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Volatility
Option pricing theory
218
Optionspreistheorie
218
Theorie
106
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106
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80
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80
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40
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Alòs, Elisa
2
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Finance and stochastics
International journal of theoretical and applied finance
156
Quantitative finance
105
Journal of banking & finance
84
The journal of futures markets
80
Applied mathematical finance
74
The journal of computational finance
65
Finance research letters
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
50
The North American journal of economics and finance : a journal of financial economics studies
50
International journal of financial engineering
47
European journal of operational research : EJOR
42
International review of economics & finance : IREF
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Research in international business and finance
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The European journal of finance
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Emerging markets review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Insurance / Mathematics & economics
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1
Arbitrage-free market models for
option
prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
2
Smart expansion and fast calibration for jump diffusions
Benhamou, Eric
;
Gobet, E.
;
Miri, M.
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 563-589
Persistent link: https://www.econbiz.de/10003899530
Saved in:
3
Pricing options under stochastic volatility : a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
Saved in:
4
From implied to spot volatilities
Durrleman, Valdo
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10003951488
Saved in:
5
A generalization of the Hull and White formula with applications to
option
pricing approximation
Alòs, Elisa
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 353-365
Persistent link: https://www.econbiz.de/10003380015
Saved in:
6
Option
pricing with quadratic volatility : a revisit
Andersen, Leif B. G.
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 191-219
Persistent link: https://www.econbiz.de/10009159127
Saved in:
7
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
8
Forward equations for
option
prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
9
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
Saved in:
10
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
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