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~isPartOf:"Journal of financial economics"
~isPartOf:"Review of derivatives research"
~subject:"Kreditrisiko"
~subject:"Volatility"
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Kreditrisiko
Volatility
Derivat
141
Derivative
141
Option pricing theory
52
Optionspreistheorie
52
Theorie
38
Theory
38
Option trading
29
Optionsgeschäft
29
Volatilität
26
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23
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Journal of financial economics
Review of derivatives research
International journal of theoretical and applied finance
73
Journal of banking & finance
60
The journal of futures markets
52
Energy economics
33
Applied mathematical finance
28
Finance research letters
27
Quantitative finance
26
International review of economics & finance : IREF
25
International review of financial analysis
25
The North American journal of economics and finance : a journal of financial economics studies
22
European journal of operational research : EJOR
19
The European journal of finance
19
The journal of credit risk : published quarterly by Incisive Media
19
The journal of computational finance
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The journal of fixed income
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Research in international business and finance
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International journal of financial engineering
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Applied financial economics
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Finance and economics discussion series
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Journal of empirical finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Applied economics letters
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Journal of econometrics
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Applied economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Finance and stochastics
12
Journal of economic dynamics & control
12
Journal of financial markets
12
Journal of international financial markets, institutions & money
12
Journal of risk management in financial institutions
12
Risks : open access journal
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Journal of mathematical finance
11
Research paper series / Swiss Finance Institute
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SpringerLink / Bücher
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Review of quantitative finance and accounting
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The journal of financial market infrastructures
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Economic modelling
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The journal of derivatives : JOD
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ECONIS (ZBW)
47
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1
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:
2
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
3
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
4
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
5
The impact of non-cash collateralization on the over-the-counter derivatives markets
Takino, Kazuhiro
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 137-171
Persistent link: https://www.econbiz.de/10013457608
Saved in:
6
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
7
Economic policy uncertainty and volatility of treasury futures
Zhang, Maojun
;
Zhao, Yang
;
Nan, Jiangxia
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10013191386
Saved in:
8
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
9
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
10
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
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