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~isPartOf:"Applied mathematical finance"
~language:"eng"
~subject:"Risiko"
~subject:"Volatility"
~type_genre:"Article in journal"
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Risiko
Volatility
Option pricing theory
240
Optionspreistheorie
240
Theorie
227
Theory
227
Stochastic process
119
Stochastischer Prozess
119
Volatilität
115
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79
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Avellaneda, Marco
5
Sircar, Kaushik Ronnie
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Applied mathematical finance
Finance research letters
756
Energy economics
720
Journal of banking & finance
564
Applied economics
551
International review of financial analysis
527
Economics letters
519
International review of economics & finance : IREF
468
Economic modelling
466
The North American journal of economics and finance : a journal of financial economics studies
399
The journal of futures markets
386
European journal of operational research : EJOR
384
Applied economics letters
383
Insurance / Mathematics & economics
383
Journal of econometrics
351
Research in international business and finance
332
Journal of empirical finance
327
Applied financial economics
304
International journal of theoretical and applied finance
297
Journal of financial economics
296
Journal of international financial markets, institutions & money
292
Journal of international money and finance
292
Journal of economic dynamics & control
288
Journal of risk and financial management : JRFM
277
Pacific-Basin finance journal
265
Risks : open access journal
262
The review of financial studies
248
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
235
Quantitative finance
228
Management science : journal of the Institute for Operations Research and the Management Sciences
215
The European journal of finance
203
Journal of economic behavior & organization : JEBO
193
Journal of risk and uncertainty : JRU
185
American journal of agricultural economics
183
Journal of economic theory
183
The journal of finance : the journal of the American Finance Association
182
International Journal of Energy Economics and Policy : IJEEP
177
International journal of forecasting
171
International journal of finance & economics : IJFE
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
133
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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
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:
9
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
Saved in:
10
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
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