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Derivative
Volatility
41,127
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40,858
Theorie
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17,621
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14,848
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Hull, John
29
Benth, Fred Espen
21
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17
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17
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17
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16
Prokopczuk, Marcel
16
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15
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14
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13
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13
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13
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11
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Monfort, Alain
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Gouriéroux, Christian
10
Howison, Sam
10
Takahashi, Akihiko
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Branger, Nicole
9
Fouque, Jean-Pierre
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Härdle, Wolfgang K.
9
Kyriakou, Ioannis
9
Platen, Eckhard
9
Steiner, Manfred
9
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9
Zheng, Wendong
9
Alexander, Carol
8
Brigo, Damiano
8
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Springer Fachmedien Wiesbaden
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
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1
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Salomon Brothers Center for the Study of Financial Institutions
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1
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1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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International journal of theoretical and applied finance
116
The journal of futures markets
76
Applied mathematical finance
67
Review of derivatives research
49
Energy economics
48
Journal of banking & finance
46
Quantitative finance
46
Finance research letters
36
The journal of computational finance
34
European journal of operational research : EJOR
31
International review of financial analysis
31
Journal of mathematical finance
31
The European journal of finance
26
International journal of financial engineering
25
Risks : open access journal
25
Finance and stochastics
24
International review of economics & finance : IREF
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of economic dynamics & control
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Applied economics letters
22
The journal of derivatives : JOD
22
Applied financial economics
21
Journal of econometrics
18
Computational economics
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
Research in international business and finance
15
SpringerLink / Bücher
15
Economic modelling
14
SFB 649 discussion paper
14
Applied economics
13
Journal of empirical finance
13
Journal of financial economics
13
Annals of finance
12
Research paper series / Swiss Finance Institute
12
Working paper
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
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ECONIS (ZBW)
3,340
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Skewed generalized error distribution of financial assets and option pricing
Theodossiou, Panayiotis
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 223-266
Persistent link: https://www.econbiz.de/10011434223
Saved in:
2
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
3
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
4
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
5
Impacts of derivative markets on spot market
volatility
and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
6
Volatility
forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Saved in:
7
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:
8
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
9
Deriving option-implied probability densities for foreign exchange markets
Blake, Andrew P.
;
Rule, Garreth
-
2015
Persistent link: https://www.econbiz.de/10011289967
Saved in:
10
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
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