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~isPartOf:"Applied mathematical finance"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Option pricing theory
244
Optionspreistheorie
244
Theorie
228
Theory
228
Stochastic process
122
Stochastischer Prozess
122
Volatilität
117
Derivat
80
Derivative
80
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76
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76
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55
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Avellaneda, Marco
5
Sircar, Kaushik Ronnie
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Escobar, Marcos
3
Fouque, Jean-Pierre
3
Zagst, Rudi
3
Ahn, Hyungsok
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Baldeaux, Jan
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Muni, Adviti
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Rutkowski, Marek
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Swindle, Glen H.
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Achdou, Yves
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Applied mathematical finance
Energy economics
642
Finance research letters
611
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Research in international business and finance
285
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
119
The journal of finance : the journal of the American Finance Association
117
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Journal of financial and quantitative analysis : JFQA
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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71
The stochastic intrinsic currency volatility model : a consistent framework for multiple FX rates and their volatilities
Doust, Paul
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 381-445
Persistent link: https://www.econbiz.de/10009710939
Saved in:
72
Calibration of stock betas from skews of implied volatilities
Fouque, Jean-Pierre
;
Kollman, Eli
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 119-137
Persistent link: https://www.econbiz.de/10009154374
Saved in:
73
Small-time asymptotics for an uncorrelated local-stochastic volatility model
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
18
(
2011
)
5/6
,
pp. 517-535
Persistent link: https://www.econbiz.de/10009422535
Saved in:
74
A time-dependent variance model for pricing variance and volatility swaps
Goard, Joanna
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 51-70
Persistent link: https://www.econbiz.de/10009155489
Saved in:
75
Asymptotics of barrier option pricing under the CEV process
Hu, Fannu
;
Knessl, Charles
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 261-300
Persistent link: https://www.econbiz.de/10008653258
Saved in:
76
Numerical methods for non-linear black-scholes equations
Heider, Pascal
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10003975272
Saved in:
77
Robust approximations for pricing Asian options and volatility swaps under stochastic volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
78
Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
Saved in:
79
Numerical approximation of the implied volatility under arithmetic Brownian motion
Choi, Jaehyuk
;
Kim, Kwangmoon
;
Kwak, Minsuk
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 261-268
Persistent link: https://www.econbiz.de/10003916161
Saved in:
80
Asymptotic pricing of commodity derivatives using stochastic volatility spot models
Hikspoors, Samuel
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 449-477
Persistent link: https://www.econbiz.de/10003815252
Saved in:
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