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~isPartOf:"Computational economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Volatilität"
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Search: subject:"PRICING"
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Volatilität
CAPM
480
Theorie
441
Theory
441
Option pricing theory
440
Optionspreistheorie
440
Volatility
198
Capital income
154
Kapitaleinkommen
154
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Branger, Nicole
5
Leippold, Markus
4
Lin, Yueh-neng
4
Chang, Chien-hung
3
Cui, Zhenyu
3
Fabozzi, Frank J.
3
Grasselli, Martino
3
He, Xin-Jiang
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2
Andreou, Panayiotis C.
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2
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2
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2
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2
Duan, Jin-Chuan
2
Ederington, Louis H.
2
Elliott, Robert J.
2
Gkionis, Konstantinos
2
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2
Guan, Wei
2
Huh, Jeonggyu
2
Ibraimi, Meriton
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Mehrdoust, Farshid
2
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2
Muck, Matthias
2
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2
Obayashi, Yoshiki
2
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Computational economics
Journal of banking & finance
Journal of economic dynamics & control
International journal of theoretical and applied finance
175
Quantitative finance
106
The journal of futures markets
84
Applied mathematical finance
83
Finance research letters
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of econometrics
65
The journal of computational finance
65
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of financial engineering
49
Working paper / National Bureau of Economic Research, Inc.
49
NBER working paper series
48
Finance and stochastics
47
International review of economics & finance : IREF
46
Research paper series / Swiss Finance Institute
46
European journal of operational research : EJOR
45
Energy economics
44
Journal of empirical finance
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
NBER Working Paper
39
International review of financial analysis
38
Journal of mathematical finance
37
Economic modelling
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Annals of finance
32
The European journal of finance
32
Applied economics
31
Review of quantitative finance and accounting
30
Swiss Finance Institute Research Paper
30
The journal of finance : the journal of the American Finance Association
29
The review of financial studies
29
Risks : open access journal
28
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
198
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1
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10
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198
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Date (oldest first)
1
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
2
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:
3
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
4
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
5
Option
pricing
model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
6
An approximation scheme for option
pricing
under two-state continuous CAPM
Safdari-Vaighani, Ali
;
Ahmadian, Davood
;
Javid-Jahromi, Roja
- In:
Computational economics
57
(
2021
)
4
,
pp. 1373-1385
Persistent link: https://www.econbiz.de/10012543380
Saved in:
7
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
8
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
9
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
10
Asset
pricing
and extreme event risk : common factors in ILS fund returns
Braun, Alexander
;
Ben Ammar, Semir
;
Eling, Martin
- In:
Journal of banking & finance
102
(
2019
),
pp. 59-78
Persistent link: https://www.econbiz.de/10012162727
Saved in:
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