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~isPartOf:"Applied mathematical finance"
~language:"eng"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Börsenkurs
Estimation
Volatilität
Option pricing theory
240
Optionspreistheorie
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Theorie
227
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119
Stochastischer Prozess
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Volatility
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Avellaneda, Marco
5
Sircar, Kaushik Ronnie
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2
Muni, Adviti
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1
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Applied mathematical finance
Working paper / National Bureau of Economic Research, Inc.
3,362
Discussion paper series / IZA
3,042
Applied economics
2,223
Discussion paper / Centre for Economic Policy Research
1,759
CESifo working papers
1,600
Applied economics letters
1,575
Finance research letters
1,370
Economic modelling
1,167
Journal of banking & finance
1,134
Economics letters
1,043
Working paper
1,040
International review of financial analysis
1,039
Energy economics
1,037
International review of economics & finance : IREF
986
Applied financial economics
836
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
813
Discussion paper
758
Journal of financial economics
754
The journal of finance : the journal of the American Finance Association
737
Journal of international money and finance
703
Journal of econometrics
702
The North American journal of economics and finance : a journal of financial economics studies
678
Pacific-Basin finance journal
638
Discussion paper / Tinbergen Institute
607
The journal of futures markets
606
Journal of empirical finance
583
Research in international business and finance
580
Journal of international financial markets, institutions & money
578
Discussion papers / CEPR
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ZEW discussion papers
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The review of financial studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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IMF working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of economics and financial issues : IJEFI
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Journal of financial and quantitative analysis : JFQA
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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International journal of economics and finance
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Review of quantitative finance and accounting
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ECONIS (ZBW)
143
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1
On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
Saved in:
2
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
Accelerated share repurchases under stochastic volatility
Krishnan, Nikhil
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 331-365
Persistent link: https://www.econbiz.de/10014323481
Saved in:
4
Electricity intraday price modelling with marked Hawkes processes
Deschatre, Thomas
;
Gruet, Pierre
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 227-260
Persistent link: https://www.econbiz.de/10014291942
Saved in:
5
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
6
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
7
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
8
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
9
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
10
The role of binance in bitcoin volatility transmission
Alexander, Carol
;
Heck, Daniel F.
;
Kaeck, Andreas
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10013554065
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