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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
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Börsenkurs
Option pricing theory
Optionspreistheorie
467
Volatility
245
Volatilität
245
Stochastic process
232
Stochastischer Prozess
232
Theorie
153
Theory
153
Derivat
111
Derivative
111
Option trading
92
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70
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option pricing
27
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Martingale
24
stochastic volatility
24
Incomplete market
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Risiko
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Risk
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Unvollkommener Markt
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Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Takahashi, Akihiko
7
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
Joshi, Mark S.
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Oosterlee, Cornelis W.
5
Siu, Tak Kuen
5
Avellaneda, Marco
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Račev, Svetlozar T.
4
Wu, Lixin
4
Arai, Takuji
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Chiarella, Carl
3
Cui, Zhenyu
3
Ehrhardt, Matthias
3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hoogland, J. K.
3
Hubalek, Friedrich
3
Hughston, Lane P.
3
Jaimungal, Sebastian
3
Neumann, C. D. D.
3
Pallavicini, Andrea
3
Pistorius, Martijn
3
Radoičić, Radoš
3
Schmidt, Thorsten
3
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International journal of theoretical and applied finance
Finance research letters
339
The journal of futures markets
334
Journal of banking & finance
320
Mathematical finance : an international journal of mathematics, statistics and financial theory
261
The journal of computational finance
257
Applied mathematical finance
249
Quantitative finance
229
Finance and stochastics
221
The North American journal of economics and finance : a journal of financial economics studies
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
210
Energy economics
207
International review of financial analysis
203
NBER working paper series
193
Working paper / National Bureau of Economic Research, Inc.
178
International review of economics & finance : IREF
176
Review of derivatives research
173
Applied economics
158
Journal of economic dynamics & control
155
Economic modelling
154
Journal of financial economics
149
Insurance / Mathematics & economics
141
The European journal of finance
140
European journal of operational research : EJOR
135
Journal of empirical finance
134
NBER Working Paper
134
Applied economics letters
132
Journal of econometrics
128
Journal of risk and financial management : JRFM
126
International journal of financial engineering
124
Applied financial economics
123
Risks : open access journal
123
Computational economics
122
Research paper series / Swiss Finance Institute
122
Research in international business and finance
119
Journal of mathematical finance
115
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
109
The journal of finance : the journal of the American Finance Association
102
Journal of international financial markets, institutions & money
101
Review of quantitative finance and accounting
98
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ECONIS (ZBW)
480
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1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
Implied
volatility
trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
Saved in:
3
The stochastic intensity SSRD model implied
volatility
patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
4
A new representation of the local
volatility
surface
Rodrigo, Maianito R.
;
Mamon, Rogemar S.
- In:
International journal of theoretical and applied finance
11
(
2008
)
7
,
pp. 691-703
Persistent link: https://www.econbiz.de/10003791850
Saved in:
5
On the realtionship between the call price surface and the implied
volatility
surface close to expiry
Roper, Michael
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 427-441
Persistent link: https://www.econbiz.de/10003879068
Saved in:
6
Sensitivity analysis and density estimation for the Hobson-Rogers stochastic
volatility
model
Kawai, Reiichiro
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003867401
Saved in:
7
Modern logarithms for the Heston model
Fahrner, Ingo
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10003415501
Saved in:
8
Componentwise splitting methods for pricing American options under stochastic
volatility
Ikonen, Samuli
;
Toivanen, Jari
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 331-361
Persistent link: https://www.econbiz.de/10003441984
Saved in:
9
Small-time asymptotics for implied volitility under the Heston model
Forde, Martin
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 861-876
Persistent link: https://www.econbiz.de/10003911247
Saved in:
10
Probability distribution and option pricing for drawdown in a stochastic
volatility
environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
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