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Option pricing theory
116
Optionspreistheorie
116
Correlation
91
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90
Stochastic process
85
Stochastischer Prozess
85
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84
Volatilität
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Wang, Xingchun
7
Lee, Hangsuck
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Bouri, Elie
3
Chen, Jun-Home
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Goodell, John W.
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Ha, Hongjun
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Finance research letters
European journal of operational research : EJOR
1,022
International journal of production research
710
International journal of theoretical and applied finance
616
Journal of econometrics
433
IMF Working Papers
405
Insurance / Mathematics & economics
391
Journal of banking & finance
345
International journal of production economics
344
Finance and stochastics
338
Journal of economic dynamics & control
315
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
The journal of futures markets
302
Applied mathematical finance
288
NBER working paper series
288
Quantitative finance
288
The journal of computational finance
284
Computational economics
277
Economics letters
266
Working paper / National Bureau of Economic Research, Inc.
264
Economic modelling
259
Operations research
258
Computers & operations research : and their applications to problems of world concern ; an international journal
255
NBER Working Paper
255
Discussion paper / Tinbergen Institute
233
Management science : journal of the Institute for Operations Research and the Management Sciences
222
Working paper
222
Risks : open access journal
218
The journal of derivatives : the official publication of the International Association of Financial Engineers
218
Energy economics
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
201
SpringerLink / Bücher
198
Operations research letters
196
Applied economics
181
Mathematics of operations research
181
Review of derivatives research
181
Econometric reviews
160
Journal of mathematical finance
160
Transportation research / E : an international journal
154
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
267
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1
Rough stochastic elasticity of variance and option pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Kim, See-Woo
;
Zhang, WenJun
- In:
Finance research letters
37
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Saved in:
2
Stochastic volatility models for the implied
correlation
index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
3
Pricing power exchange options with correlated jump risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
4
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
5
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
6
Ex-ante risk factors and required structures of the implied
correlation
matrix
Schadner, Wolfgang
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
Saved in:
7
Another look at the relationship between cross-market
correlation
and volatility
Bartram, Söhnke M.
;
Wang, Yaw-Huei
- In:
Finance research letters
2
(
2005
)
2
,
pp. 75-88
Persistent link: https://www.econbiz.de/10002883183
Saved in:
8
Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
Sleire, Anders D.
;
Støve, Bård
;
Otneim, Håkon
; …
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013342680
Saved in:
9
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
10
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
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