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Non-affine option pricing
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Volatility
40,908
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Theorie
16,321
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Optionspreistheorie
14,810
Option pricing theory
14,351
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9,974
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9,762
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3,924
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3,351
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3,335
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3,329
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3,314
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3,310
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3,303
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3,174
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McAleer, Michael
377
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263
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196
Bollerslev, Tim
152
Chang, Chia-Lin
145
Härdle, Wolfgang
139
Diebold, Francis X.
122
Pierdzioch, Christian
120
Bouri, Elie
117
Spagnolo, Nicola
113
Madan, Dilip B.
110
Aizenman, Joshua
102
Andersen, Torben
101
Fabozzi, Frank J.
101
Koopman, Siem Jan
100
Chiarella, Carl
98
Ma, Feng
94
Engle, Robert F.
91
Bekaert, Geert
85
Hammoudeh, Shawkat
84
Elliott, Robert J.
81
Hautsch, Nikolaus
81
Lux, Thomas
79
Cui, Zhenyu
78
Todorov, Viktor
78
Bahmani-Oskooee, Mohsen
74
Caporin, Massimiliano
73
Christoffersen, Peter F.
72
Buch, Claudia M.
71
Tiwari, Aviral Kumar
71
Bauwens, Luc
70
Carr, Peter
70
Joshi, Mark S.
70
Kočenda, Evžen
70
McMillan, David G.
70
Prokopczuk, Marcel
70
Asai, Manabu
67
Dijk, Dick van
66
Takahashi, Akihiko
65
Hafner, Christian M.
64
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National Bureau of Economic Research
573
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181
C.E.P.R. Discussion Papers
58
Institut für Schweizerisches Bankwesen <Zürich>
58
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Centre for Analytical Finance <Århus>
43
HAL
39
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39
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EconWPA
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19
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National Centre of Competence in Research North South <Bern>
18
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18
European Association of Agricultural Economists - EAAE
17
Reserve Bank of Australia
17
CESifo
16
Chambre de commerce et d'industrie de Paris
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
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14
European University Institute / Department of Economics
14
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
13
School of Economics and Management, University of Aarhus
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12
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12
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12
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11
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11
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703
Finance research letters
698
International journal of theoretical and applied finance
593
NBER working paper series
558
The journal of futures markets
553
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541
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530
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474
International review of financial analysis
468
Journal of econometrics
445
Applied economics
439
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432
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408
The North American journal of economics and finance : a journal of financial economics studies
382
European journal of operational research : EJOR
369
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Economics letters
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Applied economics letters
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Quantitative finance
309
Journal of economic dynamics & control
307
Research in international business and finance
306
Applied financial economics
305
Mathematical finance : an international journal of mathematics, statistics and financial theory
305
Journal of empirical finance
303
Discussion paper / Centre for Economic Policy Research
301
Applied mathematical finance
296
Discussion paper / Tinbergen Institute
290
Finance and stochastics
274
The journal of computational finance
272
Journal of international financial markets, institutions & money
255
Journal of international money and finance
252
The journal of derivatives : the official publication of the International Association of Financial Engineers
246
Journal of risk and financial management : JRFM
241
Journal of financial economics
239
The European journal of finance
228
Computational economics
221
Insurance / Mathematics & economics
205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
205
Risks : open access journal
205
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
205
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ECONIS (ZBW)
56,868
RePEc
2,555
EconStor
1,221
USB Cologne (EcoSocSci)
304
USB Cologne (business full texts)
215
BASE
121
Other ZBW resources
106
OLC EcoSci
17
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Showing
1
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10
of
61,410
Sort
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date (oldest first)
1
Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried
-
2007
Persistent link: https://www.econbiz.de/10003635776
Saved in:
2
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
3
The role of stochastic
volatility
and return jumps : reproducing
volatility
and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
4
Lévy processes driven by stochastic
volatility
Chourdakis, Kyriakos
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 333-352
Persistent link: https://www.econbiz.de/10003496705
Saved in:
5
Pricing
volatility
swaps under Heston's stochastic
volatility
model with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10003542938
Saved in:
6
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
7
Bayesian DEJD model and detection of asymmetry in jump sizes
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
7
(
2015
)
1
,
pp. 43-70
Persistent link: https://www.econbiz.de/10011305742
Saved in:
8
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
9
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:
10
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
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