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~isPartOf:"Journal of banking & finance"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
~subject:"Zinsstruktur"
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Aufsatzsammlung
Landwirtschaft
Volatilität
Zinsstruktur
Stochastic process
71
Stochastischer Prozess
71
Volatility
35
Option pricing theory
31
Optionspreistheorie
31
Theorie
25
Theory
25
Estimation
17
Portfolio selection
17
Portfolio-Management
17
Schätzung
17
Stochastic volatility
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Option trading
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Optionsgeschäft
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Black-Scholes model
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Estimation theory
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Option pricing
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Risk premium
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Schätztheorie
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41
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Backwell, Alex
2
Baldeaux, Jan
2
Branger, Nicole
2
Kaeck, Andreas
2
Platen, Eckhard
2
Alexander, Carol
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barro, Diana
1
Barsotti, Flavia
1
Beliaeva, Natalia A.
1
Bregantini, Daniele
1
Caldana, Ruggero
1
Casassus, Jaime
1
Chang, Charles
1
Chavez-Demoulin, Valerie
1
Cheng, Benjamin
1
Christoffersen, Peter F.
1
Collin-Dufresne, Pierre
1
Consigli, Giorgio
1
Cordis, Adriana S.
1
Cui, Zhenyu
1
Del Viva, Luca
1
Elliott, Robert J.
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
Fengler, Matthias
1
Ferrando, Sebastian
1
Feunou, Bruno
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Fuh, Cheng-der
1
Fusai, Gianluca
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Ge̜bka, Bartosz
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Goldstein, Bob
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Grasselli, Martino
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Hain, Martin
1
Hansen, Anne Lundgaard
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1
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Journal of banking & finance
International journal of theoretical and applied finance
154
Journal of econometrics
105
Quantitative finance
91
Applied mathematical finance
65
Finance and stochastics
65
Discussion paper / Tinbergen Institute
58
Mathematical finance : an international journal of mathematics, statistics and financial theory
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of economic dynamics & control
53
The journal of computational finance
53
Computational economics
49
Econometric reviews
44
European journal of operational research : EJOR
44
Insurance / Mathematics & economics
42
Journal of mathematical finance
42
International journal of financial engineering
39
Working paper
38
Finance research letters
37
Annals of finance
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
The journal of futures markets
33
Risks : open access journal
32
Journal of empirical finance
31
Research paper series / Swiss Finance Institute
30
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Economics letters
28
Energy economics
28
Review of derivatives research
27
The North American journal of economics and finance : a journal of financial economics studies
27
CREATES research paper
25
Economic modelling
25
CAMA working paper series
24
Journal of risk and financial management : JRFM
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
The European journal of finance
23
Applied economics
22
Journal of financial economics
19
NBER working paper series
19
Asia-Pacific financial markets
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ECONIS (ZBW)
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1
Collateral smile
Leippold, Markus
;
Su, Lujing
- In:
Journal of banking & finance
58
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011543849
Saved in:
2
Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia
;
Del Viva, Luca
- In:
Journal of banking & finance
58
(
2015
),
pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
Saved in:
3
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
4
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
5
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
6
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
7
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Saved in:
8
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10011585489
Saved in:
9
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
10
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
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