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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Share price"
~subject:"Volatilität"
~subject:"Yield curve"
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Share price
Volatilität
Yield curve
Option pricing theory
280
Optionspreistheorie
280
Volatility
146
CAPM
137
Stochastic process
136
Stochastischer Prozess
136
Theorie
89
Theory
89
Option trading
72
Optionsgeschäft
72
Derivat
70
Derivative
70
Portfolio selection
68
Portfolio-Management
68
Capital income
64
Kapitaleinkommen
64
Börsenkurs
53
Estimation
44
Schätzung
43
Hedging
40
Black-Scholes model
34
Black-Scholes-Modell
34
Option pricing
32
Monte Carlo simulation
31
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31
Experiment
30
Risiko
30
Risk
30
Zinsstruktur
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Prognoseverfahren
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Stochastic volatility
26
Aktienmarkt
21
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207
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207
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2
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English
207
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Gatheral, Jim
4
Radoičić, Radoš
4
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chen, Son-nan
2
Coakley, Jerry
2
De Marco, Stefano
2
Deelstra, Griselda
2
Dunis, Christian
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Grobys, Klaus
2
Gudkov, Nikolay
2
Gulisashvili, Archil
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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
Schoutens, Wim
2
Song, Shiyu
2
Tudor, Sebastian F.
2
Yamazaki, Akira
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Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
223
Journal of banking & finance
210
Journal of financial economics
179
Finance research letters
157
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
117
NBER Working Paper
116
Mathematical finance : an international journal of mathematics, statistics and financial theory
110
Applied mathematical finance
109
The journal of futures markets
107
International review of financial analysis
103
International review of economics & finance : IREF
90
The North American journal of economics and finance : a journal of financial economics studies
90
Journal of economic dynamics & control
89
The journal of finance : the journal of the American Finance Association
86
The review of financial studies
85
Journal of empirical finance
83
The journal of computational finance
83
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Finance and stochastics
79
Research paper series / Swiss Finance Institute
78
Pacific-Basin finance journal
77
Journal of econometrics
75
Review of quantitative finance and accounting
74
Applied economics
73
Review of derivatives research
71
International journal of financial engineering
69
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Energy economics
61
European journal of operational research : EJOR
60
Economics letters
56
Discussion paper / Centre for Economic Policy Research
54
Economic modelling
54
Journal of financial markets
52
Journal of mathematical finance
52
Journal of financial and quantitative analysis : JFQA
51
Journal of risk and financial management : JRFM
50
Computational economics
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ECONIS (ZBW)
207
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121
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
122
A note on the option price and "mass at zero in the uncorrelated SABR model and implied volatility asymptotics"
Choi, Jaehyuk
;
Wu, Lixin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1083-1086
Persistent link: https://www.econbiz.de/10012588019
Saved in:
123
Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles : practical applications of the KLNV-scheme
Shinozaki, Yuji
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1147-1161
Persistent link: https://www.econbiz.de/10012588029
Saved in:
124
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
125
Valuation of options under a constant elasticity of variance process and stochastic volatility
AbaOud, Mohammed A.
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1301-1307
Persistent link: https://www.econbiz.de/10012608648
Saved in:
126
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
127
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
128
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
129
The Hull-White model under volatility uncertainty
Hölzermann, Julian
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1921-1933
Persistent link: https://www.econbiz.de/10012696796
Saved in:
130
A numerical approach to
pricing
exchange options under stochastic volatility and jump-diffusion dynamics
Garces, Len Patrick Dominic M.
;
Cheang, Gerald H. L.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2025-2054
Persistent link: https://www.econbiz.de/10012696809
Saved in:
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