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~isPartOf:"Quantitative finance"
~subject:"Option pricing theory"
~subject:"Option trading"
~subject:"Volatilität"
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Option pricing theory
Option trading
Volatilität
Volatility
26
Optionspreistheorie
22
Implied volatility
20
Optionsgeschäft
11
Options
10
Stochastic process
9
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Jacquier, Antoine
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Quantitative finance
Research paper series / Swiss Finance Institute
70
Swiss Finance Institute Research Paper
43
Journal of banking & finance
29
Discussion paper / Tinbergen Institute
24
SFB 649 discussion paper
23
Finance research letters
19
International review of financial analysis
19
International journal of theoretical and applied finance
18
Working paper
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The journal of futures markets
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Journal of financial economics
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Journal of risk and financial management : JRFM
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The journal of derivatives : JOD
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International review of economics & finance : IREF
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Working Paper
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International Journal of Financial Studies : open access journal
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International journal of financial engineering
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Risks : open access journal
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Asia-Pacific journal of financial studies
9
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9
The European journal of finance
9
Cogent economics & finance
8
Economic modelling
8
Journal of econometrics
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of derivatives research
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Rotman School of Management Working Paper
8
SSE EFI working paper series in economics and finance
8
Working paper / Centre for Financial Research
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Annals of finance
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ECONIS (ZBW)
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1
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
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
Algorithmic market making for
options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
Saved in:
4
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Saved in:
5
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
6
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
7
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
8
A data-driven deep learning approach for
options
market making
Lai, Qianhui
;
Gao, Xuefeng
;
Li, Lingfei
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 777-797
Persistent link: https://www.econbiz.de/10014304348
Saved in:
9
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:
10
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
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