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~isPartOf:"Econometric reviews"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Search: subject_exact:"Volatility"
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Option pricing theory
Stochastic process
Volatility
354
Volatilität
352
Optionspreistheorie
140
Stochastischer Prozess
138
Theorie
122
Theory
122
Estimation
75
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McAleer, Michael
7
Asai, Manabu
5
Escobar, Marcos
4
Bayer, Christian
3
Chatterjee, Rupak
3
Felpel, Mike
3
Gatheral, Jim
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Rosenbaum, Mathieu
3
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2
Alexander, Carol
2
Alòs, Elisa
2
Chan, Joshua
2
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2
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2
De Marco, Stefano
2
Forde, Martin
2
Friz, Peter K.
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2
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2
Meyer, Renate
2
Muguruza, Aitor
2
Pirjol, Dan
2
Ritchken, Peter H.
2
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2
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Econometric reviews
Quantitative finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
178
Journal of econometrics
122
Journal of banking & finance
90
Applied mathematical finance
87
The journal of futures markets
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The journal of computational finance
70
Discussion paper / Tinbergen Institute
65
Finance and stochastics
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Finance research letters
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Computational economics
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Review of derivatives research
52
International journal of financial engineering
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European journal of operational research : EJOR
46
Journal of mathematical finance
45
Journal of empirical finance
43
The North American journal of economics and finance : a journal of financial economics studies
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Working paper
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Research paper series / Swiss Finance Institute
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Insurance / Mathematics & economics
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Risks : open access journal
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Annals of finance
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Energy economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Economics letters
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Applied economics
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Journal of financial economics
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CREATES research paper
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The European journal of finance
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Journal of risk and financial management : JRFM
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Economic modelling
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International review of economics & finance : IREF
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Review of quantitative finance and accounting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
NBER working paper series
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ECONIS (ZBW)
201
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1
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:
2
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
3
VIX pricing in the rBergomi model under a regime switching change of measure
Guerreiro, Henrique
;
Guerra, João
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 721-738
Persistent link: https://www.econbiz.de/10014304326
Saved in:
4
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:
5
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
6
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
7
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
8
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:
9
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
10
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
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