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Volatility
Volatilität
40,839
Theorie
28,869
Theory
28,281
Stochastischer Prozess
17,303
Stochastic process
16,857
Optionspreistheorie
14,848
Option pricing theory
14,387
Schätzung
11,441
Estimation
11,195
Börsenkurs
10,630
Share price
10,467
Hedging
10,263
Kapitaleinkommen
8,270
Capital income
8,236
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7,913
Markov-Kette
7,620
ARCH-Modell
7,066
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6,986
USA
6,935
United States
6,739
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6,506
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6,461
Aktienmarkt
6,437
Stock market
6,372
Monte Carlo simulation
6,328
Welt
5,855
World
5,753
Monte-Carlo-Simulation
5,710
Derivat
5,255
Derivative
5,242
Prognoseverfahren
5,162
Optionsgeschäft
5,147
Zeitreihenanalyse
5,128
Forecasting model
5,091
Wechselkurs
5,079
Time series analysis
5,003
Exchange rate
4,977
Option trading
4,938
Risk
4,626
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15,666
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11,067
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Article
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12
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1
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628
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McAleer, Michael
326
Gupta, Rangan
250
Caporale, Guglielmo Maria
174
Bollerslev, Tim
145
Chang, Chia-Lin
127
Bouri, Elie
117
Diebold, Francis X.
108
Pierdzioch, Christian
102
Andersen, Torben
98
Ma, Feng
94
Spagnolo, Nicola
93
Aizenman, Joshua
88
Bekaert, Geert
79
Hammoudeh, Shawkat
79
Koopman, Siem Jan
79
Engle, Robert F.
75
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
73
Tiwari, Aviral Kumar
71
Todorov, Viktor
70
Caporin, Massimiliano
69
McMillan, David G.
68
Kočenda, Evžen
65
Asai, Manabu
64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Lucey, Brian M.
60
Clements, Adam
58
Kang, Sang Hoon
58
Wohar, Mark E.
58
Gil-Alaña, Luis A.
57
Christoffersen, Peter F.
55
Mensi, Walid
55
Caballero, Ricardo J.
53
Fernández-Villaverde, Jesús
53
Hafner, Christian M.
53
Hautsch, Nikolaus
53
Buch, Claudia M.
52
Salisu, Afees A.
52
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National Bureau of Economic Research
501
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
88
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
C.E.P.R. Discussion Papers
22
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
Université Paris-Dauphine (Paris IX)
15
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Cowles Foundation for Research in Economics, Yale University
9
National Centre for Econometric Research (NCER)
9
Department of Economics, Oxford University
8
EconWPA
8
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
European Central Bank
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Instituto Valenciano de Investigaciones Económicas
7
School of Economics and Management, University of Aarhus
7
Banque de France
6
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
6
Department of Economics and Finance, College of Business and Economics
6
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
Birkbeck College / Department of Economics
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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Energy economics
650
Finance research letters
617
NBER working paper series
489
Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
419
NBER Working Paper
418
Applied economics
384
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
359
Economic modelling
341
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
325
Research in international business and finance
292
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
264
Economics letters
257
Working paper
256
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
232
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
191
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
160
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
122
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Source
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ECONIS (ZBW)
39,824
RePEc
1,017
EconStor
133
Other ZBW resources
92
BASE
39
ArchiDok
3
Showing
1
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10
of
41,108
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date (oldest first)
1
Option pricing and
hedging
for discrete time regime-switching models
Rémillard, Bruno
;
Hocquard, Alexandre
;
Lamarre, Hugo
; …
- In:
Modern economy
8
(
2017
)
8
,
pp. 1005-1032
Persistent link: https://www.econbiz.de/10011748340
Saved in:
2
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
3
Simple robust
hedging
with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
4
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:
5
Local
volatility
calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
6
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
7
Sample path generation of the stochastic
volatility
CGMY process and its application to path-dependent option pricing
Kim, Young Shin
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
2/77
,
pp. 1-18
This paper proposes the sample path generation method for the stochastic
volatility
version of the CGMY process. We …
Persistent link: https://www.econbiz.de/10012484130
Saved in:
8
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic
volatility
with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
9
Pricing multi-asset American option under Heston stochastic
volatility
model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
Saved in:
10
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
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