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~subject:"Volatility"
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Volatility
Theorie
43
Theory
43
Volatilität
37
Stochastic process
28
Stochastischer Prozess
28
Option pricing theory
23
Optionspreistheorie
23
Portfolio selection
20
Portfolio-Management
20
Derivat
12
Derivative
12
Spieltheorie
10
Duopol
9
Duopoly
9
Game theory
9
Hedging
8
Risiko
8
Risk
8
Börsenkurs
7
Share price
7
Oligopol
6
Oligopoly
6
Option trading
6
Optionsgeschäft
6
stochastic volatility
5
Energiemarkt
4
Energy market
4
Financial market
4
Finanzmarkt
4
Incomplete market
4
Mathematical programming
4
Mathematische Optimierung
4
Unvollkommener Markt
4
Black-Scholes model
3
Black-Scholes-Modell
3
Capital income
3
Credit risk
3
Estimation theory
3
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3
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17
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20
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16
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16
Arbeitspapier
2
Graue Literatur
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2
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English
37
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Sircar, Kaushik Ronnie
25
Fouque, Jean-Pierre
14
Papanicolaou, George
11
Sircar, Ronnie
11
Aït-Sahalia, Yacine
4
Matthys, Felix
4
Osambela, Emilio
4
Bichuch, Maxim
3
Lorig, Matthew
3
Sølna, Knut
3
Bayraktar, Erhan
2
Horst, Ulrich
2
Krishnan, Nikhil
2
Leung, Tim
2
Solna, Knut
2
Sturm, Stephan
2
Zariphopoulou-Souganidis, Thaleia
2
Agarwal, Ankush
1
Chan, Patrick
1
Cotton, Peter
1
Ilhan, Aytaç
1
Jonsson, Mattias
1
Juneja, Sandeep
1
Papanicolaou, Andrew
1
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National Bureau of Economic Research
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Applied mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
2
International journal of theoretical and applied finance
2
Asia-Pacific financial markets
1
FEDS Working Paper
1
Finance and economics discussion series
1
Financial engineering
1
NBER working paper series
1
Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
1
The journal of computational finance
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ECONIS (ZBW)
37
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1
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
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2
Financial modeling in a fast mean-reverting stochastic volatility environment
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001506394
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3
Stochastic volatility, smile & asymptotics
Sircar, Kaushik Ronnie
;
Papanicolaou, George
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 107-145
Persistent link: https://www.econbiz.de/10001449244
Saved in:
4
Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
5
Mean-reverting stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
Saved in:
6
General black-scholes models accounting for increased market volatility from hedging strategies
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
5
(
1998
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10001238442
Saved in:
7
From the implied volatility skew to a robust correction to Black-Scholes American option prices
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 651-675
Persistent link: https://www.econbiz.de/10001600370
Saved in:
8
Short time-scale in S&P500 volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001782169
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9
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
10
Maturity cycles in implied volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 451-477
Persistent link: https://www.econbiz.de/10002261414
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