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~isPartOf:"Quantitative finance"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Stochastischer Prozess
Volatilität
Volatility
26
Option pricing theory
22
Optionspreistheorie
22
Implied volatility
20
Option trading
11
Optionsgeschäft
11
Options
10
Stochastic process
9
Theorie
7
Theory
7
Derivat
6
Derivative
6
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5
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5
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Jacquier, Antoine
2
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2
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1
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Alfeus, Mesias
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Gassiat, Paul
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Quantitative finance
Research paper series / Swiss Finance Institute
40
Swiss Finance Institute Research Paper
26
Journal of banking & finance
24
Discussion paper / Tinbergen Institute
21
International review of financial analysis
19
Finance research letters
17
International journal of theoretical and applied finance
17
Working Paper
16
SFB 649 discussion paper
15
Working paper
13
Applied economics
12
Journal of risk and financial management : JRFM
12
SFB 649 Discussion Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / Centre for Practical Quantitative Finance
12
Journal of financial economics
11
Applied mathematical finance
10
Energy economics
10
International review of economics & finance : IREF
10
The journal of futures markets
10
International journal of financial engineering
9
Journal of econometrics
9
Asia-Pacific journal of financial studies
8
Journal of empirical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Staff reports / Federal Reserve Bank of New York
8
CPQF Working Paper Series
7
Finance and stochastics
7
Journal of international financial markets, institutions & money
7
Research in international business and finance
7
The European journal of finance
7
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
7
Annals of finance
6
Discussion papers of interdisciplinary research project 373
6
Economic modelling
6
FINRISK Working Paper Series
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
International Journal of Financial Studies : open access journal
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Risks : open access journal
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ECONIS (ZBW)
27
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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
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:
9
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
Saved in:
10
Fractional stochastic volatility correction to CEV implied volatility
Kim, Hyun-Gyoon
;
Kwon, Se-Jin
;
Kim, Jeong-Hoon
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
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