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The Zumbach Effect Under Rough...
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Derivative
Volatility
40,965
Volatilität
40,697
Theorie
21,055
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20,531
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17,229
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16,788
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3,696
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Derivat
3,386
Optionsgeschäft
3,358
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3,337
CAPM
2,728
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Hull, John
29
Benth, Fred Espen
23
Härdle, Wolfgang
18
Schoutens, Wim
18
Madan, Dilip B.
17
Prokopczuk, Marcel
16
Fabozzi, Frank J.
15
Wang, Xingchun
15
Carr, Peter
14
Chiarella, Carl
14
McAleer, Michael
14
Jarrow, Robert A.
13
Joshi, Mark S.
13
Schlögl, Erik
13
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12
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12
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12
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12
Lo, Andrew W.
12
Deutsch, Hans-Peter
11
Monfort, Alain
11
Nikitopoulos, Christina Sklibosios
11
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11
Gouriéroux, Christian
10
Howison, Sam
10
Platen, Eckhard
10
Takahashi, Akihiko
10
Branger, Nicole
9
Fouque, Jean-Pierre
9
Härdle, Wolfgang K.
9
Kyriakou, Ioannis
9
López Cabrera, Brenda
9
Steiner, Manfred
9
Zhang, Jin E.
9
Zheng, Wendong
9
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8
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8
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8
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8
Kokholm, Thomas
8
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2
Instituto Valenciano de Investigaciones Económicas
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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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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1
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1
Salomon Brothers Center for the Study of Financial Institutions
1
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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
119
The journal of futures markets
70
Applied mathematical finance
67
Review of derivatives research
50
Energy economics
48
Journal of banking & finance
47
Quantitative finance
47
The journal of computational finance
35
Finance research letters
34
Journal of mathematical finance
33
European journal of operational research : EJOR
32
International review of financial analysis
31
International journal of financial engineering
27
The European journal of finance
27
Finance and stochastics
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Risks : open access journal
26
Journal of economic dynamics & control
25
The North American journal of economics and finance : a journal of financial economics studies
25
International review of economics & finance : IREF
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
The journal of derivatives : JOD
22
Applied economics letters
21
Journal of econometrics
19
Applied financial economics
17
Annals of finance
15
Computational economics
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
SFB 649 discussion paper
15
SpringerLink / Bücher
15
Applied economics
14
Research in international business and finance
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Economic modelling
13
Research paper series / Swiss Finance Institute
13
Journal of empirical finance
12
Journal of financial economics
12
Working paper
11
International journal of bonds and derivatives
10
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ECONIS (ZBW)
3,377
RePEc
1
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1
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3,378
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1
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:
2
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:
3
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:
4
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:
5
Efficient pricing algorithms for exotic derivatives
Lord, Roger
-
2008
Persistent link: https://www.econbiz.de/10003775897
Saved in:
6
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
7
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
8
Exact pricing with stochastic
volatility
and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
Saved in:
9
Derivative pricing with wishart multivariate stochastic
volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
10
Pricing and hedging
volatility
derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
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