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Volatility derivatives and mod...
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Volatility
43,825
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27,467
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15,938
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15,744
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305
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208
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202
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191
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170
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155
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150
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149
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137
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133
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129
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124
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123
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122
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117
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112
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102
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102
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99
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99
Tiwari, Aviral Kumar
99
Hull, John
97
Christoffersen, Peter F.
96
Lucey, Brian M.
96
Ma, Feng
96
Carr, Peter
95
Lee, Cheng F.
95
Platen, Eckhard
93
Bekaert, Geert
91
Buch, Claudia M.
91
Wahl, Jack E.
90
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88
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87
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86
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86
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86
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86
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Department of Economics, Oxford University
17
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17
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1,259
Finance research letters
1,041
Journal of banking & finance
917
NBER working paper series
910
Energy economics
893
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814
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716
International review of financial analysis
672
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640
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546
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503
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426
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423
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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
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)
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RePEc
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EconStor
1,934
USB Cologne (EcoSocSci)
1,114
Other ZBW resources
434
USB Cologne (business full texts)
358
BASE
257
OLC EcoSci
30
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6
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Showing
1
-
10
of
98,673
Sort
relevance
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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