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~isPartOf:"Annals of finance"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
70
Stochastischer Prozess
70
Theorie
33
Theory
33
Volatility
32
Option pricing theory
27
Optionspreistheorie
27
Portfolio selection
20
Portfolio-Management
20
CAPM
11
Derivat
9
Derivative
9
Stochastic volatility
9
Börsenkurs
8
Share price
8
Hedging
7
Option trading
7
Optionsgeschäft
7
Analysis
6
Markov chain
6
Markov-Kette
6
Mathematical analysis
6
Risikoaversion
5
Risk aversion
5
Arbitrage
4
Mathematical programming
4
Mathematische Optimierung
4
Risikoprämie
4
Risk premium
4
Stochastic differential equations
4
USA
4
United States
4
Commodity derivative
3
Control theory
3
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Estimation theory
3
Forecasting model
3
Futures
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31
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32
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32
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English
32
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Viens, Frederi G.
5
Chronopoulou, Alexandra
2
Hainaut, Donatien
2
SenGupta, Indranil
2
Bae, Jinho
1
Bayraktar, Erhan
1
Bekiros, Stelios
1
Bufalo, Michele
1
Comte, Fabienne
1
Coutin, Laure
1
Craioveanu, Mihaela
1
Di Bari, Antonio
1
Elliott, Robert J.
1
Escobar, Marcos
1
Fernholz, Robert
1
Figueroa-López, José E.
1
Fouque, Jean-Pierre
1
Funahashi, Hideharu
1
Garnier, Josselin
1
Gulisashvili, Archil
1
Hillebrand, Eric
1
Issaka, Aziz
1
Junike, Gero
1
Karatzas, Ioannis
1
Kijima, Masaaki
1
Kim, Ha Young
1
Kirkby, J. Lars
1
Lang, Sebastian
1
Leunga, Charles Guy Njike
1
Li, Xun
1
Matas, Jan
1
Moraux, Franck
1
Moreno-Franco, Harold A.
1
Nguyen, Duy
1
Podolskij, Mark
1
Pospíšil, Jan
1
Renault, Eric
1
Rosenbaum, Mathieu
1
Salmon, Nicholas
1
Schadner, Wolfgang
1
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Annals of finance
International journal of theoretical and applied finance
135
Journal of econometrics
105
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
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
41
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
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
Economics letters
29
Research paper series / Swiss Finance Institute
29
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
21
Economic modelling
20
Journal of financial economics
19
Econometrics : open access journal
18
NBER working paper series
18
The European journal of finance
18
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ECONIS (ZBW)
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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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