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Deep local volatility
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Volatility
341
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339
Estimation
116
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116
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110
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110
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94
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94
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Ma, Feng
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3
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Economic modelling
Journal of economic behavior & organization : JEBO
1,514
NBER working paper series
1,117
Discussion paper series / IZA
1,044
Working paper / National Bureau of Economic Research, Inc.
919
NBER Working Paper
906
CESifo working papers
873
Energy economics
752
Finance research letters
699
Economics letters
683
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
569
Journal of behavioral and experimental economics
568
Discussion paper / Tinbergen Institute
566
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
509
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
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430
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International review of economics & finance : IREF
405
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399
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379
The North American journal of economics and finance : a journal of financial economics studies
374
Journal of economic dynamics & control
359
European economic review : EER
352
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330
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
Quantitative finance
312
Applied financial economics
302
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ECONIS (ZBW)
400
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1
What determines
volatility
smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
2
An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
3
On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M.
- In:
Economic modelling
53
(
2016
),
pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
Saved in:
4
Collective behavior and options
volatility
smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
5
Stochastic lattice models for valuation of
volatility
options
Ma, Jingtang
;
Li, Wenyuan
;
Han, Xu
- In:
Economic modelling
47
(
2015
),
pp. 93-104
Persistent link: https://www.econbiz.de/10011438895
Saved in:
6
Applying the Model Order Reduction method to a European option pricing model
Lin, Shao-bin
;
Chen, Chun-Da
- In:
Economic modelling
33
(
2013
),
pp. 533-536
Persistent link: https://www.econbiz.de/10010193332
Saved in:
7
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
8
Calibration of implied
volatility
for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
9
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
10
Realized
volatility
or price range : evidence from a discrete simulation of the continuous time diffusion process
Degiannakis, Stavros
;
Livada, Alexandra
- In:
Economic modelling
30
(
2013
),
pp. 212-216
Persistent link: https://www.econbiz.de/10009703683
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