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Option pricing theory
199
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199
Volatility
123
Volatilität
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Stochastic process
106
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106
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53
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Bayer, Christian
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Jacquier, Antoine
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Radoičić, Radoš
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4
Chan, Tat Lung
3
Cui, Zhenyu
3
Felpel, Mike
3
Horvath, Blanka Nora
3
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3
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3
Pirjol, Dan
3
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3
Ziveyi, Jonathan
3
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2
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2
Alòs, Elisa
2
Badescu, Alexandru
2
Ben Hammouda, Chiheb
2
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2
Chatterjee, Rupak
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Cheang, Gerald H. L.
2
Dai, Tian-Shyr
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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Quantitative finance
MPRA Paper
1,430
International journal of theoretical and applied finance
476
Working Paper
417
ECB Working Paper
339
Energy economics
329
The journal of futures markets
321
Finance research letters
317
Journal of banking & finance
308
Discussion paper / Tinbergen Institute
306
CESifo Working Paper
302
Tinbergen Institute Discussion Paper
276
The journal of computational finance
256
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
Applied mathematical finance
249
CESifo working papers
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232
Finance and stochastics
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212
The journal of derivatives : the official publication of the International Association of Financial Engineers
207
CREATES Research Papers
204
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The North American journal of economics and finance : a journal of financial economics studies
195
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192
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191
International review of financial analysis
186
NBER Working Papers
185
SSE/EFI Working Paper Series in Economics and Finance
176
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176
Journal of empirical finance
173
Review of derivatives research
173
International review of economics & finance : IREF
170
Econometrics
166
Journal of risk and financial management : JRFM
166
SFB 649 discussion paper
163
SFB 649 Discussion Paper
161
The European journal of finance
156
Journal of economic dynamics & control
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ECONIS (ZBW)
226
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 933-949
Persistent link: https://www.econbiz.de/10011910932
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2
Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition
Hua, Qiuling
;
Jiang, Tingfeng
;
Cheng, Zhang
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1501-1515
Persistent link: https://www.econbiz.de/10011913179
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3
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:
4
The impact of options introduction on the volatility of the underlying equities : evidence from the Chinese stock markets
Arkorful, Gideon Bruce
;
Chen, Haiqiang
;
Liu, Xiaoqun
; …
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2015-2024
Persistent link: https://www.econbiz.de/10012313545
Saved in:
5
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
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6
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
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7
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
8
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun
;
Shao, Chenjie
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
Saved in:
9
Backtesting expected shortfall and beyond
Deng, Kaihua
;
Qiu, Jie
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
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10
Optimal portfolio allocation and asset centrality revisited
Olmo, Jose
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1475-1490
Persistent link: https://www.econbiz.de/10012624148
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