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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Risiko"
~subject:"Share price"
~subject:"Volatilität"
~subject:"Yield curve"
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Risiko
Share price
Volatilität
Yield curve
Option pricing theory
277
Optionspreistheorie
277
Volatility
143
CAPM
134
Stochastic process
134
Stochastischer Prozess
134
Theorie
87
Theory
87
Option trading
70
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Gatheral, Jim
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Radoičić, Radoš
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Horvath, Blanka Nora
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Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
238
Journal of banking & finance
237
Journal of financial economics
204
NBER working paper series
195
Finance research letters
180
NBER Working Paper
155
Working paper / National Bureau of Economic Research, Inc.
153
Mathematical finance : an international journal of mathematics, statistics and financial theory
124
Applied mathematical finance
116
International review of financial analysis
116
The review of financial studies
114
The journal of futures markets
111
International review of economics & finance : IREF
106
The journal of finance : the journal of the American Finance Association
105
Journal of empirical finance
102
The North American journal of economics and finance : a journal of financial economics studies
102
Journal of economic dynamics & control
99
Management science : journal of the Institute for Operations Research and the Management Sciences
94
Research paper series / Swiss Finance Institute
91
Applied economics
88
Finance and stochastics
88
Pacific-Basin finance journal
87
The journal of computational finance
86
Review of quantitative finance and accounting
82
Journal of econometrics
81
Review of derivatives research
81
European journal of operational research : EJOR
79
International journal of financial engineering
73
Economics letters
70
The journal of derivatives : the official publication of the International Association of Financial Engineers
70
Energy economics
69
Discussion paper / Centre for Economic Policy Research
68
Economic modelling
63
Journal of financial and quantitative analysis : JFQA
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Insurance / Mathematics & economics
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Journal of mathematical finance
58
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
224
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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
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
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:
4
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
5
An adaptive model for security prices driven by latent values : parameter estimation and option
pricing
effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
6
Hedging quantitative easing
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
;
Burg, …
- In:
The European journal of finance
30
(
2024
)
3
,
pp. 323-338
Persistent link: https://www.econbiz.de/10014547880
Saved in:
7
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
8
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:
9
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
10
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
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