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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Option pricing"
~subject:"Volatilität"
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Option pricing
Volatilität
Option pricing theory
280
Optionspreistheorie
280
Volatility
146
CAPM
137
Stochastic process
136
Stochastischer Prozess
136
Theorie
89
Theory
89
Option trading
72
Optionsgeschäft
72
Derivat
70
Derivative
70
Portfolio selection
68
Portfolio-Management
68
Capital income
64
Kapitaleinkommen
64
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Estimation
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40
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Risiko
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Risk
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Prognoseverfahren
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Stochastic volatility
26
Aktienmarkt
21
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157
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Bayer, Christian
4
Gatheral, Jim
4
Radoičić, Radoš
4
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ben Hammouda, Chiheb
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
Cui, Zhenyu
2
De Marco, Stefano
2
Dunis, Christian
2
Elliott, Robert J.
2
Friz, Peter K.
2
Funahashi, Hideharu
2
Garces, Len Patrick Dominic M.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
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Guyon, Julien
2
Hainaut, Donatien
2
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2
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2
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2
Martini, Claude
2
Muguruza, Aitor
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Siu, Tak Kuen
2
Song, Shiyu
2
Tempone, Raúl
2
Tudor, Sebastian F.
2
Wang, Yongjin
2
Yamazaki, Akira
2
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Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
179
Journal of banking & finance
115
The journal of futures markets
91
Finance research letters
88
Applied mathematical finance
87
Journal of financial economics
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of econometrics
67
Review of derivatives research
66
The journal of computational finance
66
The North American journal of economics and finance : a journal of financial economics studies
61
Computational economics
57
European journal of operational research : EJOR
54
International journal of financial engineering
54
International review of economics & finance : IREF
53
Journal of economic dynamics & control
51
Finance and stochastics
50
Energy economics
49
Working paper / National Bureau of Economic Research, Inc.
49
NBER working paper series
48
Research paper series / Swiss Finance Institute
47
Journal of empirical finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Economic modelling
41
International review of financial analysis
41
NBER Working Paper
39
Physica A: Statistical Mechanics and its Applications
39
Journal of mathematical finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Annals of finance
36
Applied economics
33
Insurance / Mathematics & economics
31
Review of quantitative finance and accounting
31
Risks : open access journal
30
Swiss Finance Institute Research Paper
30
The journal of finance : the journal of the American Finance Association
30
The review of financial studies
30
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
157
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31
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
32
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
33
Moment generating functions and normalized implied volatilities : unification and extension via Fukasawa's
pricing
formula
De Marco, Stefano
;
Martini, Claude
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 609-622
Persistent link: https://www.econbiz.de/10011906443
Saved in:
34
A dynamic equilibrium model for U-shaped
pricing
kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
Saved in:
35
The SINC way : a fast and accurate approach to Fourier
pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
Saved in:
36
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
37
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
38
On model robustness of the regime switching approach for pegged foreign exchange markets
Zhang, Yunbo
;
Drapeau, Samuel
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1371-1390
Persistent link: https://www.econbiz.de/10013367908
Saved in:
39
An unsupervised deep learning approach to solving partial integro-differential equations
Fu, Weilong
;
Hirsa, Ali
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1481-1494
Persistent link: https://www.econbiz.de/10013367923
Saved in:
40
A generalization of the rational rough Heston approximation
Gatheral, Jim
;
Radoičić, Radoš
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 329-335
Persistent link: https://www.econbiz.de/10014551997
Saved in:
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