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Volatility
Theorie
18,655
Theory
18,138
Stochastischer Prozess
17,067
Stochastic process
16,625
Optionspreistheorie
14,725
Option pricing theory
14,267
Statistische Verteilung
8,441
Statistical distribution
8,228
Volatilität
7,421
Correlation
6,873
Korrelation
6,744
Schätzung
4,320
Estimation
4,212
Portfolio-Management
3,847
Portfolio selection
3,803
Schätztheorie
3,495
Estimation theory
3,429
Optionsgeschäft
2,933
Option trading
2,913
Kapitaleinkommen
2,656
Derivat
2,649
Capital income
2,643
Derivative
2,642
Zeitreihenanalyse
2,567
USA
2,485
Time series analysis
2,484
Börsenkurs
2,417
United States
2,394
Prognoseverfahren
2,389
Share price
2,353
Forecasting model
2,349
Mathematische Optimierung
2,322
Mathematical programming
2,308
Risiko
2,202
Risk
2,184
ARCH-Modell
2,061
ARCH model
2,030
Verlust
1,890
Loss
1,790
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Free
2,744
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67
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McAleer, Michael
74
Koopman, Siem Jan
46
Cui, Zhenyu
45
Asai, Manabu
42
Todorov, Viktor
40
Härdle, Wolfgang
35
Chan, Joshua
33
Chiarella, Carl
33
Andersen, Torben
31
Jacobs, Kris
31
Carr, Peter
28
Bollerslev, Tim
27
Shephard, Neil G.
27
Engle, Robert F.
26
Escobar, Marcos
26
Jacquier, Antoine (Jack)
26
Barndorff-Nielsen, Ole E.
25
Benth, Fred Espen
25
Clark, Todd E.
25
Mumtaz, Haroon
25
Tauchen, George Eugene
25
Christoffersen, Peter F.
23
Lucas, André
23
Zhang, Jin E.
23
Caporin, Massimiliano
22
Fouque, Jean-Pierre
22
Gatheral, Jim
22
Takahashi, Akihiko
22
Yu, Jun
22
Fengler, Matthias R.
21
Hafner, Christian M.
21
Lorig, Matthew
21
Nguyen, Duy
21
Alòs, Elisa
20
Fabozzi, Frank J.
20
Madan, Dilip B.
20
Martin, Gael M.
20
Platen, Eckhard
20
Carriero, Andrea
19
Corsi, Fulvio
19
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National Bureau of Economic Research
31
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Centre for Analytical Finance <Århus>
9
Chambre de commerce et d'industrie de Paris
4
Nuffield College
4
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of St. Louis
2
Institute of Finance and Accounting <London>
2
International Center for Financial Asset Management and Engineering
2
Rodney L. White Center for Financial Research
2
University of Canterbury / Dept. of Economics and Finance
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
C.E.P.R. Discussion Papers
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
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Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Henley Business School, University of Reading
1
Hochschule für Bankwirtschaft
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Oxford Financial Research Centre
1
Queen Mary College / Department of Economics
1
Risk Management Institute
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of British Columbia / Finance Division
1
University of Chicago / Graduate School of Business
1
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International journal of theoretical and applied finance
185
Journal of econometrics
153
Quantitative finance
130
Journal of banking & finance
105
The journal of futures markets
92
Applied mathematical finance
88
Finance research letters
85
Discussion paper / Tinbergen Institute
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The journal of computational finance
71
Economic modelling
70
Energy economics
66
Journal of empirical finance
66
Computational economics
65
The North American journal of economics and finance : a journal of financial economics studies
62
Finance and stochastics
60
Journal of economic dynamics & control
59
International review of financial analysis
55
International journal of financial engineering
53
Review of derivatives research
53
Working paper
53
Economics letters
52
European journal of operational research : EJOR
52
Econometric reviews
51
Journal of mathematical finance
51
Applied economics
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
International review of economics & finance : IREF
48
Research paper series / Swiss Finance Institute
47
The European journal of finance
46
Risks : open access journal
44
Journal of risk and financial management : JRFM
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
43
Journal of financial economics
42
Annals of finance
40
CREATES research paper
39
Insurance / Mathematics & economics
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
International journal of forecasting
33
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ECONIS (ZBW)
7,282
RePEc
20
EconStor
3
BASE
1
Showing
1
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10
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7,306
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date (newest first)
date (oldest first)
1
Modelling stochastic skew of FX options using SLV models with stochastic spot/vol
correlation
and correlated jumps
Itkin, Andrey
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 485-519
Persistent link: https://www.econbiz.de/10011815291
Saved in:
2
Capturing implied
correlation
skew from options prices via multiscale stochastic volatility models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
3
Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya
-
2014
Persistent link: https://www.econbiz.de/10010516044
Saved in:
4
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
5
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
6
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
7
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
8
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
9
No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and variance gamma process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
Saved in:
10
A parsimonious multi-asset Heston model : calibration and derivative pricing
Dimitroff, Georgi
;
Lorenz, Stefan
;
Szimayer, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1299-1333
Persistent link: https://www.econbiz.de/10009541994
Saved in:
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