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~isPartOf:"Annals of financial economics"
~isPartOf:"Finanzmarkt und Portfolio-Management"
~subject:"Volatility"
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Volatility
Black-Scholes model
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1988-1992
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Annals of financial economics
Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
38
Applied mathematical finance
16
The journal of computational finance
15
International journal of financial engineering
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
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Review of derivatives research
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Journal of banking & finance
10
The journal of futures markets
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Asia-Pacific financial markets
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Journal of mathematical finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Discussion paper / B
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European journal of operational research : EJOR
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Finance research letters
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Journal of econometrics
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The European journal of finance
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Applied economics
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Applied financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
International journal of theoretical and applied finance : IJTAF
3
International review of financial analysis
3
Journal of derivatives & hedge funds
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Journal of economic dynamics & control
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Journal of emerging market finance
3
Journal of empirical finance
3
Journal of financial economics
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
3
Risk and decision analysis
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Risks : open access journal
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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1
A novel method for arbitrage-free option surface construction
Orosi, Greg
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012226655
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2
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Saved in:
3
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael
;
Maurer, Raimond
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
4
,
pp. 431-449
Persistent link: https://www.econbiz.de/10001517964
Saved in:
4
Heath, Jarrow, Morton made easy : zur präferenzfreien Bewertung von Swaptions
Rudolf, Markus
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001407737
Saved in:
5
Volatilitäts-Smile von Dax®-Optionen
Ripper, Klaus
;
Günzel, Achim
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
4
,
pp. 470-479
Persistent link: https://www.econbiz.de/10001456611
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