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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Share price"
~subject:"Volatilität"
~subject:"Yield curve"
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Share price
Volatilität
Yield curve
Option pricing theory
401
Optionspreistheorie
401
Theorie
334
Theory
334
Preismanagement
331
Pricing strategy
331
Stochastic process
213
Stochastischer Prozess
213
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183
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115
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Fanelli, Viviana
4
Liu, Xiaoquan
4
Ballotta, Laura
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Cui, Zhenyu
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Deelstra, Griselda
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Felpel, Mike
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Gatheral, Jim
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Hainaut, Donatien
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2
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2
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2
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European journal of operational research : EJOR
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
223
Journal of banking & finance
210
Journal of financial economics
179
NBER working paper series
145
Finance research letters
144
Working paper / National Bureau of Economic Research, Inc.
117
NBER Working Paper
116
Mathematical finance : an international journal of mathematics, statistics and financial theory
110
Applied mathematical finance
107
The journal of futures markets
100
International review of financial analysis
99
The North American journal of economics and finance : a journal of financial economics studies
90
Journal of economic dynamics & control
88
International review of economics & finance : IREF
85
The journal of finance : the journal of the American Finance Association
85
The review of financial studies
84
Journal of empirical finance
82
The journal of computational finance
82
Finance and stochastics
79
Management science : journal of the Institute for Operations Research and the Management Sciences
78
Research paper series / Swiss Finance Institute
77
Journal of econometrics
75
Review of quantitative finance and accounting
74
Pacific-Basin finance journal
71
Review of derivatives research
71
Applied economics
70
International journal of financial engineering
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Economics letters
56
Energy economics
55
Discussion paper / Centre for Economic Policy Research
54
Economic modelling
53
Journal of mathematical finance
52
Journal of financial and quantitative analysis : JFQA
51
Journal of risk and financial management : JRFM
50
Journal of financial markets
49
Journal of international financial markets, institutions & money
47
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ECONIS (ZBW)
252
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252
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1
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
5
An adaptive model for security prices driven by latent values : parameter estimation and option
pricing
effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
6
Extending the Fama and French model with a long term memory factor
López-García, M. N.
;
Trinidad-Segovia, J. E.
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Saved in:
7
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
8
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
9
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
10
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
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