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Stochastic process
Volatility
41,012
Volatilität
40,741
Optionspreistheorie
14,821
Theorie
14,400
Option pricing theory
14,362
Theory
14,033
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4,707
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3,775
Portfolio-Management
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3,268
Risk
3,176
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3,134
Aktienoption
2,796
volatility
2,657
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67
Chiarella, Carl
39
Asai, Manabu
37
Cui, Zhenyu
36
Koopman, Siem Jan
35
Chan, Joshua
34
Todorov, Viktor
34
Takahashi, Akihiko
29
Escobar, Marcos
28
Madan, Dilip B.
27
Clark, Todd E.
26
Barndorff-Nielsen, Ole E.
25
Fabozzi, Frank J.
25
Mumtaz, Haroon
25
Shephard, Neil G.
25
Carr, Peter
24
Tauchen, George Eugene
23
Benth, Fred Espen
22
Nguyen, Duy
22
Fouque, Jean-Pierre
21
Hainaut, Donatien
21
Platen, Eckhard
21
Yu, Jun
21
Alòs, Elisa
20
Andersen, Torben
20
Carriero, Andrea
20
Elliott, Robert J.
20
Marcellino, Massimiliano
19
Oosterlee, Cornelis W.
19
Wong, Hoi Ying
19
Grasselli, Martino
18
Bos, Charles S.
17
Hafner, Christian M.
17
Kang, Boda
17
Martin, Gael M.
17
Renault, Eric
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Wang, Xingchun
17
Račev, Svetlozar T.
16
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Nuffield College
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Queen Mary College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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University of Exeter / Department of Economics
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
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Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Econometrisch Instituut <Rotterdam>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Cleveland
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Rodney L. White Center for Financial Research
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Society of Actuaries
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Springer International Publishing
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Taylor and Francis.
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of British Columbia / Finance Division
1
University of Chicago / Graduate School of Business
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of theoretical and applied finance
231
Quantitative finance
123
Journal of econometrics
112
Applied mathematical finance
103
Finance and stochastics
101
The journal of computational finance
93
Insurance / Mathematics & economics
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Computational economics
65
European journal of operational research : EJOR
64
Discussion paper / Tinbergen Institute
60
International journal of financial engineering
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Journal of economic dynamics & control
58
Journal of mathematical finance
57
Risks : open access journal
55
Finance research letters
51
Journal of banking & finance
48
The journal of futures markets
47
Econometric reviews
45
Review of derivatives research
43
Annals of finance
41
Energy economics
39
Working paper
39
Research paper series / Swiss Finance Institute
38
The North American journal of economics and finance : a journal of financial economics studies
37
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Economics letters
32
Journal of risk and financial management : JRFM
31
Journal of empirical finance
30
Asia-Pacific financial markets
29
Economic modelling
29
The European journal of finance
29
Applied economics
25
CAMA working paper series
24
CREATES research paper
24
SFB 649 discussion paper
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Journal of financial economics
23
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
5,280
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1
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1
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:
2
Hedging strategy comparisons of
volatility
index options using diffusion models
Lin, Jun-Biao
- In:
The international journal of business and finance …
9
(
2015
)
3
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011285427
Saved in:
3
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
4
Performance of the Heston's stochastic
volatility
model : a study in Indian index options market
Singh, Shivam
;
Dixit, Alok
- In:
Theoretical economics letters
6
(
2016
)
2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10011545451
Saved in:
5
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
6
Using VIX futures to hedge forward implied
volatility
risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
7
Model-free implied
volatility
under jump-diffusion models
Choi, Seung-mook S.
;
Yang, Hongtao
- In:
Review of economics & finance
16
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012030898
Saved in:
8
Index options and
volatility
derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
9
Regime-switching stochastic
volatility
model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
10
A simple efficient approximation to price basket stock options with
volatility
smile
Wu, Ping
;
Elliott, Robert J.
- In:
Annals of finance
13
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011944955
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