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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
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72
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70
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68
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Gatheral, Jim
4
Radoičić, Radoš
4
Felpel, Mike
3
Horvath, Blanka Nora
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Jacquier, Antoine
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Kienitz, Jörg
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Kim, Jeong-Hoon
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2
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2
De Marco, Stefano
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Friz, Peter K.
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Rosenbaum, Mathieu
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2
Song, Shiyu
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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
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ECONIS (ZBW)
207
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131
Rough volatility, CGMY jumps with a finite history and the Rough Heston model : small-time asymptotics in the k/t regime
Forde, Martin
;
Smith, Benjamin
;
Viitasaari, Lauri
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 541-563
Persistent link: https://www.econbiz.de/10012483838
Saved in:
132
Application of power series approximation techniques to valuation of European style options
Gudkov, Nikolay
;
Ziveyi, Jonathan
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 609-635
Persistent link: https://www.econbiz.de/10012483842
Saved in:
133
Effective stochastic volatility : applications to ZABR-type models
Felpel, Mike
;
Kienitz, Jörg
;
McWalter, Thomas A.
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 837-852
Persistent link: https://www.econbiz.de/10012500196
Saved in:
134
Deep learning volatility : a deep neural network perspective on
pricing
and calibration in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
Saved in:
135
Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
Saved in:
136
Mispricing and risk of R&D investment in European firms
Duqi, Andi
;
Jaafar, Aziz
;
Torluccio, Giuseppe
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 444-465
Persistent link: https://www.econbiz.de/10010528968
Saved in:
137
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
138
Equilibrium moment restrictions on asset returns : normal and crisis periods
Simmons, Peter J.
;
Tantisantiwong, Nongnuch
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1064-1089
Persistent link: https://www.econbiz.de/10010465917
Saved in:
139
Implied volatility sentiment : a tale of two tails
Félix, Luiz
;
Kräussl, Roman
;
Stork, Philip
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 823-849
Persistent link: https://www.econbiz.de/10012262625
Saved in:
140
A comparison principle between rough and non-rough Heston models - with applications to the volatility surface
Keller-Ressel, M.
;
Majid, Assad
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 919-933
Persistent link: https://www.econbiz.de/10012262636
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