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Volatility
40,917
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40,649
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17,211
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16,770
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14,810
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McAleer, Michael
418
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213
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152
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136
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120
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116
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111
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110
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110
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103
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101
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95
Jarrow, Robert A.
95
Phillips, Peter C. B.
95
Ma, Feng
94
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92
Lux, Thomas
92
Carr, Peter
89
Hammoudeh, Shawkat
85
Gottardi, Piero
84
Takahashi, Akihiko
84
Cui, Zhenyu
83
Bekaert, Geert
81
Gil-Alaña, Luis A.
81
Todorov, Viktor
80
Hull, John
79
Joshi, Mark S.
79
Lien, Da-hsiang Donald
79
Koskela, Erkki
78
Ryu, Doojin
78
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77
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76
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The journal of futures markets
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Energy economics
812
Finance research letters
793
NBER working paper series
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European journal of operational research : EJOR
775
International journal of theoretical and applied finance
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732
NBER Working Paper
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International review of financial analysis
537
Applied economics
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475
Journal of econometrics
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International review of economics & finance : IREF
469
Journal of economic dynamics & control
439
Working paper
416
Discussion paper / Centre for Economic Policy Research
415
Mathematical finance : an international journal of mathematics, statistics and financial theory
411
Finance and stochastics
410
The North American journal of economics and finance : a journal of financial economics studies
408
Economics letters
407
Insurance / Mathematics & economics
380
Quantitative finance
357
Applied financial economics
355
Journal of financial economics
354
Applied economics letters
349
Journal of empirical finance
339
Research in international business and finance
333
The journal of derivatives : the official publication of the International Association of Financial Engineers
333
Applied mathematical finance
332
Discussion paper / Tinbergen Institute
321
Journal of international financial markets, institutions & money
300
The journal of computational finance
299
Journal of international money and finance
294
The European journal of finance
287
The journal of finance : the journal of the American Finance Association
287
The review of financial studies
286
Journal of risk and financial management : JRFM
280
CESifo working papers
277
Risks : open access journal
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ECONIS (ZBW)
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RePEc
3,674
EconStor
1,785
USB Cologne (EcoSocSci)
991
USB Cologne (business full texts)
239
BASE
148
Other ZBW resources
117
OLC EcoSci
25
ArchiDok
4
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Showing
1
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10
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87,791
Sort
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date (newest first)
date (oldest first)
1
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
Saved in:
2
Volatility
uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
3
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:
4
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
5
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
6
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
7
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
8
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
9
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
10
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
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