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Theory
Volatility
41,139
Volatilität
40,870
Theorie
15,226
Optionspreistheorie
14,850
Option pricing theory
14,389
Börsenkurs
9,787
Share price
9,643
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9,474
Estimation
9,268
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7,400
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7,372
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6,695
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6,624
Monte Carlo simulation
6,331
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5,965
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5,902
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5,713
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5,623
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5,524
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5,204
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5,104
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5,099
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4,952
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4,741
Exchange rate
4,648
Prognoseverfahren
4,323
Forecasting model
4,269
Zeitreihenanalyse
3,737
Time series analysis
3,651
Optionsgeschäft
3,362
Portfolio-Management
3,349
Option trading
3,341
Derivat
3,321
Portfolio selection
3,320
Derivative
3,312
Risk
3,229
Risiko
3,183
Schätztheorie
2,710
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2,670
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4,793
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7,254
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9
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Bollerslev, Tim
78
Härdle, Wolfgang
62
Diebold, Francis X.
60
McAleer, Michael
59
Koopman, Siem Jan
56
Andersen, Torben
45
Chiarella, Carl
44
Lux, Thomas
40
Aizenman, Joshua
33
Pesaran, M. Hashem
33
Yu, Jun
33
Caporin, Massimiliano
32
Gupta, Rangan
32
Hafner, Christian M.
32
Herwartz, Helmut
32
Lucas, André
31
Pierdzioch, Christian
31
Bauwens, Luc
30
Bekaert, Geert
30
Dijk, Herman K. van
30
Hull, John
30
Fernández-Villaverde, Jesús
29
Joshi, Mark S.
29
Renault, Eric
28
Schlag, Christian
28
Todorov, Viktor
28
Aït-Sahalia, Yacine
27
Engle, Robert F.
27
Clark, Todd E.
26
Madan, Dilip B.
26
Scaillet, Olivier
26
Tsionas, Efthymios G.
26
Asai, Manabu
25
Caporale, Guglielmo Maria
24
Christoffersen, Peter F.
24
Platen, Eckhard
24
Wystup, Uwe
24
Carr, Peter
23
Ghysels, Eric
23
Hautsch, Nikolaus
23
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National Bureau of Economic Research
184
Centre for Analytical Finance <Århus>
24
Ekonomiska forskningsinstitutet <Stockholm>
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Svenska Handelshögskolan <Helsinki>
11
European University Institute / Department of Economics
8
Birkbeck College / Department of Economics
7
Rodney L. White Center for Financial Research
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Instituto Valenciano de Investigaciones Económicas
6
International Monetary Fund
6
Internationaler Währungsfonds / Research Department
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Center for Economic Research <Tilburg>
5
Institute of Finance and Accounting <London>
5
The Wharton Financial Institutions Center
5
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
5
University of Canterbury / Dept. of Economics and Finance
5
University of Exeter / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
4
Johannes Gutenberg-Universität Mainz
4
Københavns Universitet / Økonomisk Institut
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of British Columbia / Finance Division
4
Verlag Dr. Kovač
4
Centre for Economic Policy Research
3
Centre for Growth and Business Cycle Research <Manchester>
3
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of San Francisco
3
Goethe-Universität Frankfurt am Main
3
Judge Institute of Management Studies
3
National Institute of Economic and Social Research
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Université de Montréal / Département de sciences économiques
3
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Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
225
Journal of econometrics
206
Working paper / National Bureau of Economic Research, Inc.
183
NBER working paper series
176
NBER Working Paper
158
International journal of theoretical and applied finance
155
Journal of banking & finance
150
Finance and stochastics
145
Journal of economic dynamics & control
128
Discussion paper / Tinbergen Institute
127
Economics letters
127
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
Finance research letters
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
The journal of futures markets
100
Journal of financial economics
97
Working paper
96
Applied mathematical finance
94
Discussion paper / Centre for Economic Policy Research
94
The review of financial studies
92
Economic modelling
90
International journal of forecasting
88
Journal of empirical finance
86
The journal of computational finance
85
Journal of international money and finance
77
Applied economics
76
The European journal of finance
75
Econometric reviews
74
The journal of finance : the journal of the American Finance Association
74
Computational economics
71
Journal of forecasting
71
Energy economics
69
International review of financial analysis
68
Applied economics letters
65
Review of derivatives research
65
International review of economics & finance : IREF
64
Quantitative finance
59
SFB 649 discussion paper
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
European journal of operational research : EJOR
55
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ECONIS (ZBW)
14,862
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1
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1
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1
Stochastic
volatility
and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
2
The evaluation of barrier option prices under stochastic
volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
3
Pricing options under stochastic
volatility
: a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
Saved in:
4
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
5
The role of stochastic
volatility
and return jumps : reproducing
volatility
and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
6
Displaced lognormal
volatility
skews : analysis and applications to stochastic
volatility
simulations
Lee, Roger
;
Wang, Dan
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 159-181
Persistent link: https://www.econbiz.de/10009548134
Saved in:
7
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
8
Investigating the information content of the model-free
volatility
expectation by Monte Carlo methods
Zhang, Yuanyuan
;
Taylor, Stephen
;
Wang, Lili
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1071-1095
Persistent link: https://www.econbiz.de/10010255100
Saved in:
9
A risk-neutral stochastic
volatility
model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
10
Essays on foreign exchange option markets
Büsser, Ralf
-
2012
pricing ; risk premium ; density forecast ; Kalman filter ; variance swap ; Lévy process ; stochastic
volatility
; jump …
Persistent link: https://www.econbiz.de/10009656320
Saved in:
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