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~isPartOf:"Applied mathematical finance"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
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Großbritannien
Volatility
Option pricing theory
240
Optionspreistheorie
240
Volatilität
115
Stochastic process
100
Stochastischer Prozess
100
Theorie
94
Theory
94
Derivat
66
Derivative
66
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52
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stochastic volatility
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117
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Avellaneda, Marco
5
Sircar, Kaushik Ronnie
5
Escobar, Marcos
3
Fouque, Jean-Pierre
3
Zagst, Rudi
3
Ahn, Hyungsok
2
Baldeaux, Jan
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Benth, Fred Espen
2
Carr, Peter
2
Forde, Martin
2
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2
Götz, Barbara
2
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2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Lorig, Matthew
2
Lépinette, Emmanuel
2
Muni, Adviti
2
Papanicolaou, Andrew
2
Papanicolaou, George
2
Rutkowski, Marek
2
Swindle, Glen H.
2
Vetzal, Kenneth R.
2
Yamazaki, Akira
2
Zheng, Wendong
2
Achdou, Yves
1
Ahlip, Rehez
1
Aihara, Shinichi
1
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Bernard, Carole
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1
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1
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Applied mathematical finance
Energy economics
625
Finance research letters
563
Applied economics
466
International review of financial analysis
428
Journal of banking & finance
390
International review of economics & finance : IREF
384
The journal of futures markets
372
Economic modelling
366
Journal of econometrics
327
The North American journal of economics and finance : a journal of financial economics studies
327
Applied financial economics
299
Applied economics letters
282
Economics letters
280
Journal of international money and finance
278
Journal of empirical finance
272
Research in international business and finance
261
Journal of international financial markets, institutions & money
260
International journal of theoretical and applied finance
248
Journal of risk and financial management : JRFM
198
Quantitative finance
192
Journal of financial economics
190
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
186
Pacific-Basin finance journal
173
The European journal of finance
172
International Journal of Energy Economics and Policy : IJEEP
168
International journal of finance & economics : IJFE
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
159
International journal of forecasting
158
Journal of economic dynamics & control
152
Journal of forecasting
133
The review of financial studies
131
The journal of finance : the journal of the American Finance Association
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
Global finance journal
118
Computational economics
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
Journal of financial and quantitative analysis : JFQA
108
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ECONIS (ZBW)
117
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1
Calibrating
volatility
surfaces via relative-entropy minimization
Avellaneda, Marco
(
contributor
)
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10001226743
Saved in:
2
ADI schemes for pricing American options under the Heston model
Haentjens, Tinne
;
Hout, Karel J. in 't
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 207-237
Persistent link: https://www.econbiz.de/10011436200
Saved in:
3
Small-maturity asymptotics for the at-the-money implied
volatility
Slope in Lévy Models
Gerhold, Stefan
;
Gülüm, I. Cetin
;
Pinter, Arpad
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 135-157
Persistent link: https://www.econbiz.de/10011547000
Saved in:
4
Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre
;
Hu, Ruimeng
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 361-388
Persistent link: https://www.econbiz.de/10012129167
Saved in:
5
Diffusion equations : convergence of the functional scheme derived from the binomial tree with local
volatility
for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
Saved in:
6
Market calibration under a long memory stochastic
volatility
model
Pospíšil, Jan
;
Sobotka, Tomáš
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 323-343
Persistent link: https://www.econbiz.de/10011704252
Saved in:
7
Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
Saved in:
8
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
9
Optimal trade execution under stochastic
volatility
and liquidity
Cheridito, Patrick
;
Sepin, Tardu
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 342-362
Persistent link: https://www.econbiz.de/10010499674
Saved in:
10
Approximate hedging in a local
volatility
model with proportional transaction costs
Lépinette, Emmanuel
;
Tran, Tuan
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 313-341
Persistent link: https://www.econbiz.de/10010499677
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