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~isPartOf:"International journal of financial engineering"
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Option pricing theory
10
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10
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10
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6
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International journal of financial engineering
Journal of banking & finance
27
International review of financial analysis
25
Finance research letters
24
Quantitative finance
24
International Journal of Theoretical and Applied Finance (IJTAF)
23
CREATES Research Papers
19
Energy economics
19
International journal of theoretical and applied finance
19
MPRA Paper
18
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
14
International review of economics & finance : IREF
12
Journal of Banking & Finance
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SFB 649 Discussion Papers
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Review of Derivatives Research
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Applied mathematical finance
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Economic modelling
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Economics Papers from University Paris Dauphine
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
CEPR Discussion Papers
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Finance and Stochastics
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Journal of international financial markets, institutions & money
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Review of Quantitative Finance and Accounting
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Asia-Pacific journal of financial studies
7
Finance and stochastics
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Journal of Risk and Financial Management
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Journal of financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Physica A: Statistical Mechanics and its Applications
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Review of derivatives research
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The European journal of finance
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Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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1
Symbolic regression-based adaptive generation of
implied
volatility
Yen, Joseph
;
Qi, Yuan Yuan
;
Wong, Seng Fat
;
Zhou, Jiantao
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250018-1-2250018-27
Persistent link: https://www.econbiz.de/10013367616
Saved in:
2
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
3
Fast generation of
implied
volatility
surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
4
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
5
Modeling of
implied
volatility
surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
6
Implied
volatility
surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
7
An exact and explicit
implied
volatility
inversion formula
Xia, Yuxuan
;
Cui, Zhenyu
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011923068
Saved in:
8
Pólya-based approximation for the ATM-forward
implied
volatility
Matić, Ivan
;
Radoičić, Radoš
;
Stefanica, Dan
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011778274
Saved in:
9
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
10
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
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