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~isPartOf:"International journal of financial engineering"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Börsenkurs
Option pricing theory
Portfolio selection
Stochastic process
Volatility
66
Volatilität
66
Optionspreistheorie
47
Stochastischer Prozess
35
Black-Scholes model
14
Black-Scholes-Modell
14
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13
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stochastic volatility
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3
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International journal of financial engineering
Finance research letters
293
Journal of banking & finance
201
International journal of theoretical and applied finance
192
Energy economics
183
International review of financial analysis
183
Journal of econometrics
175
The North American journal of economics and finance : a journal of financial economics studies
172
NBER working paper series
167
International review of economics & finance : IREF
159
Quantitative finance
154
The journal of futures markets
148
Working paper / National Bureau of Economic Research, Inc.
145
Journal of empirical finance
144
Applied economics
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Economic modelling
133
NBER Working Paper
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117
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110
Applied economics letters
105
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Discussion paper / Tinbergen Institute
92
Applied financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Pacific-Basin finance journal
89
The European journal of finance
86
Research paper series / Swiss Finance Institute
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Economics letters
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
Journal of economic dynamics & control
75
The journal of computational finance
74
International Journal of Energy Economics and Policy : IJEEP
70
Computational economics
69
Review of quantitative finance and accounting
65
Risks : open access journal
64
The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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ECONIS (ZBW)
58
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1
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
3
Symbolic regression-based adaptive generation of implied volatility
Yen, Joseph
;
Qi, Yuan Yuan
;
Wong, Seng Fat
;
Zhou, Jiantao
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250018-1-2250018-27
Persistent link: https://www.econbiz.de/10013367616
Saved in:
4
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
5
Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?
Zhou, Yuqin
;
Wu, Shan
;
Liu, Zhenhua
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014574963
Saved in:
6
Deep learning-based option pricing for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014444476
Saved in:
7
Fama and French three and six-factor models : evidence from Indian stock exchange
Tejesh H. R.
;
Jeelan Basha, V.
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014444494
Saved in:
8
Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna
;
Fusaro, Michelangelo
;
Giribone, Pier …
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014444661
Saved in:
9
Dividend policy effect on common stock price volatility : an empirical evidence from Indian companies
Goud, N. Narsa
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014444711
Saved in:
10
Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model
Khan, Yousaf Ali
;
Ahmad, Muneeb
;
Ahmad, Muhammad Munir
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014304236
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