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~isPartOf:"Journal of banking & finance"
~subject:"Financial market"
~subject:"Option pricing theory"
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Search: subject_exact:"Volatility"
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Financial market
Option pricing theory
Volatility
375
Volatilität
374
Capital income
110
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110
Theorie
109
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109
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Alexander, Carol
2
Andreou, Panayiotis C.
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2
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Journal of banking & finance
International journal of theoretical and applied finance
160
Quantitative finance
112
The journal of futures markets
80
Finance research letters
76
Applied mathematical finance
73
The journal of computational finance
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
The North American journal of economics and finance : a journal of financial economics studies
57
Journal of econometrics
55
Review of derivatives research
49
Working paper / National Bureau of Economic Research, Inc.
49
International journal of financial engineering
48
NBER working paper series
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European journal of operational research : EJOR
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Applied economics
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International review of financial analysis
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Journal of economic dynamics & control
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International review of economics & finance : IREF
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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Risks : open access journal
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The European journal of finance
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Research paper series / Swiss Finance Institute
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Annals of finance
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Insurance / Mathematics & economics
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Research in international business and finance
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Applied economics letters
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Discussion paper / Tinbergen Institute
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
84
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1
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
4
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
5
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
6
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias
;
Kero, Afroditi
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Saved in:
7
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
8
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
9
The surface of implied firm's asset volatility
Lovreta, Lidija
;
Silaghi, Florina
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012225265
Saved in:
10
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
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