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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Theorie"
~subject:"Volatilität"
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Theorie
Volatilität
Option pricing theory
583
Optionspreistheorie
583
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506
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484
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246
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181
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Branger, Nicole
7
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6
Vetzal, Kenneth R.
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
Leippold, Markus
4
Lin, Yueh-neng
4
Lioui, Abraham
4
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3
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3
Bidarkota, Prasad V.
3
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3
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3
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3
Dai, Min
3
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3
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3
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3
Li, Kai
3
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3
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3
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3
Subrahmanyam, Marti G.
3
Uhrig-Homburg, Marliese
3
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3
Zhang, Jin E.
3
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2
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2
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Applied mathematical finance
Journal of banking & finance
Journal of economic dynamics & control
NBER working paper series
439
Working paper / National Bureau of Economic Research, Inc.
430
NBER Working Paper
360
Economics letters
326
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
International journal of theoretical and applied finance
312
European journal of operational research : EJOR
298
Discussion paper / Centre for Economic Policy Research
296
Management science : journal of the Institute for Operations Research and the Management Sciences
271
International journal of industrial organization
259
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247
The review of financial studies
231
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225
CESifo working papers
218
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215
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196
The journal of futures markets
195
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170
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144
International journal of production economics
143
The journal of derivatives : the official publication of the International Association of Financial Engineers
143
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139
The journal of computational finance
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Journal of regulatory economics
131
The Rand journal of economics
126
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126
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124
International review of economics & finance : IREF
120
Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
120
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118
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113
The American economic review
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ECONIS (ZBW)
694
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1
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694
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1
Output-inflation trade-offs and the optimal inflation rate
Kurozumi, Takushi
;
Van Zandweghe, Willem
- In:
Journal of economic dynamics & control
164
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015051095
Saved in:
2
Heterogeneous asset valuation in OTC markets and optimal inflation
Geromichalos, Athanasios
;
Jung, Kuk Mo
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015050031
Saved in:
3
On the sources of the aggregate risk premium : risk aversion, bubbles or regime-switching?
Caravello, Tomás E.
;
Driffill, John
;
Kenç, Turalay
; …
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015051271
Saved in:
4
The
pricing
of skewness over different return horizons
Aretz, Kevin
;
Arisoy, Yakup Eser
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248256
Saved in:
5
The impact of asset purchases in an experimental market with consumption smoothing motives
Duan, Jieyi
;
Hanaki, Nobuyuki
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014480348
Saved in:
6
International factor models
Huber, Daniel
;
Jacobs, Heiko
;
Müller, Sebastian
; …
- In:
Journal of banking & finance
150
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014428949
Saved in:
7
Approximate arbitrage-free option
pricing
under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
8
Leverage and the cost of capital for US banks
Clark, Brian
;
Jones, Jonathan
;
Malmquist, David H.
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490579
Saved in:
9
Competition, investment reversibility, and equity risk premium
Zhang, Zhou
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491902
Saved in:
10
Short-time asymptotics for non-self-similar stochastic volatility models
Giorgio, Giacomo
;
Pacchiarotti, Barbara
;
Pigato, Paolo
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 123-152
Persistent link: https://www.econbiz.de/10015051230
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