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~isPartOf:"Quantitative finance"
~subject:"Kointegration"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
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Kointegration
Optionspreistheorie
Volatilität
Option pricing theory
199
Volatility
194
Stochastic process
123
Stochastischer Prozess
123
Option trading
56
Optionsgeschäft
56
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Bayer, Christian
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Jacquier, Antoine
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Radoičić, Radoš
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Sornette, Didier
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Tempone, Raúl
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Chan, Tat Lung
3
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3
Pirjol, Dan
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3
Wehrli, Alexander
3
Wong, Hoi Ying
3
Zhu, Song-Ping
3
Ziveyi, Jonathan
3
Aguilar, Jean-Philippe
2
Alexander, Carol
2
Alòs, Elisa
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Bellini, Fabio
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Ben Hammouda, Chiheb
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2
Forde, Martin
2
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2
Fukasawa, Masaaki
2
Funahashi, Hideharu
2
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Quantitative finance
Energy economics
895
Applied economics
741
Finance research letters
721
Economic modelling
617
The journal of futures markets
567
International journal of theoretical and applied finance
560
NBER working paper series
547
Journal of banking & finance
539
Working paper / National Bureau of Economic Research, Inc.
519
Journal of econometrics
503
International review of financial analysis
488
International Journal of Energy Economics and Policy : IJEEP
464
International review of economics & finance : IREF
464
NBER Working Paper
463
Applied economics letters
459
Economics letters
423
The North American journal of economics and finance : a journal of financial economics studies
414
Working paper
361
Research in international business and finance
349
Applied financial economics
348
Journal of international money and finance
305
Journal of empirical finance
299
Journal of international financial markets, institutions & money
299
Mathematical finance : an international journal of mathematics, statistics and financial theory
295
Applied mathematical finance
287
International journal of economics and financial issues : IJEFI
284
Discussion paper / Centre for Economic Policy Research
282
The journal of computational finance
269
Journal of economic dynamics & control
266
CESifo working papers
262
Discussion paper / Tinbergen Institute
256
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
255
Finance and stochastics
253
Journal of risk and financial management : JRFM
253
International journal of economics and finance
249
The journal of derivatives : the official publication of the International Association of Financial Engineers
247
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
246
Journal of financial economics
239
The European journal of finance
229
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ECONIS (ZBW)
294
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1
Dynamics of foreign exchange implied
volatility
and implied correlation surfaces
Beer, Simone
;
Fink, Holger Maria
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1293-1320
Persistent link: https://www.econbiz.de/10012194789
Saved in:
2
Forecasting market index
volatility
using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
Saved in:
3
The SINC way : a fast and accurate approach to Fourier pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
Saved in:
4
A fast algorithm for simulation of rough
volatility
models
Ma, Jingtang
;
Wu, Haofei
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 447-462
Persistent link: https://www.econbiz.de/10013167769
Saved in:
5
Short-dated smile under rough
volatility
: asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
6
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
7
Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele
;
Baviera, Roberto
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
Saved in:
8
Performance measurement for option portfolios in a stochastic
volatility
framework
Baule, Rainer
;
Entrop, Oliver
;
Wessels, Sebastian
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 519-539
Persistent link: https://www.econbiz.de/10013167776
Saved in:
9
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
10
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
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