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Volatility derivatives and mod...
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Volatility
11,978
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11,464
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4,838
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4,836
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3,984
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3,556
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1,340
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160
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98
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89
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81
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59
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58
Kang, Sang Hoon
58
Vo Xuan Vinh
54
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51
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48
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46
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46
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45
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44
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43
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43
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41
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41
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40
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39
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39
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38
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37
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37
Salisu, Afees A.
37
Wang, Xingchun
37
Umar, Zaghum
36
Shahzad, Syed Jawad Hussain
35
Bahmani-Oskooee, Mohsen
34
Serletis, Apostolos
34
Cui, Zhenyu
33
Lee, Chien-Chiang
31
Yin, Libo
31
Hassan, M. Kabir
30
Acharya, Viral V.
28
Naeem, Muhammad Abubakr
28
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28
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28
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28
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27
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6
Edward Elgar Publishing
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Springer International Publishing
6
Trade and Agriculture Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
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World Scientific Publishing Co. Pte. Ltd.
5
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4
Springer-Verlag GmbH
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World Bank / Development Research Group / Finance
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World Bank Group
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3
De Gruyter Oldenbourg
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NetLibrary, Inc
3
Peter Lang GmbH
3
Taylor and Francis.
3
Walter de Gruyter Inc.
3
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3
Cambridge University Press
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Nomos Verlagsgesellschaft
2
Organisation for Economic Co-operation and Development
2
Universität Mannheim
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2
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1
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1
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1
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Friedr. Vieweg und Sohn
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Gottfried Wilhelm Leibniz Universität Hannover
1
Government of Uganda
1
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Finance research letters
926
Energy economics
683
International review of financial analysis
453
International review of economics & finance : IREF
426
The North American journal of economics and finance : a journal of financial economics studies
402
Discussion paper / Centre for Economic Policy Research
384
Applied economics
371
Journal of banking & finance
324
Quantitative finance
315
Economic modelling
304
Research in international business and finance
301
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232
Pacific-Basin finance journal
225
Journal of financial economics
215
The journal of futures markets
212
Journal of econometrics
198
Applied economics letters
195
International journal of theoretical and applied finance
195
Journal of international financial markets, institutions & money
190
Computational economics
185
Economics letters
184
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182
Journal of empirical finance
178
The journal of corporate finance : contracting, governance and organization
176
SpringerLink / Bücher
173
Discussion papers / CEPR
169
Management science : journal of the Institute for Operations Research and the Management Sciences
167
The European journal of finance
154
Journal of economic dynamics & control
148
European journal of operational research : EJOR
146
International journal of financial engineering
144
Journal of international money and finance
141
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
139
Managerial Finance
136
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
Insurance / Mathematics & economics
118
International journal of finance & economics : IJFE
113
Review of quantitative finance and accounting
109
International journal of forecasting
105
Finance and stochastics
104
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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OLC EcoSci
1
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1
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22,052
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date (oldest first)
1
The term structure of option-implied
volatility
and future realized
volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
Saved in:
2
Corrections in Heston model derivations for bond options
Mandal, Satrajit
;
Bhattacharya, Sujoy
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012253419
Saved in:
3
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
4
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
5
Inferring the implied
volatility
of SOFR-Based swaptions
Yueh, Meng-Lan
;
Wu, Cho-Jui
- In:
The journal of derivatives : JOD
31
(
2024
)
4
,
pp. 157-179
Persistent link: https://www.econbiz.de/10015200194
Saved in:
6
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
7
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
8
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
9
Hedging
of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
10
The Buffett critique :
volatility
and long-dated options
Gupta, Neeraj J.
;
Kurt, Mark
;
White, Reilly
- In:
Journal of economics and finance
40
(
2016
)
3
,
pp. 524-537
Persistent link: https://www.econbiz.de/10011659004
Saved in:
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