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~isPartOf:"Always learning"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"United States"
~subject:"Volatilität"
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United States
Volatilität
Optionsgeschäft
90
Option trading
89
Option pricing theory
65
Optionspreistheorie
65
Theorie
26
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26
Volatility
20
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Kirkby, J. Lars
2
Poteshman, Allen M.
2
Backus, David
1
Bain, Alan
1
Barraclough, Kathryn
1
Battalio, Robert H.
1
Bourgey, Florian
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Li, Shuaiqi
1
Little, Thomas
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Always learning
The journal of computational finance
The journal of finance : the journal of the American Finance Association
The journal of futures markets
90
Journal of banking & finance
48
International journal of theoretical and applied finance
34
Review of derivatives research
26
Applied mathematical finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Journal of financial and quantitative analysis : JFQA
22
Quantitative finance
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The review of financial studies
22
Finance research letters
19
Working paper / National Bureau of Economic Research, Inc.
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International review of financial analysis
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Journal of financial markets
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International review of economics & finance : IREF
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International journal of financial engineering
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of econometrics
10
Research paper series / Swiss Finance Institute
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Computational economics
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European journal of operational research : EJOR
9
Applied economics letters
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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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
8
Annals of finance
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Discussion paper / Tinbergen Institute
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Energy economics
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Global finance journal
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Journal of international financial markets, institutions & money
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
3
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
4
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
5
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
6
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
Saved in:
7
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
8
American and exotic option pricing with jump diffusions and other Lévy processes
Kirkby, J. Lars
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 89-148
Persistent link: https://www.econbiz.de/10011988194
Saved in:
9
The forward smile in local-stochastic volatility models
Mazzon, Andrea
;
Pascucci, Andrea
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
Saved in:
10
Volatility risk structure for options depending on extrema
Nakatsu, Tomonori
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 105-122
Persistent link: https://www.econbiz.de/10011848359
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