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Stochastischer Prozess
Volatility
41,108
Volatilität
40,839
Theorie
21,752
Theory
21,372
CAPM
19,070
Optionspreistheorie
14,848
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Risikoprämie
4,477
Risk premium
4,446
Derivat
3,668
Derivative
3,659
Zeitreihenanalyse
3,634
Time series analysis
3,551
Optionsgeschäft
3,380
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McAleer, Michael
69
Asai, Manabu
40
Chiarella, Carl
38
Koopman, Siem Jan
38
Cui, Zhenyu
36
Chan, Joshua
34
Todorov, Viktor
34
Takahashi, Akihiko
29
Escobar, Marcos
28
Madan, Dilip B.
28
Clark, Todd E.
26
Barndorff-Nielsen, Ole E.
25
Fabozzi, Frank J.
25
Mumtaz, Haroon
25
Shephard, Neil G.
25
Carr, Peter
24
Platen, Eckhard
23
Tauchen, George Eugene
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Nguyen, Duy
22
Bos, Charles S.
21
Fouque, Jean-Pierre
21
Hainaut, Donatien
21
Yu, Jun
21
Alòs, Elisa
20
Andersen, Torben
20
Carriero, Andrea
20
Elliott, Robert J.
20
Benth, Fred Espen
19
Branger, Nicole
19
Marcellino, Massimiliano
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Oosterlee, Cornelis W.
19
Renault, Eric
19
Wong, Hoi Ying
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Grasselli, Martino
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Hafner, Christian M.
18
Martin, Gael M.
17
Renò, Roberto
17
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17
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17
Kang, Boda
16
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6
Erasmus Research Institute of Management
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Chambre de commerce et d'industrie de Paris
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Australian National University / Faculty of Economics and Commerce
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Bachelier Finance Society
1
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1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Springer International Publishing
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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
233
Quantitative finance
128
Journal of econometrics
113
Finance and stochastics
104
Applied mathematical finance
103
The journal of computational finance
94
Insurance / Mathematics & economics
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
European journal of operational research : EJOR
71
Computational economics
70
Journal of economic dynamics & control
66
Discussion paper / Tinbergen Institute
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
International journal of financial engineering
59
Journal of mathematical finance
58
Finance research letters
55
Risks : open access journal
55
Journal of banking & finance
52
Annals of finance
46
The journal of futures markets
46
Econometric reviews
45
Review of derivatives research
45
Research paper series / Swiss Finance Institute
43
Energy economics
40
Working paper
39
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
36
Asia-Pacific financial markets
33
Economics letters
32
The European journal of finance
32
Economic modelling
31
Journal of empirical finance
31
Journal of risk and financial management : JRFM
31
Journal of financial economics
30
Applied economics
25
CREATES research paper
25
Swiss Finance Institute Research Paper
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CAMA working paper series
24
SFB 649 discussion paper
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ECONIS (ZBW)
5,554
EconStor
82
USB Cologne (EcoSocSci)
7
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1
A new look at short-term implied
volatility
in asset price models with jumps
Mijatovi´c, Aleksandar
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10011550267
Saved in:
2
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
3
An approximation scheme for option pricing under two-state continuous
CAPM
Safdari-Vaighani, Ali
;
Ahmadian, Davood
;
Javid-Jahromi, Roja
- In:
Computational economics
57
(
2021
)
4
,
pp. 1373-1385
Persistent link: https://www.econbiz.de/10012543380
Saved in:
4
A jump diffusion model for VIX
volatility
options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
Saved in:
5
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:
6
Asymptotics for exponential Lévy processes and their
volatility
smile : survey and new results
Andersen, Leif B. G.
;
Lipton, Alexander
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-98
Persistent link: https://www.econbiz.de/10009725096
Saved in:
7
The term structure of implied
volatility
in symmetric models with applications to Heston
De Marco, Stefano
;
Martini, Claude
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009624467
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8
Second order multiscale stochastic
volatility
asymptotics : stochastic terminal layer analysis and calibration
Fouque, Jean-Pierre
;
Lorig, Matthew
;
Sircar, Kaushik Ronnie
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 543-588
Persistent link: https://www.econbiz.de/10011530043
Saved in:
9
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:
10
Small-maturity asymptotics for the at-the-money implied
volatility
Slope in Lévy Models
Gerhold, Stefan
;
Gülüm, I. Cetin
;
Pinter, Arpad
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 135-157
Persistent link: https://www.econbiz.de/10011547000
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