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Volatility derivatives and mod...
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Volatilität
42,571
Volatility
42,520
Theorie
26,987
Theory
26,982
Kapitalstruktur
15,323
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15,248
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15,240
Option pricing theory
15,176
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14,883
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14,878
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11,617
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11,608
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10,105
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10,100
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9,843
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8,339
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8,280
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8,236
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8,236
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8,105
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8,105
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7,596
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7,596
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7,347
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7,347
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6,491
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6,429
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6,393
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6,388
Aktienmarkt
6,268
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6,240
Risk
5,871
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5,834
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5,315
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5,302
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4,600
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4,599
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4,016
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4,015
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3,989
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31,280
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McAleer, Michael
318
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300
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199
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189
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185
Härdle, Wolfgang
171
Madan, Dilip B.
150
Bollerslev, Tim
148
Bouri, Elie
136
Chang, Chia-Lin
131
Andersen, Torben
129
Diebold, Francis X.
129
Lien, Da-hsiang Donald
122
Chiarella, Carl
117
Pierdzioch, Christian
114
Engle, Robert F.
108
Aizenman, Joshua
106
Hammoudeh, Shawkat
103
Jarrow, Robert A.
98
Tiwari, Aviral Kumar
98
Ma, Feng
96
Lee, Cheng F.
95
Lucey, Brian M.
95
Acharya, Viral V.
94
Carr, Peter
93
Spagnolo, Nicola
92
Bekaert, Geert
89
Platen, Eckhard
89
Christoffersen, Peter F.
88
Kang, Sang Hoon
86
Stulz, René M.
86
Benth, Fred Espen
85
Hull, John
85
Kit, Pong Wong
85
Todorov, Viktor
85
Joshi, Mark S.
84
Caporin, Massimiliano
83
Takahashi, Akihiko
83
Cui, Zhenyu
82
Brooks, Robert
80
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National Bureau of Economic Research
930
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Centre for Analytical Finance <Århus>
45
Ekonomiska forskningsinstitutet <Stockholm>
33
World Bank
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Basel Committee on Banking Supervision
30
Chambre de commerce et d'industrie de Paris
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International Monetary Fund
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OECD
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Svenska Handelshögskolan <Helsinki>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
18
Federal Reserve Bank of St. Louis
18
Centre for Economic Policy Research
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Springer Fachmedien Wiesbaden
17
Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
16
Verlag Dr. Kovač
16
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15
European University Institute / Department of Economics
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Federal Reserve System / Board of Governors
13
International Organization of Securities Commissions
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
12
International Center for Financial Asset Management and Engineering
12
Internationaler Währungsfonds / Research Department
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
12
Federal Reserve System / Division of Research and Statistics
11
Instituto Valenciano de Investigaciones Económicas
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
10
Erasmus Research Institute of Management
10
Federal Reserve Bank of New York
10
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
9
Gottfried Wilhelm Leibniz Universität Hannover
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Econometrisch Instituut <Rotterdam>
8
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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
Research in international business and finance
426
Working paper
425
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
Quantitative finance
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
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
The journal of computational finance
292
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ECONIS (ZBW)
RePEc
4,752
EconStor
1,934
USB Cologne (EcoSocSci)
1,114
Other ZBW resources
434
USB Cologne (business full texts)
358
BASE
257
OLC EcoSci
30
ArchiDok
6
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Showing
1
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10
of
89,783
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articles prioritized
date (newest first)
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
Effect of liquidity on the implied
volatility
surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
3
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:
4
Hedging
European derivatives with the polynomial variance
swap
under uncertain
volatility
environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
5
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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