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Volatility
255
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255
Option pricing theory
251
Optionspreistheorie
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Stochastic process
188
Stochastischer Prozess
188
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160
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stochastic volatility
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Madan, Dilip B.
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Benth, Fred Espen
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Kwok, Yue-Kuen
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Brigo, Damiano
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Levendorskij, Sergej Z.
5
Macrina, Andrea
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Platen, Eckhard
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Rebonato, Riccardo
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Bayraktar, Erhan
3
Brody, Dorje C.
3
Carr, Peter
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Chiarella, Carl
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Cui, Zhenyu
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Elliott, Robert J.
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Siu, Tak Kuen
3
Stauffer, Dietrich
3
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3
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International journal of theoretical and applied finance
Finance research letters
1,779
NBER working paper series
1,670
Working paper / National Bureau of Economic Research, Inc.
1,544
NBER Working Paper
1,344
Journal of banking & finance
1,306
International review of financial analysis
1,153
The journal of finance : the journal of the American Finance Association
1,062
Journal of financial economics
1,042
International review of economics & finance : IREF
922
Applied economics
912
The journal of futures markets
892
Energy economics
887
Pacific-Basin finance journal
849
Applied financial economics
844
The review of financial studies
799
Applied economics letters
758
Journal of financial and quantitative analysis : JFQA
741
Journal of empirical finance
731
Economic modelling
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Discussion paper / Centre for Economic Policy Research
665
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
645
Economics letters
632
Journal of international financial markets, institutions & money
628
Review of quantitative finance and accounting
544
Working paper
517
The European journal of finance
516
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
498
Journal of international money and finance
471
Journal of econometrics
460
CESifo working papers
437
Management science : journal of the Institute for Operations Research and the Management Sciences
436
Journal of risk and financial management : JRFM
417
Quantitative finance
393
International journal of economics and finance
384
Research paper series / Swiss Finance Institute
379
Journal of financial markets
374
Journal of economic dynamics & control
361
Global finance journal
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ECONIS (ZBW)
456
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1
Model-free implied
volatility
: from surface to index
Fukasawa, Masaaki
;
Ishida, I.
;
Maghrebi, N.
;
Oya, Kosuke
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 433-463
Persistent link: https://www.econbiz.de/10009269385
Saved in:
2
VIX versus VXX : a joint analytical framework
Grasselli, Martino
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012496543
Saved in:
3
Skew and implied leverage effect : smile dynamics revisited
Vargas, Vincent
;
Dao, Tung-Lam
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011403762
Saved in:
4
Index
options
and
volatility
derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
5
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
6
Effective and simple VWAP
options
pricing model
Buryak, Alexander
;
Guo, Ivan
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010438536
Saved in:
7
A threshold model for stock return
volatility
and trading volume
Iori, Giulia
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 467-472
Persistent link: https://www.econbiz.de/10001523008
Saved in:
8
The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009624498
Saved in:
9
A parsimonious continous time model of equity index returns : (inferred from high frequency data)
Bedendo, Mascia
;
Hodges, Stewart D.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 997-1030
Persistent link: https://www.econbiz.de/10002476563
Saved in:
10
Statistics of VIX futures and applications to trading
volatility
exchange-traded products
Avellaneda, Marco
;
Papanicolaou, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012012774
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