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Option trading
58
Optionsgeschäft
58
Option pricing theory
53
Optionspreistheorie
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Stochastic process
24
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24
Volatility
23
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Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
262
NBER working paper series
236
The journal of futures markets
199
The journal of finance : the journal of the American Finance Association
194
NBER Working Paper
177
Journal of banking & finance
147
Finance research letters
140
Journal of financial and quantitative analysis : JFQA
127
International journal of theoretical and applied finance
119
Journal of financial economics
105
The American economic review
98
Discussion paper / Centre for Economic Policy Research
93
SpringerLink / Bücher
90
The journal of derivatives : the official publication of the International Association of Financial Engineers
88
Management science : journal of the Institute for Operations Research and the Management Sciences
79
Review of derivatives research
75
Journal of economic dynamics & control
73
Wiley finance series
72
International review of financial analysis
64
The review of financial studies
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
The review of economics and statistics
62
Voprosy ėkonomiki : ordena trudovogo krasnogo znameni ežemesjačnyj žurnal ; Vserossijskoe ėkonomičeskoe izdanie
61
The journal of computational finance
60
The journal of business : B
58
Applied mathematical finance
57
Die Bank
57
International review of economics & finance : IREF
55
The quarterly journal of economics
54
The North American journal of economics and finance : a journal of financial economics studies
53
Journal of financial markets
51
Finance and stochastics
50
Applied economics
49
The European journal of finance
49
The journal of structured finance
47
Europäische Hochschulschriften / 5
46
Financial analysts' journal : FAJ
46
Journal of business economics : JBE
46
Pacific-Basin finance journal
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ECONIS (ZBW)
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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
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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3
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:
4
Callable barrier reverse convertible securities
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
Saved in:
5
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
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6
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:
7
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
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8
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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9
Pricing high-dimensional American options by kernel ridge regression
Hu, Wenbin
;
Zastawniak, Tomasz
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 851-865
Persistent link: https://www.econbiz.de/10012262630
Saved in:
10
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
Phelan, C. E.
;
Marazzina, D.
;
Germano, G.
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 899-918
Persistent link: https://www.econbiz.de/10012262635
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