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~isPartOf:"Applied economics letters"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Börsenkurs
565
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Option pricing theory
243
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Ryu, Doojin
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Applied economics letters
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance research letters
224
International journal of theoretical and applied finance
167
Journal of banking & finance
167
The North American journal of economics and finance : a journal of financial economics studies
151
International review of financial analysis
147
Energy economics
142
International review of economics & finance : IREF
134
The journal of futures markets
134
Quantitative finance
128
Applied economics
116
Economic modelling
108
Journal of empirical finance
101
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100
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96
Research in international business and finance
89
Journal of risk and financial management : JRFM
86
Journal of international financial markets, institutions & money
81
Applied mathematical finance
77
Applied financial economics
76
Pacific-Basin finance journal
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
The European journal of finance
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
66
The journal of computational finance
65
International Journal of Energy Economics and Policy : IJEEP
63
Review of quantitative finance and accounting
59
Journal of economic dynamics & control
57
International journal of financial engineering
54
The journal of finance : the journal of the American Finance Association
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Economics letters
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Review of derivatives research
52
Journal of financial and quantitative analysis : JFQA
49
Journal of financial markets
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Risks : open access journal
48
Cogent economics & finance
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Computational economics
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
2
Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
3
The term structure of equity risk : an empirical analysis
Dravid, Ajay R.
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 48-63
Persistent link: https://www.econbiz.de/10001202804
Saved in:
4
Implied trinomial trees of the volatility smile
Derman, Emanuel
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 7-22
Persistent link: https://www.econbiz.de/10001202805
Saved in:
5
Binomial option pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001207627
Saved in:
6
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
Saved in:
7
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
8
On pricing Asian options under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
9
Option pricing via QUAD : from Black-Scholes-Merton to Heston with jumps
Su, Haozhe
;
Chen, Ding
;
Newton, David P.
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 9-27
Persistent link: https://www.econbiz.de/10011687339
Saved in:
10
Model-based versus model-free implied volatility : evidence from North American, European, and Asian index option markets
Biktimirov, Ernest N.
;
Wang, Chunrong
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 42-68
Persistent link: https://www.econbiz.de/10011687342
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