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Volatility
160
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160
Theorie
84
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84
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81
Optionspreistheorie
81
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56
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56
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Dunis, Christian
8
Paxson, Dean A.
5
Ap Gwilym, Owain
4
Chen, Son-nan
4
Gupta, Rangan
4
Copeland, Laurence S.
3
Hsu, Pao-Peng
3
Koutmos, Gregory
3
McMillan, David G.
3
Pierdzioch, Christian
3
Satchell, Stephen
3
Song, Xiaojing
3
Tippett, Mark
3
Wang, Xingchun
3
Wohar, Mark E.
3
Anderluh, J. H. M.
2
Areal, Nelson
2
Balaban, Ercan
2
Ballotta, Laura
2
Bhar, Ramaprasad
2
Brandão, Luiz Eduardo Teixeira
2
Caporin, Massimiliano
2
Catania, Leopoldo
2
Chesney, Marc
2
Chiarella, Carl
2
Coakley, Jerry
2
Dockendorf, Jörg
2
Elliott, Robert J.
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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
Lin, Shih-kuei
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Lucey, Brian M.
2
Melia, Adrian
2
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The European journal of finance
European journal of operational research : EJOR
748
Energy economics
726
Finance research letters
686
International journal of theoretical and applied finance
650
NBER working paper series
573
The journal of futures markets
553
Working paper / National Bureau of Economic Research, Inc.
545
Journal of banking & finance
533
NBER Working Paper
490
International review of financial analysis
461
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457
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428
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425
International review of economics & finance : IREF
406
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380
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367
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349
Mathematical finance : an international journal of mathematics, statistics and financial theory
333
Quantitative finance
332
Journal of economic dynamics & control
331
Economics letters
328
Working paper
318
Applied economics letters
311
Applied mathematical finance
306
Applied financial economics
299
Journal of empirical finance
299
Discussion paper / Tinbergen Institute
285
Discussion paper / Centre for Economic Policy Research
283
The journal of computational finance
282
Research in international business and finance
263
The journal of derivatives : the official publication of the International Association of Financial Engineers
254
Journal of risk and financial management : JRFM
250
Journal of international financial markets, institutions & money
249
Journal of international money and finance
249
Journal of financial economics
246
Risks : open access journal
244
Computational economics
233
CESifo working papers
214
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
206
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ECONIS (ZBW)
234
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1
Modeling electricity spot prices : combining mean reversion, spikes, and stochastic
volatility
Mayer, Klaus
;
Schmid, Thomas
;
Weber, Florian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 292-315
Persistent link: https://www.econbiz.de/10010528197
Saved in:
2
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
3
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
Saved in:
4
Multivariate asset models using Lévy processes and applications
Ballotta, Laura
;
Bonfiglioli, Efrem
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1320-1350
Persistent link: https://www.econbiz.de/10011715430
Saved in:
5
A new closed-form formula for pricing European options under a skew Brownian motion
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 1063-1074
Persistent link: https://www.econbiz.de/10012244440
Saved in:
6
Pricing
volatility
options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
7
Pricing of foreign exchange options under the MPT stochastic
volatility
model and the CIR interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 551-571
Persistent link: https://www.econbiz.de/10011619055
Saved in:
8
Volatility
and variance swaps and options in the fractional SABR model
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1725-1745
Persistent link: https://www.econbiz.de/10012314649
Saved in:
9
Valuation of spread options under correlated skew Brownian motions
Song, Shiyu
;
Wang, Xingchun
;
Zhang, Xiaowen
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
Saved in:
10
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
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