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isPartOf:"The European journal of finance"
~isPartOf:"Finance and stochastics"
~subject:"Volatility"
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Volatility
Option trading
67
Optionsgeschäft
67
Option pricing theory
45
Optionspreistheorie
45
Theorie
30
Theory
30
Hedging
14
Stochastic process
13
Stochastischer Prozess
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options
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Asian options
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Liquidity
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Figueroa-López, José E.
2
Ólafsson, Sveinn
2
Ap Gwilym, Owain
1
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1
Chen, XiaoHua
1
Coakley, Jerry
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Cont, Rama
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Song, Shiyu
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Su, Tie
1
Vargiolu, Tiziano
1
Verousis, Thanos
1
Wang, Guanying
1
Wang, Yongjin
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The European journal of finance
Finance and stochastics
The journal of futures markets
61
Journal of banking & finance
42
International journal of theoretical and applied finance
34
Applied mathematical finance
24
Review of derivatives research
24
Quantitative finance
21
Finance research letters
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The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of financial markets
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International review of financial analysis
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International journal of financial engineering
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The journal of computational finance
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Applied economics
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
10
Applied financial economics
9
Computational economics
9
European journal of operational research : EJOR
9
Review of quantitative finance and accounting
9
Research paper series / Swiss Finance Institute
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Applied economics letters
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Discussion paper / Tinbergen Institute
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Journal of financial and quantitative analysis : JFQA
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
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6
Asia-Pacific journal of financial studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of international financial markets, institutions & money
6
Swiss Finance Institute Research Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Energy economics
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Finanzmarkt und Portfolio-Management
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1
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
2
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
3
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
4
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10011460382
Saved in:
5
Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 973-1020
Persistent link: https://www.econbiz.de/10011570202
Saved in:
6
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
7
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:
8
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
9
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
10
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
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