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~isPartOf:"International journal of financial engineering"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Börsenkurs
Option pricing theory
Stochastic process
Volatility
65
Volatilität
65
Optionspreistheorie
47
Stochastischer Prozess
35
Black-Scholes model
14
Black-Scholes-Modell
14
Option trading
13
Optionsgeschäft
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Implied volatility
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stochastic volatility
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Cui, Zhenyu
3
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2
Lorig, Matthew
2
Park, Laurence A. F.
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2
Radoičić, Radoš
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2
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1
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1
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International journal of financial engineering
Finance research letters
234
International journal of theoretical and applied finance
187
Journal of banking & finance
180
Journal of econometrics
164
Energy economics
158
The North American journal of economics and finance : a journal of financial economics studies
156
International review of financial analysis
153
NBER working paper series
148
Quantitative finance
141
International review of economics & finance : IREF
139
The journal of futures markets
139
Working paper / National Bureau of Economic Research, Inc.
131
Applied economics
127
Economic modelling
119
Journal of empirical finance
119
NBER Working Paper
104
Journal of financial economics
100
Applied economics letters
99
Journal of risk and financial management : JRFM
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Research in international business and finance
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Working paper
86
Applied financial economics
83
Journal of international financial markets, institutions & money
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Pacific-Basin finance journal
76
The European journal of finance
76
Economics letters
75
The journal of computational finance
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Journal of economic dynamics & control
69
Research paper series / Swiss Finance Institute
69
International Journal of Energy Economics and Policy : IJEEP
64
Finance and stochastics
61
Computational economics
60
Review of quantitative finance and accounting
60
The journal of finance : the journal of the American Finance Association
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Risks : open access journal
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ECONIS (ZBW)
57
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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
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:
6
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
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7
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
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8
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:
9
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
Saved in:
10
The impact of contagion effects of media reports, investors' sentiment and attention on the stock market based on HAR-RV model
Lei, Bolin
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-54
Persistent link: https://www.econbiz.de/10014304249
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