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~type_genre:"Aufsatz in Zeitschrift"
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21,202
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Gupta, Rangan
160
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94
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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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62
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60
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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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48
Xuan Vinh Vo
47
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46
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46
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46
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45
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44
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43
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43
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42
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42
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41
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41
Escudero, Laureano F.
40
Demirer, Rıza
39
Kwok, Yue-Kuen
39
Lucey, Brian M.
39
Wei, Yu
39
Chevallier, Julien
37
Gil-Alaña, Luis A.
37
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37
Salisu, Afees A.
37
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37
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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 Conference on Stochastic Programming <15., 2019, Trondheim>
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
736
Energy economics
727
Finance research letters
694
International journal of theoretical and applied finance
669
The journal of futures markets
626
Journal of banking & finance
558
International review of financial analysis
467
Journal of econometrics
455
Applied economics
429
Economic modelling
425
International review of economics & finance : IREF
416
The North American journal of economics and finance : a journal of financial economics studies
383
Finance and stochastics
361
Insurance / Mathematics & economics
361
Mathematical finance : an international journal of mathematics, statistics and financial theory
342
Journal of economic dynamics & control
332
Quantitative finance
329
Economics letters
328
Applied economics letters
314
Applied financial economics
305
Applied mathematical finance
304
Journal of empirical finance
303
The journal of computational finance
281
The journal of derivatives : the official publication of the International Association of Financial Engineers
278
Research in international business and finance
265
Journal of financial economics
261
Journal of risk and financial management : JRFM
257
Journal of international financial markets, institutions & money
254
Journal of international money and finance
251
Risks : open access journal
243
The European journal of finance
237
Computational economics
234
The review of financial studies
212
Review of derivatives research
209
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
208
Pacific-Basin finance journal
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
Computers & operations research : and their applications to problems of world concern ; an international journal
184
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
33,768
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1
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:
2
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:
3
Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
35
(
2006
)
6
,
pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
Saved in:
4
Robust static hedging of barrier options in stochastic
volatility
models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
5
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
6
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
7
A simple approach to pricing American options under the Heston stochastic
volatility
model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
8
Robust approximations for pricing Asian options and
volatility
swaps under stochastic
volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
9
Pricing American options when asset prices jump
Chockalingam, Arunachalam
;
Muthuraman, Kumar
- In:
Operations research letters
38
(
2010
)
2
,
pp. 82-86
Persistent link: https://www.econbiz.de/10003961602
Saved in:
10
A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong
;
Xu, Weijun
;
Li, Hongyi
;
Xiao, Weilin
- In:
Finance research letters
9
(
2012
)
1
,
pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
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