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Deep local volatility
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Volatility
265
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265
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80
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McMillan, David G.
9
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Applied financial economics
Journal of economic behavior & organization : JEBO
1,514
NBER working paper series
1,127
Discussion paper series / IZA
1,052
Working paper / National Bureau of Economic Research, Inc.
919
NBER Working Paper
906
CESifo working papers
880
Energy economics
761
Finance research letters
731
Economics letters
697
Experimental economics : a journal of the Economic Science Association
654
Games and economic behavior
596
International journal of theoretical and applied finance
582
IZA Discussion Paper
579
Working paper
576
Journal of behavioral and experimental economics
568
Discussion paper / Tinbergen Institute
567
The journal of futures markets
553
Journal of banking & finance
551
Management science : journal of the Institute for Operations Research and the Management Sciences
527
Applied economics
511
Journal of economic psychology : research in economic psychology and behavioral economics
498
Discussion paper / Centre for Economic Policy Research
470
International review of financial analysis
463
Applied economics letters
444
IZA Discussion Papers
433
Discussion paper
407
International review of economics & finance : IREF
404
Economic modelling
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Journal of econometrics
399
CESifo Working Paper
379
The North American journal of economics and finance : a journal of financial economics studies
375
Journal of economic dynamics & control
359
European economic review : EER
352
CESifo Working Paper Series
331
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
Research in international business and finance
314
Quantitative finance
312
Applied mathematical finance
295
Journal of empirical finance
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ECONIS (ZBW)
302
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1
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
2
Option pricing under stochastic
volatility
and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
3
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
4
Deterministic versus stochastic
volatility
: implications for option pricing models
Brockman, Paul
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 498-505
Persistent link: https://www.econbiz.de/10001229837
Saved in:
5
The effect of
volatility
estimates in the valuation of underwritten rights issues
Chan, Howard Wei-hong
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 473-480
Persistent link: https://www.econbiz.de/10001229841
Saved in:
6
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Saved in:
7
Implied
volatility
smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
8
Estimating
volatility
from ATM options with lognormal stochastic variance and long memory
Cardinali, Alessandro
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009624321
Saved in:
9
Calibrated GARCH models and exotic options
Kanniainen, Juho
;
Halme, Tero
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 403-414
Persistent link: https://www.econbiz.de/10009718911
Saved in:
10
Calibration strategies of stochastic
volatility
models for option pricing
Larikka, Mauri
;
Kanniainen, Juho
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1979-1992
Persistent link: https://www.econbiz.de/10009719310
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