of FX quanto options under stochastic volatility models
Pellegrino, Tommaso
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 455-493
Persistent link: https://www.econbiz.de/10012210363
Saved in:
8
Fast fourier transform based computation of American options under economic recession induced volatility uncertainty
Bankole, Philip Ajibola
;
Ugbebor, Olabisi O.
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 494-521
Persistent link: https://www.econbiz.de/10012210366
Saved in:
9
Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.
;
Osu, Bright O.
;
Ihedioha, Silas A.
; …
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
Saved in:
10
Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market
Urama, Thomas Chinwe
;
Ezepue, Patrick Oseloka
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 640-667
Persistent link: https://www.econbiz.de/10012016532
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