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~isPartOf:"Applied mathematical finance"
~language:"eng"
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
Volatilität
Option pricing theory
240
Optionspreistheorie
240
Theorie
227
Theory
227
Stochastic process
119
Stochastischer Prozess
119
Volatility
115
Derivat
79
Derivative
79
Portfolio selection
75
Portfolio-Management
75
Option trading
54
Optionsgeschäft
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Hedging
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Interest rate derivative
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Article
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Article in journal
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135
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English
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Avellaneda, Marco
5
Sircar, Kaushik Ronnie
5
Donnelly, Ryan
3
Escobar, Marcos
3
Fouque, Jean-Pierre
3
Howison, Sam
3
Lorig, Matthew
3
Zagst, Rudi
3
Ahn, Hyungsok
2
Baldeaux, Jan
2
Benth, Fred Espen
2
Carr, Peter
2
Cartea, Álvaro
2
Forde, Martin
2
Forsyth, Peter A.
2
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2
Jacquier, Antoine
2
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2
Kwok, Yue-Kuen
2
Lépinette, Emmanuel
2
Muni, Adviti
2
Papanicolaou, Andrew
2
Papanicolaou, George
2
Pham, Huyên
2
Rutkowski, Marek
2
Swindle, Glen H.
2
Vetzal, Kenneth R.
2
Yamazaki, Akira
2
Zheng, Wendong
2
Acar, Emmanuel
1
Achdou, Yves
1
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1
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1
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1
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1
Alfonsi, Aurélien
1
Aly, Sidi Mohamed Ould
1
Alòs, Elisa
1
Au, Kelly T.
1
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1
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Applied mathematical finance
Finance research letters
1,009
Journal of banking & finance
851
International review of financial analysis
818
Energy economics
701
Applied economics
650
International review of economics & finance : IREF
621
Journal of financial economics
591
The journal of finance : the journal of the American Finance Association
581
Applied economics letters
549
Pacific-Basin finance journal
544
Applied financial economics
525
The North American journal of economics and finance : a journal of financial economics studies
515
Economic modelling
493
The journal of futures markets
482
Research in international business and finance
460
Journal of empirical finance
455
Economics letters
438
Journal of international financial markets, institutions & money
434
The review of financial studies
425
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
369
Journal of financial and quantitative analysis : JFQA
368
Review of quantitative finance and accounting
363
Journal of econometrics
357
Journal of international money and finance
324
Journal of risk and financial management : JRFM
317
The European journal of finance
312
International journal of theoretical and applied finance
299
International journal of economics and finance
270
International journal of economics and financial issues : IJEFI
267
Journal of financial markets
254
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
236
Quantitative finance
236
The journal of corporate finance : contracting, governance and organization
232
Journal of economic dynamics & control
227
International journal of finance & economics : IJFE
226
Global finance journal
216
Management science : journal of the Institute for Operations Research and the Management Sciences
212
Cogent economics & finance
208
International Journal of Energy Economics and Policy : IJEEP
205
Investment management and financial innovations
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ECONIS (ZBW)
135
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1
On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
Saved in:
2
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
Accelerated share repurchases under stochastic volatility
Krishnan, Nikhil
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 331-365
Persistent link: https://www.econbiz.de/10014323481
Saved in:
4
Electricity intraday price modelling with marked Hawkes processes
Deschatre, Thomas
;
Gruet, Pierre
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 227-260
Persistent link: https://www.econbiz.de/10014291942
Saved in:
5
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
6
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
7
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
8
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
9
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
10
The role of binance in bitcoin volatility transmission
Alexander, Carol
;
Heck, Daniel F.
;
Kaeck, Andreas
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10013554065
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