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Stochastic Volatility : Option...
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Derivative
Volatility
40,965
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40,697
Theorie
21,195
Theory
20,673
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17,229
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16,788
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14,815
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4,043
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3,432
Optionsgeschäft
3,416
Option trading
3,392
CAPM
2,748
volatility
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29
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23
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18
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18
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17
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16
Carr, Peter
15
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15
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15
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14
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14
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13
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13
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12
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12
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12
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11
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11
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11
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10
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10
Platen, Eckhard
10
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10
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9
Fouque, Jean-Pierre
9
Härdle, Wolfgang K.
9
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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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2
Instituto Valenciano de Investigaciones Económicas
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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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>
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1
Springer-Verlag GmbH
1
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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
121
The journal of futures markets
70
Applied mathematical finance
68
Review of derivatives research
50
Energy economics
49
Journal of banking & finance
47
Quantitative finance
47
The journal of computational finance
36
Finance research letters
34
Journal of mathematical finance
34
European journal of operational research : EJOR
32
International review of financial analysis
32
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
International review of economics & finance : IREF
25
Journal of economic dynamics & control
25
The North American journal of economics and finance : a journal of financial economics studies
25
The journal of derivatives : JOD
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Applied economics letters
21
Journal of econometrics
19
Applied financial economics
17
SpringerLink / Bücher
16
Annals of finance
15
Computational economics
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
SFB 649 discussion paper
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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
The journal of finance : the journal of the American Finance Association
11
The review of financial studies
11
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ECONIS (ZBW)
3,422
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1
RePEc
1
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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
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
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
4
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
5
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
6
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
7
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
8
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
9
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
10
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
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