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~isPartOf:"Economic modelling"
~isPartOf:"Quantitative finance"
~isPartOf:"Review of derivatives research"
~isPartOf:"The European journal of finance"
~subject:"Volatilität"
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Search: subject:"PRICING"
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Volatilität
Option pricing theory
488
Optionspreistheorie
488
CAPM
240
Theorie
230
Theory
230
Volatility
229
Stochastic process
192
Stochastischer Prozess
192
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Escobar, Marcos
3
Felpel, Mike
3
Gatheral, Jim
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Hainaut, Donatien
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3
Jacquier, Antoine
3
Kienitz, Jörg
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3
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3
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3
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3
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3
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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
Clewlow, Les
2
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2
De Marco, Stefano
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
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2
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2
Martini, Claude
2
Muguruza, Aitor
2
Pirjol, Dan
2
Ronn, Ehud I.
2
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2
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Economic modelling
Quantitative finance
Review of derivatives research
The European journal of finance
International journal of theoretical and applied finance
175
Journal of banking & finance
112
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
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
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48
NBER working paper series
48
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47
International review of economics & finance : IREF
46
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46
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45
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44
Journal of empirical finance
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
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Computational economics
38
International review of financial analysis
38
Journal of mathematical finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Annals 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)
229
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1
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10
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229
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1
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
2
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
3
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
4
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
5
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
6
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
7
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
8
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
9
The
pricing
of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
10
Sustainable investment under ESG volatility and ambiguity
Luo, Deqing
;
Shan, Xun
;
Yan, Jingzhou
;
Yan, Qianhui
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464302
Saved in:
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