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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance research letters"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Optionspreistheorie"
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Search: subject:"Volatilität"
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Optionspreistheorie
Volatility
687
Volatilität
687
Börsenkurs
198
Share price
198
Theorie
166
Theory
166
Stock market
154
Aktienmarkt
153
Capital income
153
Kapitaleinkommen
153
Option pricing theory
143
ARCH model
138
ARCH-Modell
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Estimation
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143
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Carr, Peter
4
Cui, Zhenyu
4
Chen, Jun-Home
3
Lian, Yu-Min
3
Nguyen, Duy
3
Wang, Xingchun
3
Wong, Hoi Ying
3
Badescu, Alexandru
2
Ballotta, Laura
2
Cao, Yi
2
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Cont, Rama
2
Date, Paresh
2
Escobar, Marcos
2
Gulisashvili, Archil
2
Islyaev, Suren
2
Kallsen, Jan
2
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2
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Kyriakou, Ioannis
2
Li, Chenxu
2
Li, Hongyi
2
Liu, Xiaoquan
2
Lorig, Matthew
2
Madan, Dilip B.
2
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2
Rayée, Grégory
2
Renault, Eric
2
Schadner, Wolfgang
2
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2
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2
Alcock, Jamie
1
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1
Alvarez, Luis H. R.
1
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European journal of operational research : EJOR
Finance research letters
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
156
Quantitative finance
100
The journal of futures markets
77
Journal of banking & finance
74
Applied mathematical finance
72
The journal of computational finance
64
Review of derivatives research
49
International journal of financial engineering
47
Finance and stochastics
40
Journal of econometrics
39
The North American journal of economics and finance : a journal of financial economics studies
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Computational economics
35
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Risks : open access journal
28
Research paper series / Swiss Finance Institute
27
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26
Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
24
International review of economics & finance : IREF
22
The European journal of finance
22
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21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
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19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of empirical finance
18
Journal of risk and financial management : JRFM
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Asia-Pacific financial markets
16
Economic modelling
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Journal of financial and quantitative analysis : JFQA
15
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
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Mathematics and financial economics
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ECONIS (ZBW)
143
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1
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk
;
Kwok, Yue-Kuen
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 363-376
Persistent link: https://www.econbiz.de/10014456865
Saved in:
3
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
4
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
5
Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
6
Another application of call options : explaining the divergence between the housing market and the rental market
Lee, Hung-Wei
;
Lin, Che-Chun
;
Tsai, I-Chun
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472494
Saved in:
7
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
8
Whose sentiment explains implied volatility change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
9
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
10
Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014494891
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