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~isPartOf:"Annals of finance"
~isPartOf:"Journal of banking & finance"
~subject:"Aufsatzsammlung"
~subject:"Volatilität"
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Aufsatzsammlung
Volatilität
Stochastic process
140
Stochastischer Prozess
140
Volatility
66
Option pricing theory
58
Optionspreistheorie
58
Theorie
58
Theory
58
Portfolio selection
36
Portfolio-Management
36
Derivat
21
Derivative
21
Stochastic volatility
21
Estimation
19
Schätzung
19
CAPM
18
Option trading
15
Optionsgeschäft
15
Yield curve
13
Zinsstruktur
13
Börsenkurs
12
Hedging
12
Share price
12
Time series analysis
11
Zeitreihenanalyse
11
Markov chain
10
Markov-Kette
10
Capital income
9
Kapitaleinkommen
9
Risikoprämie
9
Risk premium
9
Estimation theory
8
Option pricing
8
Schätztheorie
8
USA
8
United States
8
Analysis
7
Black-Scholes model
7
Black-Scholes-Modell
7
Financial market
7
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Undetermined
38
Free
1
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Article
65
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1
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Article in journal
66
Aufsatz in Zeitschrift
66
Collection of articles of several authors
1
Sammelwerk
1
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English
66
Author
All
Viens, Frederi G.
5
Baldeaux, Jan
2
Branger, Nicole
2
Chronopoulou, Alexandra
2
Elliott, Robert J.
2
Escobar, Marcos
2
Hainaut, Donatien
2
Kaeck, Andreas
2
Platen, Eckhard
2
SenGupta, Indranil
2
Alexander, Carol
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Backwell, Alex
1
Bae, Jinho
1
Barro, Diana
1
Bayraktar, Erhan
1
Bekiros, Stelios
1
Bregantini, Daniele
1
Bufalo, Michele
1
Caldana, Ruggero
1
Casassus, Jaime
1
Chang, Charles
1
Chavez-Demoulin, Valerie
1
Christoffersen, Peter F.
1
Collin-Dufresne, Pierre
1
Comte, Fabienne
1
Consigli, Giorgio
1
Cordis, Adriana S.
1
Coutin, Laure
1
Craioveanu, Mihaela
1
Cui, Zhenyu
1
Di Bari, Antonio
1
Erdemlioglu, Deniz
1
Fengler, Matthias
1
Fernholz, Robert
1
Ferrando, Sebastian
1
Feunou, Bruno
1
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Annals of finance
Journal of banking & finance
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
39
Journal of mathematical finance
38
Finance research letters
36
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
20
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
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ECONIS (ZBW)
66
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1
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
Li, Xun
;
Wu, Zhenyu
- In:
Annals of finance
2
(
2006
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10003282234
Saved in:
2
Does knowing the volatility states affect the market risk premium?
Bae, Jinho
- In:
Annals of finance
7
(
2011
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10008840222
Saved in:
3
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10009510584
Saved in:
4
Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility
Kim, Ha Young
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 405-425
Persistent link: https://www.econbiz.de/10009548076
Saved in:
5
Estimation and pricing under long-memory stochastic volatility
Chronopoulou, Alexandra
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 379-403
Persistent link: https://www.econbiz.de/10009548079
Saved in:
6
Affine fractional stochastic volatility models
Comte, Fabienne
;
Coutin, Laure
;
Renault, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
Saved in:
7
Statistical estimation of Lévy-type stochastic volatility models
Figueroa-López, José E.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 309-335
Persistent link: https://www.econbiz.de/10009548084
Saved in:
8
Level changes in volatility models
Craioveanu, Mihaela
;
Hillebrand, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 277-308
Persistent link: https://www.econbiz.de/10009548088
Saved in:
9
Stochastic volatility and stochastic leverage
Veraart, Almut E. D.
;
Veraart, Luitgard
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 205-233
Persistent link: https://www.econbiz.de/10009548093
Saved in:
10
Option pricing under a stressed-beta model
Fouque, Jean-Pierre
;
Tashman, Adam P.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 183-203
Persistent link: https://www.econbiz.de/10009548095
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