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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of fixed income"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Yield curve"
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Volatility
Volatilität
Yield curve
Option pricing theory
316
Optionspreistheorie
316
CAPM
166
Stochastic process
140
Stochastischer Prozess
140
Theorie
126
Theory
126
Derivat
74
Derivative
74
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74
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74
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198
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Gatheral, Jim
4
Radoičić, Radoš
4
Fabozzi, Frank J.
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
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Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Pirjol, Dan
3
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2
Alòs, Elisa
2
Bayer, Christian
2
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2
Chatterjee, Rupak
2
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2
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2
Coakley, Jerry
2
De Marco, Stefano
2
Deelstra, Griselda
2
Dunis, Christian
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gudkov, Nikolay
2
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2
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2
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2
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2
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2
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2
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2
Realdon, Marco
2
Rosenbaum, Mathieu
2
Russo, Vincenzo
2
Schoutens, Wim
2
Song, Shiyu
2
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Quantitative finance
The European journal of finance
The journal of fixed income
International journal of theoretical and applied finance
209
Journal of banking & finance
132
Applied mathematical finance
104
Journal of financial economics
104
Mathematical finance : an international journal of mathematics, statistics and financial theory
101
The journal of futures markets
98
Finance research letters
90
The journal of computational finance
82
NBER working paper series
71
Finance and stochastics
70
Review of derivatives research
70
Journal of econometrics
68
Working paper / National Bureau of Economic Research, Inc.
65
International journal of financial engineering
64
Journal of economic dynamics & control
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
62
NBER Working Paper
59
The North American journal of economics and finance : a journal of financial economics studies
57
European journal of operational research : EJOR
53
International review of economics & finance : IREF
53
Research paper series / Swiss Finance Institute
52
The review of financial studies
50
Journal of empirical finance
49
Energy economics
47
International review of financial analysis
47
Journal of mathematical finance
45
The journal of finance : the journal of the American Finance Association
43
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Computational economics
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Risks : open access journal
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Economic modelling
38
Annals of finance
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Applied economics
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Review of quantitative finance and accounting
34
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ECONIS (ZBW)
198
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198
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1
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
2
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
3
Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility
Caglayan, Mustafa O.
;
Gong, Yuting
;
Xue, Wenjun
- In:
The European journal of finance
30
(
2024
)
11
,
pp. 1212-1238
Persistent link: https://www.econbiz.de/10014636443
Saved in:
4
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
5
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
6
Mean-variance portfolio with wealth and volatility dependent risk aversion
Liu, Shican
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 735-751
Persistent link: https://www.econbiz.de/10015050791
Saved in:
7
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
8
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
9
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
10
The
pricing
of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
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