//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance research letters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stochastic Volatility : Option...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
614
Volatilität
613
Börsenkurs
222
Share price
222
Stock market
170
Aktienmarkt
169
Capital income
169
Kapitaleinkommen
169
ARCH model
161
ARCH-Modell
161
Estimation
136
Schätzung
136
Welt
127
World
127
Forecasting model
118
Prognoseverfahren
118
Theorie
118
Theory
118
Option pricing theory
116
Optionspreistheorie
116
Risk
114
Risiko
111
Stochastic process
85
Stochastischer Prozess
85
Coronavirus
76
Virtual currency
72
Virtuelle Währung
72
China
70
Portfolio selection
69
Portfolio-Management
69
Spillover effect
69
Spillover-Effekt
69
Oil price
61
Ölpreis
61
Impact assessment
54
Option trading
54
Optionsgeschäft
54
Wirkungsanalyse
54
Financial crisis
47
Finanzkrise
47
more ...
less ...
Online availability
All
Undetermined
645
Free
12
Type of publication
All
Article
721
Type of publication (narrower categories)
All
Article in journal
720
Aufsatz in Zeitschrift
720
Language
All
English
721
Author
All
Bouri, Elie
11
Gupta, Rangan
11
Lucey, Brian M.
9
Roubaud, David
9
Corbet, Shaen
8
Tiwari, Aviral Kumar
8
Ji, Qiang
7
Sensoy, Ahmet
7
Wang, Xingchun
7
Wei, Yu
7
Lyócsa, Štefan
6
Molnár, Peter
6
Xiong, Xiong
6
Zaremba, Adam
6
Gillas, Konstantinos Gkillas
5
Lee, Hangsuck
5
Luo, Xingguo
5
Ma, Feng
5
Wu, Xinyu
5
Das, Debojyoti
4
Goodell, John W.
4
Gozgor, Giray
4
Lau, Chi Keung
4
Lu, Xinjie
4
Madan, Dilip B.
4
Pierdzioch, Christian
4
Ryu, Doojin
4
Shahzad, Syed Jawad Hussain
4
Shen, Dehua
4
Sun, Xiaolei
4
Todorova, Neda
4
Xie, Haibin
4
Yarovaya, Larisa
4
Aharon, David Y.
3
Ahn, Yongkil
3
Akyildirim, Erdinc
3
Al-Yahyaee, Khamis Hamed
3
Arouri, Mohamed
3
Baig, Ahmed S.
3
Brzeszczyński, Janusz
3
more ...
less ...
Published in...
All
Finance research letters
European journal of operational research : EJOR
746
Energy economics
735
International journal of theoretical and applied finance
669
NBER working paper series
576
The journal of futures markets
562
Working paper / National Bureau of Economic Research, Inc.
546
Journal of banking & finance
536
NBER Working Paper
490
International review of financial analysis
464
Journal of econometrics
462
Applied economics
430
Economic modelling
425
International review of economics & finance : IREF
407
The North American journal of economics and finance : a journal of financial economics studies
381
Insurance / Mathematics & economics
362
Finance and stochastics
354
Mathematical finance : an international journal of mathematics, statistics and financial theory
353
Economics letters
336
Journal of economic dynamics & control
335
Quantitative finance
334
Working paper
320
Applied mathematical finance
312
Applied economics letters
311
Economics Bulletin
311
Applied financial economics
301
Journal of empirical finance
301
Research in international business and finance
300
Discussion paper / Tinbergen Institute
290
The journal of computational finance
290
Discussion paper / Centre for Economic Policy Research
284
The journal of derivatives : the official publication of the International Association of Financial Engineers
271
MPRA Paper
260
Econometrics
253
Journal of financial economics
251
Journal of international financial markets, institutions & money
251
Journal of risk and financial management : JRFM
251
Journal of international money and finance
249
Risks : open access journal
246
The European journal of finance
235
more ...
less ...
Source
All
ECONIS (ZBW)
721
Showing
1
-
10
of
721
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Pricing options under the non-affine stochastic
volatility
models : an extension of the high-order compact numerical scheme
Shi, Guangping
;
Liu, Xiaoxing
;
Tang, Pan
- In:
Finance research letters
16
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011656186
Saved in:
3
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
4
A closed-form solution for spot
volatility
from options under limited data
Zhang, Aoran
;
Zhou, Chunyang
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062164
Saved in:
5
On the qualitative effect of
volatility
and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
6
A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong
;
Xu, Weijun
;
Li, Hongyi
;
Xiao, Weilin
- In:
Finance research letters
9
(
2012
)
1
,
pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
Saved in:
7
A common jump factor stochastic
volatility
model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
8
Stochastic
volatility
and leverage : application to a panel of S&P500 stocks
Ozturk, Serda Selin
;
Richard, Jean-François
- In:
Finance research letters
12
(
2015
),
pp. 67-76
Persistent link: https://www.econbiz.de/10011552253
Saved in:
9
Asymptotic expansion of European options with mean-reverting stochastic
volatility
dynamics
Hu, Jun
;
Kanniainen, Juho
- In:
Finance research letters
14
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011552564
Saved in:
10
Quadratic hedging strategies for
volatility
swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->