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volatility
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12
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11
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10
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10
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10
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9
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8
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8
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7
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Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
4
Department of Economics, John Cook School of Business
4
Department of Economics, University of California-San Diego (UCSD)
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83
Journal of Risk and Financial Management
42
Journal of risk and financial management : JRFM
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CEPR Discussion Papers
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Applied economics
33
CESifo Working Paper
23
Risks : open access journal
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Theoretical and Applied Economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and finance
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Risks
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Econometric Institute Research Papers
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Economics Bulletin
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Global Business and Economics Review
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International economic journal
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International journal of financial research
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Journal of emerging market finance
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RBA Annual Conference Volume
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The European journal of finance
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Cogent Economics & Finance
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Emerging Markets Finance and Trade
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Management science : journal of the Institute for Operations Research and the Management Sciences
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2014–2015 Global Food Policy Report
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Review of Pacific Basin Financial Markets and Policies (RPBFMP)
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RePEc
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1,125
EconStor
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BASE
48
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1
Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Mahoney, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011399615
Saved in:
2
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
3
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
4
Option pricing: channels, target zones and sideways markets
Kakushadze, Zura
- In:
Bulletin of applied economics
7
(
2020
)
2
,
pp. 25-33
Persistent link: https://www.econbiz.de/10012813830
Saved in:
5
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
6
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
7
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
8
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
9
Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics
Mahoney, Daniel
-
2016
Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...
Persistent link: https://www.econbiz.de/10014306581
Saved in:
10
Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya
-
2014
Persistent link: https://www.econbiz.de/10010516044
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