//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of financial engineering"
~subject:"Option pricing theory"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
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
13
Derivat
12
Derivative
12
Börsenkurs
9
Share price
9
Estimation
8
Schätzung
8
Theorie
8
Theory
8
Portfolio selection
7
Portfolio-Management
7
Statistical distribution
7
Statistische Verteilung
7
Aktienmarkt
6
Capital income
6
Estimation theory
6
Experiment
6
Kapitaleinkommen
6
Schätztheorie
6
Stock market
6
ARCH model
5
ARCH-Modell
5
CAPM
5
Implied volatility
5
India
5
Indien
5
Markov chain
5
Markov-Kette
5
stochastic volatility
5
Hedging
4
Option pricing
4
more ...
less ...
Online availability
All
Undetermined
45
Free
3
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Language
All
English
51
Author
All
Cui, Zhenyu
3
Ahlip, Rehez
2
Lorig, Matthew
2
Park, Laurence A. F.
2
Prodan, Ante
2
Radoičić, Radoš
2
Schoutens, Wim
2
Stefanica, Dan
2
Yen, Joseph
2
Aghili, A.
1
Arai, Takuji
1
Barger, Weston
1
Bhar, Ramaprasad
1
Bottasso, Anna
1
Brigo, Damiano
1
Cao, Hongkai
1
Chan, Leunglung
1
Chatterjee, Rupak
1
Chen, Bangren
1
Dash, Mihir
1
Dastranj, Elham
1
De Spiegeleer, Jan
1
Dhaene, Jan
1
Dowd, Kevin
1
Ellersgaard, Simon
1
Engelmann, Bernd
1
Fan, Yulian
1
Florescu, Ionuţ
1
Forys, Monika B.
1
Funahashi, Hideharu
1
Fusaro, Michelangelo
1
Gardi, Bayar
1
Giribone, Pier Giuseppe
1
Graceffa, Federico
1
Guo, Shimin
1
Habtemicael, Semere
1
Hajizadeh, Ehsan
1
Kanwal, Samra
1
Kao, Chunyu
1
Khedher, Asma
1
more ...
less ...
Published in...
All
International journal of financial engineering
International journal of theoretical and applied finance
178
Journal of econometrics
122
Quantitative finance
119
Journal of banking & finance
90
Applied mathematical finance
87
The journal of futures markets
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The journal of computational finance
70
Discussion paper / Tinbergen Institute
65
Finance and stochastics
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Journal of economic dynamics & control
54
Finance research letters
53
Computational economics
52
Review of derivatives research
52
European journal of operational research : EJOR
46
Econometric reviews
45
Journal of mathematical finance
45
Journal of empirical finance
43
The North American journal of economics and finance : a journal of financial economics studies
43
Working paper
42
Research paper series / Swiss Finance Institute
41
Insurance / Mathematics & economics
39
Risks : open access journal
39
Annals of finance
37
Energy economics
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Economics letters
34
Applied economics
33
Journal of financial economics
33
CREATES research paper
31
The European journal of finance
31
Journal of risk and financial management : JRFM
29
Economic modelling
28
International review of economics & finance : IREF
28
Review of quantitative finance and accounting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
NBER working paper series
25
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
7
Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012603039
Saved in:
8
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
9
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
10
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->