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~isPartOf:"The European journal of finance"
~isPartOf:"The journal of computational finance"
~isPartOf:"The review of financial studies"
~subject:"Volatilität"
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Volatilität
Yield curve
158
Zinsstruktur
158
Theorie
70
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70
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55
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55
Option pricing theory
40
Optionspreistheorie
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27
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Schwartz, Eduardo S.
2
Trolle, Anders B.
2
Ahdida, Abdelkoddousse
1
Ajello, Andrea
1
Alfonsi, Aurélien
1
Amin, Kaushik I.
1
Andersen, Leif B. G.
1
Benzoni, Luca
1
Bhar, Ramaprasad
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Malhotra, Davinder Kumar
1
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Mele, Antonio
1
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1
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The European journal of finance
The journal of computational finance
The review of financial studies
Journal of banking & finance
24
The journal of futures markets
23
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper / National Bureau of Economic Research, Inc.
15
Journal of international money and finance
14
NBER working paper series
14
Journal of empirical finance
13
NBER Working Paper
12
Economic modelling
11
Quantitative finance
11
Economics letters
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Research paper series / Swiss Finance Institute
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of fixed income
10
Applied financial economics
9
Applied mathematical finance
9
Finance research letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
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8
Journal of econometrics
7
The journal of finance : the journal of the American Finance Association
7
Discussion papers / CEPR
6
Finance and economics discussion series
6
HWWA discussion paper
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of money, credit and banking : JMCB
6
Staff reports / Federal Reserve Bank of New York
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Asia-Pacific financial markets
5
CREATES research paper
5
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
27
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1
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
2
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
3
Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
4
Core and "crust" : consumer prices and the term structure of
interest
rates
Ajello, Andrea
;
Benzoni, Luca
;
Chyruk, Olena
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3719-3765
Persistent link: https://www.econbiz.de/10012249751
Saved in:
5
A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
6
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
7
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
8
A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston-Cox-Ingersoll-Ross model
Cozma, Andrei
;
Reisinger, Christoph
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 109-149
Persistent link: https://www.econbiz.de/10011689688
Saved in:
9
Smile with the Gaussian term structure model
Ahdida, Abdelkoddousse
;
Alfonsi, Aurélien
;
Palidda, Ernesto
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 115-157
Persistent link: https://www.econbiz.de/10011691616
Saved in:
10
A hybrid tree/finite-difference approach for Heston-Hull-White-type models
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011848334
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