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~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Volatilität"
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Volatilität
Option pricing theory
370
Optionspreistheorie
370
CAPM
356
Theorie
231
Theory
231
Volatility
218
Stochastic process
164
Stochastischer Prozess
164
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141
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218
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Gatheral, Jim
4
Radoičić, Radoš
4
Xu, Yaofei
4
Felpel, Mike
3
Hainaut, Donatien
3
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3
Jacquier, Antoine
3
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3
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3
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3
Shi, Yukun
3
Yan, Cheng
3
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2
Alòs, Elisa
2
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2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
De Marco, Stefano
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Muguruza, Aitor
2
Poshakwale, Sunil S.
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Siu, Tak Kuen
2
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2
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Economic modelling
International review of financial analysis
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
175
Journal of banking & finance
112
The journal of futures markets
91
Applied mathematical finance
83
Finance research letters
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
The journal of computational finance
66
Journal of econometrics
65
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of financial engineering
49
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49
Working paper / National Bureau of Economic Research, Inc.
49
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48
NBER working paper series
48
European journal of operational research : EJOR
47
Finance and stochastics
47
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46
Energy economics
45
Journal of empirical finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Computational economics
40
NBER Working Paper
39
Journal of mathematical finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Annals of finance
33
Applied economics
31
Review of quantitative finance and accounting
30
Swiss Finance Institute Research Paper
30
The journal of finance : the journal of the American Finance Association
30
The review of financial studies
29
Risks : open access journal
28
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
218
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91
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
92
Liquidity costs, idiosyncratic volatility and expected stock returns
Bradrania, M. Reza
;
Peat, Maurice
;
Satchell, Stephen
- In:
International review of financial analysis
42
(
2015
),
pp. 394-406
Persistent link: https://www.econbiz.de/10011573539
Saved in:
93
A reduced PDE method for European option
pricing
under multi-scale, multi-factor stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Kim, Jeong-Hoon
;
Park, Hyejin
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012194627
Saved in:
94
American option
pricing
under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
95
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
96
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
97
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 933-949
Persistent link: https://www.econbiz.de/10011910932
Saved in:
98
Option
pricing
based on hybrid GARCH-type models with improved ensemble empirical mode decomposition
Hua, Qiuling
;
Jiang, Tingfeng
;
Cheng, Zhang
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1501-1515
Persistent link: https://www.econbiz.de/10011913179
Saved in:
99
COS method for option
pricing
under a regime-switching model with time-changed Lévy processes
Tour, G.
;
Thakoor, N.
;
Khaliq, Abdul Q. M.
;
Tangman, D. Y.
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 673-692
Persistent link: https://www.econbiz.de/10011906458
Saved in:
100
Mass at zero in the uncorrelated SABR model and implied volatility asymptotics
Gulisashvili, Archil
;
Horvath, Blanka Nora
;
Jacquier, …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1753-1765
Persistent link: https://www.econbiz.de/10012261909
Saved in:
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