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Volatility derivatives and mod...
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Option pricing theory
225
Optionspreistheorie
225
Volatility
214
Volatilität
214
Stochastic process
155
Stochastischer Prozess
155
Option trading
92
Optionsgeschäft
92
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92
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92
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80
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80
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52
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52
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44
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41
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27
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Bayer, Christian
9
Bormetti, Giacomo
4
Bouchaud, Jean-Philippe
4
Cui, Zhenyu
4
Escobar, Marcos
4
Gatheral, Jim
4
Li, Lingfei
4
Lillo, Fabrizio
4
Radoičić, Radoš
4
Tempone, Raúl
4
Chan, Tat Lung
3
Felpel, Mike
3
Fukasawa, Masaaki
3
Gerlach, Richard
3
Glasserman, Paul
3
Grobys, Klaus
3
Hilliard, Jimmy E.
3
Horvath, Blanka Nora
3
Härdle, Wolfgang
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Liu, Xiaoquan
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Rosenbaum, Mathieu
3
Schoutens, Wim
3
Sornette, Didier
3
Wehrli, Alexander
3
Wong, Hoi Ying
3
Zhang, Gongqiu
3
Ziveyi, Jonathan
3
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2
Alexander, Carol
2
Alòs, Elisa
2
Badescu, Alexandru
2
Baschetti, Fabio
2
Bellini, Fabio
2
Ben Hammouda, Chiheb
2
Benth, Fred Espen
2
Bossu, Sébastien
2
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
The journal of futures markets
1,259
Finance research letters
1,041
Journal of banking & finance
917
NBER working paper series
910
Energy economics
893
Working paper / National Bureau of Economic Research, Inc.
814
NBER Working Paper
751
International journal of theoretical and applied finance
716
International review of financial analysis
672
International review of economics & finance : IREF
640
Applied economics
589
Journal of financial economics
546
Economic modelling
503
The North American journal of economics and finance : a journal of financial economics studies
467
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433
Research in international business and finance
426
Applied financial economics
423
The journal of finance : the journal of the American Finance Association
421
Discussion paper / Centre for Economic Policy Research
420
Journal of econometrics
397
Economics letters
396
Applied economics letters
387
The review of financial studies
383
The journal of derivatives : the official publication of the International Association of Financial Engineers
368
Finance and stochastics
367
Journal of empirical finance
365
Journal of international financial markets, institutions & money
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
360
The European journal of finance
343
Journal of economic dynamics & control
342
Pacific-Basin finance journal
340
Applied mathematical finance
336
Journal of international money and finance
333
Journal of financial and quantitative analysis : JFQA
330
Journal of risk and financial management : JRFM
322
IMF Working Papers
314
IMF working papers
310
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
307
Research paper series / Swiss Finance Institute
299
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ECONIS (ZBW)
362
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1
Delta
hedging
bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
2
A PDE method for estimation of implied
volatility
Matić, Ivan
;
Radoičić, Radoš
;
Stefanica, Dan
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 393-408
Persistent link: https://www.econbiz.de/10012194873
Saved in:
3
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
4
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
5
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
Saved in:
6
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
7
The
volatility
risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
8
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
9
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic
volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Kim, Jeong-Hoon
;
Park, Hyejin
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012194627
Saved in:
10
Short-time near-the-money skew in rough fractional
volatility
models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
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