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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Stochastic volatility"
~subject:"Yield curve"
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Stochastic volatility
Yield curve
Option pricing theory
277
Optionspreistheorie
277
Volatility
143
Volatilität
143
CAPM
134
Stochastic process
134
Stochastischer Prozess
134
Theorie
87
Theory
87
Option trading
70
Optionsgeschäft
70
Derivat
68
Derivative
68
Portfolio selection
66
Portfolio-Management
66
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62
Kapitaleinkommen
62
Börsenkurs
51
Share price
51
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43
Schätzung
42
Hedging
39
Black-Scholes model
34
Black-Scholes-Modell
34
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
Option pricing
31
Experiment
30
Risiko
30
Risk
30
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28
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25
Prognoseverfahren
25
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20
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20
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19
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52
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Felpel, Mike
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Aguilar, Jean-Philippe
2
Cheang, Gerald H. L.
2
Garces, Len Patrick Dominic M.
2
Gudkov, Nikolay
2
Guyon, Julien
2
Lorig, Matthew
2
Realdon, Marco
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
Abi Jaber, Eduardo
1
Agarwal, Ankush
1
Alfeus, Mesias
1
Alòs, Elisa
1
Asensio, Ivan Oscar
1
Auster, Johan
1
Baule, Rainer
1
Bhargava, Vivek
1
Brooks, Robert
1
Bégin, Jean-François
1
Capriotti, Luca
1
Chen, Fen-Ying
1
Chen, Son-nan
1
Cheng, Zhang
1
Choi, Jaehyuk
1
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1
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1
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1
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1
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1
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1
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Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
62
Journal of financial economics
43
Journal of banking & finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Finance and stochastics
32
The journal of fixed income
29
Applied mathematical finance
27
Journal of economic dynamics & control
25
NBER working paper series
25
Review of derivatives research
24
The review of financial studies
24
The journal of computational finance
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Finance research letters
22
The journal of futures markets
22
NBER Working Paper
21
Working paper / National Bureau of Economic Research, Inc.
19
International journal of financial engineering
17
Insurance / Mathematics & economics
16
Staff working paper / Bank of Canada
16
The North American journal of economics and finance : a journal of financial economics studies
15
Annals of finance
14
Asia-Pacific financial markets
14
Discussion paper / B
14
Journal of econometrics
14
European journal of operational research : EJOR
13
International review of financial analysis
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
The journal of finance : the journal of the American Finance Association
13
Risks : open access journal
12
Discussion paper / Centre for Economic Policy Research
11
Journal of financial and quantitative analysis : JFQA
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematics and financial economics
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11
Working papers series / Federal Reserve Bank of San Francisco
11
International review of economics & finance : IREF
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Quantitative Finance
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ECONIS (ZBW)
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1
Option
pricing
under stochastic volatility models with latent volatility
Bégin, Jean-François
;
Godin, Frédéric
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1079-1097
Persistent link: https://www.econbiz.de/10014321665
Saved in:
2
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
Saved in:
3
Bond indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
Saved in:
4
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
5
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
6
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
7
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
8
Closed-form option
pricing
for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
9
Linear beta
pricing
with inefficient benchmarks in a given factor structure
Diacogiannis, George P.
;
Ioannidis, Christos
- In:
The European journal of finance
25
(
2019
)
16
,
pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
Saved in:
10
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
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