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~subject:"Volatility"
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Volatility
Theorie
38
Theory
38
Volatilität
37
Stochastic process
28
Stochastischer Prozess
28
Option pricing theory
24
Optionspreistheorie
24
Portfolio selection
21
Portfolio-Management
21
Spieltheorie
10
Derivat
9
Derivative
9
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Hedging
7
Risiko
7
Risk
7
Capital income
6
Kapitaleinkommen
6
Oligopol
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Oligopoly
6
stochastic volatility
5
Black-Scholes model
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Black-Scholes-Modell
4
Börsenkurs
4
CAPM
4
Experiment
4
Financial economics
4
Financial market
4
Finanzmarkt
4
Kapitalmarkttheorie
4
Mathematical programming
4
Mathematische Optimierung
4
Share price
4
Aktienoption
3
Credit risk
3
Dynamic game
3
Dynamisches Spiel
3
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17
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English
37
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Sircar, Ronnie
19
Sircar, Kaushik Ronnie
17
Fouque, Jean-Pierre
14
Papanicolaou, George
11
Matthys, Felix
4
Osambela, Emilio
4
Bichuch, Maxim
3
Lorig, Matthew
3
Sølna, Knut
3
Ait-Sahalia, Yacine
2
Aït-Sahalia, Yacine
2
Bayraktar, Erhan
2
Horst, Ulrich
2
Krishnan, Nikhil
2
Leung, Tim
2
Solna, Knut
2
Sturm, Stephan
2
Agarwal, Ankush
1
Chan, Patrick
1
Cotton, Peter
1
Ilhan, Aytaç
1
Jonsson, Mattias
1
Juneja, Sandeep
1
Papanicolaou, Andrew
1
Zariphopoulou, Thaleia
1
Zariphopoulou-Souganidis, Thaleia
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National Bureau of Economic Research
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Applied mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
2
International journal of theoretical and applied finance
2
Asia-Pacific financial markets
1
FEDS Working Paper
1
Finance and economics discussion series
1
Financial engineering
1
NBER working paper series
1
Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
1
The journal of computational finance
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ECONIS (ZBW)
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1
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
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2
General black-scholes models accounting for increased market volatility from hedging strategies
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
5
(
1998
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10001238442
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3
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:
4
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
5
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
Saved in:
6
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
7
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
8
Financial modeling in a fast mean-reverting stochastic volatility environment
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001506394
Saved in:
9
Stochastic volatility, smile & asymptotics
Sircar, Kaushik Ronnie
;
Papanicolaou, George
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 107-145
Persistent link: https://www.econbiz.de/10001449244
Saved in:
10
Mean-reverting stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
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