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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~subject:"Volatilität"
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Chui, Chin Man
1
Cont, Rama
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Figueroa-López, José E.
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Jamshidian, Farshid
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The financial review : the official publication of the Eastern Finance Association
The journal of futures markets
45
International journal of theoretical and applied finance
38
Energy economics
33
Journal of banking & finance
30
Applied mathematical finance
23
Finance research letters
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International review of financial analysis
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Review of derivatives research
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International review of economics & finance : IREF
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Quantitative finance
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Journal of econometrics
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Research in international business and finance
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The European journal of finance
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European journal of operational research : EJOR
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International journal of financial engineering
12
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Applied economics letters
10
Journal of economic dynamics & control
9
International journal of bonds and derivatives
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Journal of empirical finance
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Working paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Finance India : the quarterly journal of Indian Institute of Finance
7
Finance and stochastics
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
Mathematical finance
7
Review of quantitative finance and accounting
7
Risks : open access journal
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The journal of computational finance
7
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6
Journal of financial economics
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Journal of international financial markets, institutions & money
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Review of Pacific Basin financial markets and policies
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The journal of derivatives : JOD
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific journal of financial studies
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1
Asymmetric volatility, skewness, and downside risk in different asset classes : evidence from futures markets
Tse, Yiuman
- In:
The financial review : the official publication of the …
51
(
2016
)
1
,
pp. 83-111
Persistent link: https://www.econbiz.de/10011436801
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2
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
3
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
4
Pricing derivatives on multiscale diffusions : an eigenfunction expansion approach
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 331-363
Persistent link: https://www.econbiz.de/10010357372
Saved in:
5
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
6
A consistent pricing model for index options and volatility derivatives
Cont, Rama
;
Kokholm, Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 248-274
Persistent link: https://www.econbiz.de/10009721749
Saved in:
7
Extreme correlation of stock and bond futures markets : international evidence
Chui, Chin Man
;
Yang, Jian
- In:
The financial review : the official publication of the …
47
(
2012
)
3
,
pp. 565-587
Persistent link: https://www.econbiz.de/10009577033
Saved in:
8
Pricing options on variance in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Voß, Moritz
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 627-641
Persistent link: https://www.econbiz.de/10009311683
Saved in:
9
Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
Saved in:
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