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~isPartOf:"Quantitative finance"
~subject:"Volatility"
~subject:"exchange rate"
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Search: subject_exact:"Volatility"
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Volatility
exchange rate
Volatilität
194
Option pricing theory
105
Optionspreistheorie
105
Stochastic process
89
Stochastischer Prozess
89
volatility
84
Theorie
50
Theory
50
Estimation
35
Schätzung
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Implied volatility
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Option pricing
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Portfolio selection
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Caiado, Jorge
5
Crato, Nuno
5
Masih, Mansur
5
Onour, Ibrahim
5
Sinha, Pankaj
5
Escobar, Marcos
4
Gatheral, Jim
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Radoičić, Radoš
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Sornette, Didier
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3
Camilleri, Silvio John
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Dumitriu, Ramona
3
Felpel, Mike
3
Ghiba, Nicolae
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Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Lillo, Fabrizio
3
Mapa, Dennis S.
3
McWalter, Thomas A.
3
Pirjol, Dan
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Rosenbaum, Mathieu
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Stefanescu, Razvan
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2
Cui, Zhenyu
2
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2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Quantitative finance
Energy economics
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Finance research letters
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NBER working paper series
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466
International review of financial analysis
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NBER Working Paper
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International review of economics & finance : IREF
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Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
171
CESifo working papers
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International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
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IMF working papers
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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The review of financial studies
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ECONIS (ZBW)
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RePEc
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71
Forecasting with fractional Brownian motion : a financial perspective
Garcin, Matthieu
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1495-1512
Persistent link: https://www.econbiz.de/10013367924
Saved in:
72
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
73
Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
Saved in:
74
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
75
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
76
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
77
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Saved in:
78
Optimal investment strategy in the family of 4/2 stochastic volatility models
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1723-1751
Persistent link: https://www.econbiz.de/10012653709
Saved in:
79
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
80
A note on the option price and "mass at zero in the uncorrelated SABR model and implied volatility asymptotics"
Choi, Jaehyuk
;
Wu, Lixin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1083-1086
Persistent link: https://www.econbiz.de/10012588019
Saved in:
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