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~isPartOf:"International journal of financial engineering"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Stochastischer Prozess
Volatilität
Option pricing theory
12
Optionspreistheorie
12
Volatility
9
Option trading
8
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8
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5
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2
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1
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1
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1
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International journal of financial engineering
Research paper series / Swiss Finance Institute
40
Quantitative finance
27
Swiss Finance Institute Research Paper
26
Journal of banking & finance
24
Discussion paper / Tinbergen Institute
21
International review of financial analysis
19
Finance research letters
17
International journal of theoretical and applied finance
17
Working Paper
16
SFB 649 discussion paper
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Working paper
13
Applied economics
12
Journal of risk and financial management : JRFM
12
SFB 649 Discussion Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / Centre for Practical Quantitative Finance
12
Journal of financial economics
11
Applied mathematical finance
10
Energy economics
10
International review of economics & finance : IREF
10
The journal of futures markets
10
Journal of econometrics
9
Asia-Pacific journal of financial studies
8
Journal of empirical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Staff reports / Federal Reserve Bank of New York
8
CPQF Working Paper Series
7
Finance and stochastics
7
Journal of international financial markets, institutions & money
7
Research in international business and finance
7
The European journal of finance
7
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
7
Annals of finance
6
Discussion papers of interdisciplinary research project 373
6
Economic modelling
6
FINRISK Working Paper Series
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
International Journal of Financial Studies : open access journal
6
Risks : open access journal
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ECONIS (ZBW)
9
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1
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
2
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
3
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
4
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
5
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
6
An exact and explicit implied volatility inversion formula
Xia, Yuxuan
;
Cui, Zhenyu
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011923068
Saved in:
7
Pólya-based approximation for the ATM-forward implied volatility
Matić, Ivan
;
Radoičić, Radoš
;
Stefanica, Dan
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011778274
Saved in:
8
Symbolic regression-based adaptive generation of implied volatility
Yen, Joseph
;
Qi, Yuan Yuan
;
Wong, Seng Fat
;
Zhou, Jiantao
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250018-1-2250018-27
Persistent link: https://www.econbiz.de/10013367616
Saved in:
9
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
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