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~isPartOf:"Applied financial economics"
~subject:"United States"
~subject:"Volatility"
~subject:"Yield curve"
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Search: subject_exact:"Contingent-claims approach"
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United States
Volatility
Yield curve
Option pricing theory
39
Optionspreistheorie
39
Volatilität
12
Theorie
10
Theory
10
Stochastic process
9
Stochastischer Prozess
9
Option trading
8
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8
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5
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English
14
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Kanniainen, Juho
2
Cardinali, Alessandro
1
Chen, Shiau-hung
1
Fabozzi, Frank J.
1
Fornari, Fabio
1
Fukuta, Yuichi
1
Halme, Tero
1
Hansen, Charlotte S.
1
Huang, Hung-hsi
1
Juneja, Januj
1
Kim, Young Shin
1
Klingler, Sven
1
Larikka, Mauri
1
Lin, Chih-yung
1
Mele, Antonio
1
Moyaert, Thibaut
1
Petitjean, Mikael
1
Račev, Svetlozar T.
1
Realdon, Marco
1
Shieh, Shwu-jane
1
Sorwar, Ghulam
1
Sáez, Marc
1
Tuypens, Bjorn E.
1
Wang, Ching-ping
1
Wenjie Ma
1
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Applied financial economics
International journal of theoretical and applied finance
184
Quantitative finance
109
The journal of futures markets
104
Journal of banking & finance
98
Applied mathematical finance
91
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
The journal of computational finance
87
The journal of derivatives : the official publication of the International Association of Financial Engineers
74
Review of derivatives research
70
Finance and stochastics
58
International journal of financial engineering
58
Finance research letters
48
European journal of operational research : EJOR
45
Journal of mathematical finance
42
Journal of econometrics
41
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of economic dynamics & control
39
Risks : open access journal
36
Computational economics
35
Journal of financial economics
35
Insurance / Mathematics & economics
34
Research paper series / Swiss Finance Institute
32
The journal of finance : the journal of the American Finance Association
32
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
31
Review of quantitative finance and accounting
30
The European journal of finance
30
International review of economics & finance : IREF
28
Annals of finance
27
The journal of fixed income
26
Asia-Pacific financial markets
24
Working paper / National Bureau of Economic Research, Inc.
24
Applied economics
23
Decisions in economics and finance : DEF ; a journal of applied mathematics
22
International review of financial analysis
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Journal of risk and financial management : JRFM
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Energy economics
20
Journal of empirical finance
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ECONIS (ZBW)
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A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
Saved in:
2
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
3
Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
4
Calibrated GARCH models and exotic options
Kanniainen, Juho
;
Halme, Tero
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 403-414
Persistent link: https://www.econbiz.de/10009718911
Saved in:
5
Estimating volatility from ATM options with lognormal stochastic variance and long memory
Cardinali, Alessandro
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009624321
Saved in:
6
Calibration strategies of stochastic volatility models for option pricing
Larikka, Mauri
;
Kanniainen, Juho
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1979-1992
Persistent link: https://www.econbiz.de/10009719310
Saved in:
7
Pricing Taiwan option market with GARCH and stochastic volatility
Huang, Hung-hsi
;
Wang, Ching-ping
;
Chen, Shiau-hung
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 747-754
Persistent link: https://www.econbiz.de/10009231596
Saved in:
8
Pricing credit default swap with nonlinear dependence
Shieh, Shwu-jane
;
Lin, Chih-yung
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 261-269
Persistent link: https://www.econbiz.de/10009124603
Saved in:
9
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
10
The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
Saved in:
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