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~source:"econis"
~subject:"Volatility"
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Volatility
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840
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740
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506
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506
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7
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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1
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International journal of theoretical and applied finance
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7
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5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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1
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1
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics discussion papers
1
Economics letters
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
Insurance / Mathematics & economics
1
International journal of financial markets and derivatives
1
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1
Inventi impact: microfinance & banking
1
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ECONIS (ZBW)
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21
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011686975
Saved in:
22
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011778056
Saved in:
23
Volatility risk structure for options depending on extrema
Nakatsu, Tomonori
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 105-122
Persistent link: https://www.econbiz.de/10011848359
Saved in:
24
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
Saved in:
25
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
26
Pricing electricity forwards under future information on the stochastic mean-reversion level
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 751-767
Persistent link: https://www.econbiz.de/10012427666
Saved in:
27
Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
Saved in:
28
Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
Saved in:
29
A valuation model for callable eurobonds
Hooper, Vincent J.
;
Pointon, John
- In:
Inventi impact: microfinance & banking
(
2020
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10012653615
Saved in:
30
Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
Cheang, Gerald H. L.
;
Garces, Len Patrick Dominic M.
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 291-310
Persistent link: https://www.econbiz.de/10012194867
Saved in:
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