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~subject:"Volatilität"
~isPartOf:"Finance and stochastics"
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Volatilität
Option pricing theory
218
Optionspreistheorie
218
Theorie
187
Theory
187
Stochastic process
93
Stochastischer Prozess
93
CAPM
74
Martingal
51
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47
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47
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Alòs, Elisa
2
Carmona, René
2
Figueroa-López, José E.
2
Forde, Martin
2
Föllmer, Hans
2
Guyon, Julien
2
Jacquier, Antoine
2
Krühner, Paul
2
Lee, Roger
2
Muhle-Karbe, Johannes
2
Nadtochiy, Sergey
2
Nutz, Marcel
2
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2
Abi Jaber, Eduardo
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
Beißner, Patrick
1
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Bennedsen, Mikkel
1
Bentata, Amel
1
Benth, Fred Espen
1
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Finance and stochastics
International journal of theoretical and applied finance
175
Journal of banking & finance
112
Quantitative finance
112
The journal of futures markets
91
Applied mathematical finance
85
Finance research letters
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
The journal of computational finance
66
Journal of econometrics
65
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of financial engineering
49
International review of economics & finance : IREF
49
Journal of economic dynamics & control
49
Working paper / National Bureau of Economic Research, Inc.
49
NBER working paper series
48
Energy economics
47
European journal of operational research : EJOR
47
Research paper series / Swiss Finance Institute
46
Journal of empirical finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Computational economics
41
NBER Working Paper
39
International review of financial analysis
38
Economic modelling
37
Journal of mathematical finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
The European journal of finance
34
Annals of finance
33
Applied economics
32
Review of quantitative finance and accounting
30
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
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
47
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1
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
2
A risk-neutral equilibrium leading to uncertain volatility
pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
3
The characteristic function of Gaussian stochastic volatility models : an analytic expression
Abi Jaber, Eduardo
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 733-769
Persistent link: https://www.econbiz.de/10013440250
Saved in:
4
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
5
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
Beißner, Patrick
;
Riedel, Frank
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 603-620
Persistent link: https://www.econbiz.de/10011945876
Saved in:
6
Extreme at-the-money skew in a local volatility model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
Saved in:
7
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
8
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
9
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
10
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
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