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~isPartOf:"Quantitative finance"
~subject:"Real options analysis"
~subject:"Volatility"
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Option Prices with Stochastic...
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Real options analysis
Volatility
Option pricing theory
199
Optionspreistheorie
199
Volatilität
105
Stochastic process
103
Stochastischer Prozess
103
Option trading
53
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Gatheral, Jim
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Horvath, Blanka Nora
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3
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2
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2
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2
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2
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2
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2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Kim, Jeong-Hoon
2
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Quantitative finance
International journal of theoretical and applied finance
174
The journal of futures markets
85
Journal of banking & finance
83
Applied mathematical finance
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The journal of computational finance
66
European journal of operational research : EJOR
56
Finance research letters
54
Review of derivatives research
53
International journal of financial engineering
49
Computational economics
43
Journal of economic dynamics & control
42
Finance and stochastics
41
Journal of econometrics
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
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38
The North American journal of economics and finance : a journal of financial economics studies
38
The European journal of finance
36
Risks : open access journal
33
Energy economics
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28
Review of quantitative finance and accounting
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economic modelling
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International review of financial analysis
20
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Asia-Pacific financial markets
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19
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Journal of financial and quantitative analysis : JFQA
17
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Swiss Finance Institute Research Paper
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1
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
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2
A revised option pricing formula with the underlying being banned from short selling
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 935-948
Persistent link: https://www.econbiz.de/10012262638
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3
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
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4
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Kim, Jeong-Hoon
;
Park, Hyejin
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012194627
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5
Short-time near-the-money skew in rough fractional volatility models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
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6
Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei
;
Xiong, Jie
;
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
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7
A PDE method for estimation of implied volatility
Matić, Ivan
;
Radoičić, Radoš
;
Stefanica, Dan
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 393-408
Persistent link: https://www.econbiz.de/10012194873
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8
Mass at zero in the uncorrelated SABR model and implied volatility asymptotics
Gulisashvili, Archil
;
Horvath, Blanka Nora
;
Jacquier, …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1753-1765
Persistent link: https://www.econbiz.de/10012261909
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9
Physics-informed convolutional transformer for predicting volatility surface
Kim, Soohan
;
Yun, Seok-Bae
;
Bae, Hyeong-Ohk
;
Lee, Muhyun
; …
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10014551964
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10
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
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