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~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Finance and stochastics"
~subject:"Theorie"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Theorie
Volatilität
Derivat
70
Derivative
70
Theory
33
Option pricing theory
20
Optionspreistheorie
20
India
18
Indien
18
Volatility
14
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10
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10
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2
Balamurugan, G.
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Brigo, Damiano
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Carr, Peter
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Fouque, Jean-Pierre
2
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2
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2
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Finance India : the quarterly journal of Indian Institute of Finance
Finance and stochastics
The journal of futures markets
171
International journal of theoretical and applied finance
94
Journal of banking & finance
83
Energy economics
56
Applied mathematical finance
38
International review of financial analysis
37
Review of derivatives research
36
Finance research letters
35
The journal of finance : the journal of the American Finance Association
35
International review of economics & finance : IREF
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
Advances in futures and options research : a research annual
33
Journal of financial and quantitative analysis : JFQA
32
The European journal of finance
30
The review of financial studies
29
European journal of operational research : EJOR
28
Quantitative finance
28
NBER working paper series
27
Economics letters
26
Journal of economic dynamics & control
26
Applied financial economics
25
Journal of financial economics
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
NBER Working Paper
22
SpringerLink / Bücher
22
The North American journal of economics and finance : a journal of financial economics studies
21
Working paper / National Bureau of Economic Research, Inc.
20
Journal of econometrics
19
Research in international business and finance
19
The journal of computational finance
19
The journal of credit risk : published quarterly by Incisive Media
19
The journal of fixed income
19
Applied economics
18
Working paper
17
Gabler Edition Wissenschaft
16
International journal of financial engineering
16
Review of quantitative finance and accounting
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Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Journal of empirical finance
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ECONIS (ZBW)
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1
Category specific volatility check on derivatives introduction : Indian context
Kaṇṇan̲, Ki.
;
Balamurugan, G.
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10013349000
Saved in:
2
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
3
Industry specific volatility check on derivatives introduction : Indian context
Kannan, K.
;
Balamurugan, G.
- In:
Finance India : the quarterly journal of Indian …
32
(
2018
)
1
,
pp. 157-170
Persistent link: https://www.econbiz.de/10011923432
Saved in:
4
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
5
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
6
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
7
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
8
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
9
Introduction of derivative trading in India and its impact on the volatility of underlying spot market
Prasanna, P. Krishna
- In:
Finance India : the quarterly journal of Indian …
27
(
2013
)
1
,
pp. 89-104
Persistent link: https://www.econbiz.de/10010363686
Saved in:
10
Return, volume and volatility relationship in the Indian stock market : a pre and post futures analysis
Mahajan, Sarika
;
Singh, Balwinder
- In:
Finance India : the quarterly journal of Indian …
26
(
2012
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10009583124
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