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Option Prices with Stochastic...
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Option pricing theory
19
Optionspreistheorie
19
Volatility
13
Volatilität
13
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8
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8
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5
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Alòs, Elisa
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Alitab, Dario
1
Bacinello, Anna Rita
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Quantitative finance
178
International journal of theoretical and applied finance
148
International journal of financial engineering
103
The journal of computational finance
91
Finance research letters
85
Computational economics
80
European journal of operational research : EJOR
77
Insurance / Mathematics & economics
72
The North American journal of economics and finance : a journal of financial economics studies
72
Applied mathematical finance
70
Journal of banking & finance
67
Finance and stochastics
65
Journal of mathematical finance
64
The journal of futures markets
57
Review of derivatives research
55
SpringerLink / Bücher
48
Journal of economic dynamics & control
45
Energy economics
36
The journal of derivatives : JOD
34
International review of economics & finance : IREF
31
Journal of econometrics
31
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30
Mathematics and financial economics
29
Research paper series / Swiss Finance Institute
29
The European journal of finance
28
Annals of finance
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematical finance : an international journal of mathematics, statistics and financial economics
23
Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic modelling
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Mathematics of operations research
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International review of financial analysis
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ECONIS (ZBW)
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1
Asymptotic expansion for some local volatility models arising in finance
Albeverio, Sergio
;
Cordoni, Francesco
;
Di Persio, Luca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
Saved in:
2
Calibration of local volatility model with stochastic interestrates by efficient numerical PDE methods
Hok, Julien
;
Tan, Shih-Hau
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 609-637
Persistent link: https://www.econbiz.de/10012127281
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3
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
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4
Endogenous trading in credit default swaps
Chesney, Marc
;
Coculescu, Delia
;
Gökay, Selim
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011451640
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5
The pricing of lookback options and binomial approximation
Grosse-Erdmann, Karl-Goswin
;
Heuwelyckx, Fabien
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 33-67
Persistent link: https://www.econbiz.de/10011451641
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6
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
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7
From volatility smiles to the volatility of volatility
Dumas, Bernard
;
Luciano, Elisa
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
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8
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
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9
Moment explosions in the rough Heston model
Gerhold, Stefan
;
Gerstenecker, Christoph
;
Pinter, Arpad
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 575-608
Persistent link: https://www.econbiz.de/10012127280
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10
A realized volatility approach to option pricing with continuous and jump variance components
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 639-664
Persistent link: https://www.econbiz.de/10012127296
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