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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Volatility"
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Volatility
Option pricing theory
203
Optionspreistheorie
203
Theorie
91
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91
Option trading
47
Optionsgeschäft
47
Volatilität
36
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Ritchken, Peter H.
2
Rosenberg, Joshua V.
2
Russo, Emilio
2
Beliaeva, Natalia A.
1
Bennett, Michael N.
1
Biktimirov, Ernest N.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
156
Quantitative finance
104
Journal of banking & finance
84
The journal of futures markets
80
Applied mathematical finance
72
The journal of computational finance
65
Finance research letters
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
50
The North American journal of economics and finance : a journal of financial economics studies
50
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
40
International review of economics & finance : IREF
40
Journal of econometrics
39
Computational economics
38
Applied economics
36
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Economic modelling
34
Risks : open access journal
32
International review of financial analysis
31
NBER working paper series
31
Journal of financial economics
30
Journal of risk and financial management : JRFM
30
Research paper series / Swiss Finance Institute
30
Working paper / National Bureau of Economic Research, Inc.
29
The European journal of finance
28
Emerging markets review
27
Energy economics
27
Research in international business and finance
27
Review of quantitative finance and accounting
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Insurance / Mathematics & economics
26
Annals of finance
25
Applied financial economics
24
Journal of international financial markets, institutions & money
24
NBER Working Paper
24
IMF working papers
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ECONIS (ZBW)
36
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1
Volatility patterns : theory and some evidence from the dollar-mark
option
market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
2
The term structure of equity risk : an empirical analysis
Dravid, Ajay R.
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 48-63
Persistent link: https://www.econbiz.de/10001202804
Saved in:
3
Implied trinomial trees of the volatility smile
Derman, Emanuel
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 7-22
Persistent link: https://www.econbiz.de/10001202805
Saved in:
4
Binomial
option
pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001207627
Saved in:
5
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
Saved in:
6
On pricing Asian options under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
7
Option
pricing via QUAD : from Black-Scholes-Merton to Heston with jumps
Su, Haozhe
;
Chen, Ding
;
Newton, David P.
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 9-27
Persistent link: https://www.econbiz.de/10011687339
Saved in:
8
Model-based versus model-free implied volatility : evidence from North American, European, and Asian index
option
markets
Biktimirov, Ernest N.
;
Wang, Chunrong
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 42-68
Persistent link: https://www.econbiz.de/10011687342
Saved in:
9
An empirical examination of the relation between the
option
-implied volatility smile and heterogeneous beliefs
Feng, Shu
;
Pu, Xiaoling
;
Zhang, Yi
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011965383
Saved in:
10
Sector
option
implied volatility dynamics and predictability
Marks, Joseph M.
;
Simon, David P.
- In:
The journal of derivatives : the official publication …
25
(
2017
)
2
,
pp. 22-42
Persistent link: https://www.econbiz.de/10011941219
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