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101
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100
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95
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92
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92
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90
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84
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83
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82
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81
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80
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77
Todorov, Viktor
77
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76
Hammoudeh, Shawkat
75
Carr, Peter
72
Benth, Fred Espen
71
Caporin, Massimiliano
71
Prokopczuk, Marcel
70
Christoffersen, Peter F.
69
Joshi, Mark S.
68
McMillan, David G.
68
Asai, Manabu
67
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67
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738
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Finance research letters
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553
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426
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425
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402
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380
Insurance / Mathematics & economics
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
334
Economics letters
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Quantitative finance
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326
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Applied financial economics
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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 money and finance
249
Journal of international financial markets, institutions & money
247
Journal of financial economics
246
Risks : open access journal
231
The European journal of finance
231
Computational economics
228
CESifo working papers
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Showing
1
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10
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1
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes
;
Martínez-Rodríguez, Julia
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10008702343
Saved in:
2
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
3
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
4
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
5
Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Mahoney, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011399615
Saved in:
6
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
7
Option pricing: channels, target zones and sideways markets
Kakushadze, Zura
- In:
Bulletin of applied economics
7
(
2020
)
2
,
pp. 25-33
Persistent link: https://www.econbiz.de/10012813830
Saved in:
8
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
9
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
10
Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics
Mahoney, Daniel
-
2016
Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...
Persistent link: https://www.econbiz.de/10014306581
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