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Lee, Cheng F.
8
Hur, Jungshik
6
Vivek Singh
5
Chang, Chuang-chang
4
Chen, Ren-Raw
4
Chiang, Thomas C.
4
Fletcher, Jonathan
4
Nam, Kiseok
4
Cai, Charlie X.
3
Du, Ding
3
Faff, Robert W.
3
Jiang, Ying
3
Kadapakkam, Palani-Rajan
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Li, Bingxin
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Lin, Shih-kuei
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Liu, Xiaoquan
3
Lu, Chiuling
3
Mohanty, Sunil
3
Newton, David P.
3
Oler, Derek K.
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Palmon, Oded
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Rahman, Shafiqur
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Sokolinskiy, Oleg
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Tse, Yiuman
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Wei, Peihwang
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3
Zhou, Zhong-guo
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Al-Najjar, Basil
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Alomari, Mohammad
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Andreou, Panayiotis C.
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Andriosopoulos, Dimitris
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Bielstein, Patrick
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Brown, Robert M.
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Cakici, Nusret
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Chen, Carl R.
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Chen, Sheng-syan
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Cheng, Louis T. W.
2
Choudhry, Taufiq
2
Costabile, Massimo
2
Ferruz Agudo, Luis
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Review of quantitative finance and accounting
Finance research letters
1,336
NBER working paper series
1,220
Working paper / National Bureau of Economic Research, Inc.
1,126
Journal of banking & finance
1,024
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1,023
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901
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670
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638
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623
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601
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592
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561
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559
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542
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1
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
2
A jump diffusion model for VIX
volatility
options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
Saved in:
3
Pricing and hedging
volatility
smile under multifactor interest rate models
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009271374
Saved in:
4
The role of stochastic
volatility
and return jumps : reproducing
volatility
and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
5
Local
volatility
calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
6
Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
Saved in:
7
Explaining the
volatility
smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
Saved in:
8
Assessing the performance of symmetric and asymmetric implied
volatility
functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
9
R-2GAM stochastic
volatility
model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
Saved in:
10
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
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