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Stochastic Volatility : Option...
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Volatility
21,251
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21,222
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10,184
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9,306
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9,306
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7,350
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7,350
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1,849
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160
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95
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92
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81
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74
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67
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66
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65
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61
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58
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54
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52
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51
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50
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49
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49
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46
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46
Siu, Tak Kuen
46
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46
Xuan Vinh Vo
46
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45
Kumar, Dilip
44
Benth, Fred Espen
42
Corbet, Shaen
42
Andersen, Torben
41
Escudero, Laureano F.
40
Lucey, Brian M.
40
Ryu, Doojin
40
Zhang, Jin E.
40
Demirer, Rıza
39
Wei, Yu
39
Wong, Wing Keung
39
Brooks, Robert
38
Kwok, Yue-Kuen
38
Todorov, Viktor
38
Chevallier, Julien
37
Gil-Alaña, Luis A.
37
Liang, Chao
37
Salisu, Afees A.
37
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
APMOD <8, 2006, Madrid>
1
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Asian Regional Exchange for New Alternatives
1
Brussels European and Global Economic Laboratory
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Conference on Realized Volatility <2006, Montréal>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
European Economic Association
1
Federal Reserve Bank of St. Louis
1
HFDF <2, 1998, Zürich>
1
International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
Internationaler Controller Verein
1
National Bureau of Economic Research
1
Stochastic Optimization Workshop <2001>
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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European journal of operational research : EJOR
734
Energy economics
726
Finance research letters
689
International journal of theoretical and applied finance
669
The journal of futures markets
561
Journal of banking & finance
534
International review of financial analysis
464
Journal of econometrics
460
Applied economics
428
Economic modelling
425
International review of economics & finance : IREF
407
The North American journal of economics and finance : a journal of financial economics studies
380
Insurance / Mathematics & economics
362
Finance and stochastics
354
Mathematical finance : an international journal of mathematics, statistics and financial theory
353
Journal of economic dynamics & control
333
Quantitative finance
333
Economics letters
327
Applied mathematical finance
312
Applied economics letters
311
Applied financial economics
301
Journal of empirical finance
300
The journal of computational finance
287
Research in international business and finance
280
The journal of derivatives : the official publication of the International Association of Financial Engineers
271
Journal of risk and financial management : JRFM
251
Journal of international financial markets, institutions & money
249
Journal of international money and finance
249
Journal of financial economics
245
Risks : open access journal
242
Computational economics
233
The European journal of finance
233
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
207
Review of derivatives research
201
The review of financial studies
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Pacific-Basin finance journal
186
Computers & operations research : and their applications to problems of world concern ; an international journal
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
33,222
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1
Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón
;
Pesce, Gabriela
;
El Alabi, Emilio
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011392906
Saved in:
2
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
3
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent
volatility
and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
4
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic
volatility
, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
5
Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)
Dinarzehi, Khadijeh
;
Shahiki Tash, Mohammad Nabi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10013365654
Saved in:
6
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:
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
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
9
Componentwise splitting methods for pricing American options under stochastic
volatility
Ikonen, Samuli
;
Toivanen, Jari
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 331-361
Persistent link: https://www.econbiz.de/10003441984
Saved in:
10
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10008695491
Saved in:
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