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~subject:"EU-Staaten"
~subject:"Volatilität"
~subject:"Welt"
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Search: subject:"PRICING"
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EU-Staaten
Volatilität
Welt
Theorie
33,208
Theory
32,967
Pricing strategy
19,006
Preismanagement
18,940
CAPM
18,503
Optionspreistheorie
14,579
Option pricing theory
14,317
USA
6,947
United States
6,793
Schätzung
6,370
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6,311
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6,084
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6,075
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5,863
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5,705
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5,508
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5,480
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4,379
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4,301
Deutschland
4,294
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4,210
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4,203
Germany
4,095
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4,007
Preisdifferenzierung
4,006
Stochastischer Prozess
3,971
Stochastic process
3,945
Risikoprämie
3,871
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3,853
Price regulation
3,488
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3,484
Risk
3,410
Preiswettbewerb
3,407
Price competition
3,383
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3,372
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3,359
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3,735
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3
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Cui, Zhenyu
44
Knieps, Günter
41
Zaremba, Adam
36
Bekaert, Geert
32
Chiarella, Carl
31
Carr, Peter
29
Álvarez, Luis J.
29
Jacobs, Kris
28
Kwapil, Claudia
27
Harvey, Campbell R.
26
Härdle, Wolfgang
25
Jacquier, Antoine (Jack)
25
Christoffersen, Peter F.
24
Fengler, Matthias R.
23
Gatheral, Jim
22
Zhang, Jin E.
22
Alòs, Elisa
21
Dumas, Bernard
21
Fabozzi, Frank J.
21
Hoeberichts, Marco
21
Lorig, Matthew
21
Nguyen, Duy
21
Sabbatini, Roberto
21
Takahashi, Akihiko
21
Hernando, Ignacio
20
Madan, Dilip B.
20
Parry, Ian W. H.
20
Todorov, Viktor
20
Briglauer, Wolfgang
19
Cakici, Nusret
19
Fabiani, Silvia
19
Guyon, Julien
19
Vermeulen, Philip
19
Barro, Robert J.
18
Heston, Steven L.
18
Martins, Fernando
18
Wu, Liuren
18
Bali, Turan G.
17
Bansal, Ravi
17
Schrimpf, Andreas
17
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National Bureau of Economic Research
101
Europäische Kommission
17
OECD
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Springer Fachmedien Wiesbaden
8
Centre for Analytical Finance <Århus>
7
Nomos Verlagsgesellschaft
7
Chambre de commerce et d'industrie de Paris
6
International Telecommunications Society
6
Trinomics B.V.
6
Deutsche Verkehrswissenschaftliche Gesellschaft
5
Europäische Kommission / DG ENV - Generaldirektion Umwelt
4
Federal Reserve Bank of St. Louis
4
Monopolkommission
4
Organisation for Economic Co-operation and Development
4
Springer International Publishing
4
Verlag Dr. Kovač
4
Adelphi Research gGmbH
3
American Finance Association
3
Deutschland / Umweltbundesamt
3
Edward Elgar Publishing
3
Europäische Kommission / Gemeinschaftliches Rahmenprogramm für Forschung und Technologische Entwicklung <1990-1994>
3
Europäische Kommission / Generaldirektion Energie und Verkehr
3
Europäisches Parlament / Policy Department for Economic, Scientific and Quality of Life Policies
3
Internationale Vereinigung für Steuerrecht
3
National Centre of Competence in Research - Financial Valuation and Risk Management
3
Národná Banka Slovenska
3
Svenska Handelshögskolan <Helsinki>
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United States / Congress / House / Select Committee on Small Business
3
World Bank
3
Agentur für die Zusammenarbeit der Energieregulierungsbehörden
2
Arthur Andersen & Co. <Frankfurt, Main>
2
Centralna Banka Crne Gore
2
Centre of Financial Studies
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
2
Conference on Research in Income and Wealth
2
Council of European Energy Regulators
2
Deutsche Forschungsgemeinschaft
2
Deutschland / Bundeswehr / Universität Hamburg
2
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International journal of theoretical and applied finance
180
Journal of banking & finance
141
Quantitative finance
114
Finance research letters
102
Energy economics
99
NBER working paper series
98
Working paper / National Bureau of Economic Research, Inc.
98
The journal of futures markets
97
Journal of financial economics
90
Applied mathematical finance
87
NBER Working Paper
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
The journal of computational finance
70
Journal of econometrics
65
Journal of empirical finance
63
International review of economics & finance : IREF
60
Review of derivatives research
58
Journal of economic dynamics & control
57
Research paper series / Swiss Finance Institute
56
The North American journal of economics and finance : a journal of financial economics studies
56
Discussion paper / Centre for Economic Policy Research
54
International review of financial analysis
54
Applied economics
51
CESifo working papers
51
European journal of operational research : EJOR
51
International journal of financial engineering
51
Management science : journal of the Institute for Operations Research and the Management Sciences
48
Finance and stochastics
47
The review of financial studies
46
Working paper
46
Computational economics
45
Economic modelling
45
The European journal of finance
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
44
Telecommunications policy : the international journal of digital economy, data sciences and new media
42
Journal of international money and finance
41
Journal of mathematical finance
41
Discussion papers / CEPR
39
Journal of international financial markets, institutions & money
38
The journal of finance : the journal of the American Finance Association
38
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Source
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ECONIS (ZBW)
10,372
EconStor
71
USB Cologne (business full texts)
12
USB Cologne (EcoSocSci)
8
ArchiDok
3
RePEc
1
Showing
1
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date (oldest first)
1
Arbitrage
pricing
theory for idiosyncratic variance factors
Renaut, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
Saved in:
2
Simulation of Arbitrage-Free Implied Volatility Surfaces
Cont, Rama
;
Vuletić, Milena
-
2023
We present a computationally tractable method for simulating arbitrage free implied volatility surfaces. We illustrate how our method may be combined with a factor model for the implied volatility surface to generate dynamic scenarios for arbitrage-free implied volatility surfaces. Our approach...
Persistent link: https://www.econbiz.de/10014258455
Saved in:
3
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
4
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, Arianna
-
2022
The article describes a global and arbitrage-free parametrization of the eSSVI surfaces introduced by Hendriks and Martini in 2019. A robust calibration of such surfaces has already been proposed by the quantitative research team at Zeliade in 2019, but it is sequential in expiries and lacks of...
Persistent link: https://www.econbiz.de/10013292792
Saved in:
5
Arbitrage-Free interpolation if Implied Volatility Surface
Pelts, Gregory
-
2022
We propose an efficient way to interpolate implied volatilities in between market expirations while keeping local volatilities virtually constant in time for any strike relative to forward. The method never creates an arbitrage. If the input volatilities are not arbitrage-free, the method...
Persistent link: https://www.econbiz.de/10014238072
Saved in:
6
Structural change and the climate risk premium during the green transition
Zhou, Sophie Lian
;
Ploeg, Frederick van der
-
2024
We study climate change in a model with a carbon-intensive and a green sector, each subject to stochastic productivity shocks, and show how the underlying economic structure affects the risk-adjusted discount rate and the climate risk premium in the social cost of carbon (SCC). Consumption...
Persistent link: https://www.econbiz.de/10014559075
Saved in:
7
Optimal urban transportation policy : evidence from Chicago
Almagro, Milena
;
Barbieri, Felipe
;
Castillo, Juan Camilo
; …
-
2024
Persistent link: https://www.econbiz.de/10014580836
Saved in:
8
On some advantages of convex hull
pricing
for the European electricity auction
Stevens, Nicolas
;
Papavasiliou, Anthony
;
Smeers, Yves
- In:
Energy economics
134
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015047004
Saved in:
9
The Persistent Widening of Cross-Currency Basis : When Increased FX Swap Demand Meets a Shortage of Global Arbitrage Capital
Nathan, Daniel
;
Ben Zeev, Nadav
-
2022
Recent research has documented and studied a persistent widening of cross-currency basis (i.e., deviation from covered interest rate parity) for a wide range of currencies with respect to the dollar since the global financial crisis. Theory of the foreign exchange (FX) swap market predicts that...
Persistent link: https://www.econbiz.de/10014238919
Saved in:
10
The Great Carbon Arbitrage
Adrian, Tobias
;
Bolton, Patrick
;
Kleinnijenhuis, Alissa M.
-
2022
large that renewed efforts, carbon
pricing
, and other financing policies we discuss, should be pursued …
Persistent link: https://www.econbiz.de/10014030661
Saved in:
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