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~subject:"stochastic volatility"
~subject:"Optionspreistheorie"
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stochastic volatility
Optionspreistheorie
Volatilität
673
Volatility
661
Implied volatility
374
Option pricing theory
339
implied volatility
332
Optionsgeschäft
228
Option trading
227
Prognoseverfahren
169
Forecasting model
166
Börsenkurs
161
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157
Capital income
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154
Schätzung
149
Estimation
145
ARCH-Modell
103
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100
VIX
86
Theorie
84
Derivat
83
Derivative
83
Implied Volatility
82
Aktienmarkt
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Stochastischer Prozess
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Theory
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71
Stochastic process
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60
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58
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58
Risiko
58
Wechselkurs
53
realized volatility
53
Aktienindex
51
Welt
51
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50
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50
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Jacquier, Antoine
7
Ryu, Doojin
7
Lorig, Matthew
6
Oosterlee, Cornelis Willebrordus
6
Zhang, Jin E.
6
Gehricke, Sebastian A.
5
Guidolin, Massimo
5
Ruan, Xinfeng
5
Tauchen, George
5
Xu, Yaofei
5
Alòs, Elisa
4
Bernales, Alejandro
4
Bollerslev, Tim
4
Christensen, Bent Jesper
4
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4
Gulisashvili, Archil
4
Guo, Biao
4
Kräussl, Roman
4
Lewis, Alan L.
4
Martini, Claude
4
McAleer, Michael
4
Oya, Kosuke
4
Radoičić, Radoš
4
Schadner, Wolfgang
4
Schlag, Christian
4
Shi, Yukun
4
Stefanica, Dan
4
Stork, Philip
4
Alexander, Carol
3
Azhar Mohamad
3
Branger, Nicole
3
Carr, Peter
3
Dempsey, Michael
3
García-Machado, Juan J.
3
Han, Qian
3
Ishida, Isao
3
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3
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3
Le Floc'h, Fabien
3
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2
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2
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2
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1
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1
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1
Henley Business School, University of Reading
1
Institute of Economic Research, Kyoto University
1
Technische Hochschule Mittelhessen
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
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International journal of theoretical and applied finance
19
Quantitative finance
18
Journal of banking & finance
11
International journal of financial engineering
10
Applied mathematical finance
8
International review of financial analysis
8
Applied economics
7
Finance research letters
7
CREATES Research Papers
6
Finance and stochastics
6
The North American journal of economics and finance : a journal of financial economics studies
6
Annals of finance
5
Asia-Pacific journal of financial studies
5
Economic modelling
5
International review of economics & finance : IREF
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of futures markets
5
Journal of economic dynamics & control
4
Journal of empirical finance
4
Journal of forecasting
4
Journal of mathematical finance
4
Option Valuation under Stochastic Volatility
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Energy economics
3
Global business and finance review
3
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Quantitative finance and economics
3
Research in international business and finance
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
SAFE working paper
3
The European journal of finance
3
The journal of applied business research
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of financial economics
2
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ECONIS (ZBW)
339
RePEc
25
EconStor
7
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1
Financial market disruption and investor awareness : the case of
implied
volatility
skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
2
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:
3
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
4
The log-moment formula for
implied
volatility
Raval, Vimal
;
Jacquier, Antoine
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1146-1165
Persistent link: https://www.econbiz.de/10014370644
Saved in:
5
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Drábek, Zdeněk
;
Kopa, Miloš
;
Maciak, Matúš
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014391957
Saved in:
6
Implied
volatility
smoothing at COVID-19 times
Vitali, Sebastiano
;
Kopa, Miloš
;
Giana, Gabriele
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014393376
Saved in:
7
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
8
WTI crude oil options market prior to and during the COVID-19 pandemic
Łamasz, Bartosz
;
Michalski, Marek
;
Puka, Radosław
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10014316298
Saved in:
9
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
10
Term spreads of
implied
volatility
smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
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