//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivative"
~subject:"Portfolio selection"
~subject:"Risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Portfolio selection
Risk
Volatility
245
Volatilität
245
Option pricing theory
156
Optionspreistheorie
156
Stochastic process
135
Stochastischer Prozess
135
Theorie
76
Theory
76
Black-Scholes model
38
Black-Scholes-Modell
38
Derivat
38
Option trading
34
Optionsgeschäft
34
stochastic volatility
24
Swap
21
Experiment
18
Hedging
18
Stochastic volatility
18
Yield curve
17
Zinsstruktur
17
Statistical distribution
16
Statistische Verteilung
16
CAPM
15
option pricing
14
Estimation
13
Estimation theory
13
Portfolio-Management
13
Schätztheorie
13
Schätzung
13
Börsenkurs
12
Share price
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Capital income
10
Correlation
10
Kapitaleinkommen
10
Korrelation
10
implied volatility
10
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
55
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Conference paper
1
Konferenzbeitrag
1
Language
All
English
55
Author
All
Benth, Fred Espen
4
Brigo, Damiano
3
Pallavicini, Andrea
3
Chiarella, Carl
2
Fouque, Jean-Pierre
2
Hok, Julien
2
Papatheodorou, Vasileios
2
Platen, Eckhard
2
Takahashi, Akihiko
2
Torricelli, Lorenzo
2
Alòs, Elisa
1
Antonelli, Fabio
1
Avellaneda, Marco
1
Bianchi, Michele Leonardo
1
Björk, Tomas
1
Blix, Magnus
1
Buff, Robert
1
Capponi, Agostino
1
Chege Maina, Samuel
1
Clewlow, Les
1
Clémençon, Stéphan
1
D'Ippoliti, Fernanda
1
DeMatos, João Amaro
1
Di Graziano, Giuseppe
1
Dimitroff, Georgi
1
DoRosário, João Sobral
1
Dokučaev, Nikolaj G.
1
Dupret, Jean-Loup
1
El Hajjaji, Omar
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Faff, Robert W.
1
Felten, Björn
1
Fonseca, José da
1
Fukasawa, Masaaki
1
Galagedera, Don U. A.
1
Gobet, Emmanuel
1
Grasselli, Martino
1
Groth, Martin
1
Guo, Zhi Jun
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Finance research letters
162
Energy economics
130
International review of financial analysis
93
International review of economics & finance : IREF
81
Journal of banking & finance
80
The North American journal of economics and finance : a journal of financial economics studies
74
Applied economics
60
Research in international business and finance
56
Economic modelling
55
The journal of futures markets
55
NBER working paper series
54
Journal of empirical finance
52
Journal of financial economics
51
Working paper / National Bureau of Economic Research, Inc.
50
Working paper
47
NBER Working Paper
44
Quantitative finance
42
Journal of international financial markets, institutions & money
40
Applied economics letters
39
Pacific-Basin finance journal
36
The European journal of finance
36
Applied mathematical finance
35
Journal of risk and financial management : JRFM
35
Journal of economic dynamics & control
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
Journal of econometrics
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Economics letters
29
Research paper series / Swiss Finance Institute
28
Risks : open access journal
28
The journal of asset management
28
The review of financial studies
28
Applied financial economics
27
International journal of finance & economics : IJFE
27
Discussion paper / Centre for Economic Policy Research
26
CESifo working papers
25
European journal of operational research : EJOR
24
Journal of international money and finance
24
Cogent economics & finance
23
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
3
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
4
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
5
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
6
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
7
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
8
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
9
Statistics of VIX futures and applications to trading volatility exchange-traded products
Avellaneda, Marco
;
Papanicolaou, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012012774
Saved in:
10
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->