//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~person:"Bianchi, Michele Leonardo"
~person:"García-Machado, Juan J."
~subject:"ARCH model"
~subject:"CAPM"
~subject:"Volatility smile"
~subject:"volatility smile"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility smile"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
CAPM
Volatility smile
volatility smile
Implied volatility
3
Moneyness
3
Options
3
Skewness
3
Smile effect
3
WIG20
3
Asimetría
1
Efecto sonrisa
1
GARCH model
1
L�vy processes
1
Monetización
1
Opciones
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Sonrisa de la volatilidad
1
Volatilidad implícita
1
Volatility
1
Volatilität
1
filtered historical simulation
1
non-Gaussian Ornstein-Uhlenbeck processes
1
option pricing
1
particle filter
1
stochastic volatility models
1
tempered stable processes and distributions
1
time-changed L�vy processes
1
more ...
less ...
Online availability
All
Free
Undetermined
3
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article
1
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Undetermined
2
Author
All
Bianchi, Michele Leonardo
García-Machado, Juan J.
Janssen, Alexandra
4
Boenkost, Wolfram
3
Constantinides, George M.
3
Fostel, Ana
3
Geanakoplos, John
3
Jackwerth, Jens Carsten
3
Perrakis, Stylianos
3
Schmidt, Wolfgang M.
3
Brorsen, B. Wade
2
Ji, Dasheng
2
Mizrach, Bruce
2
Rubio Irigoyen, Gonzalo
2
Rybczyński, Jarosław
2
Studer, Rahel
2
Studer-Suter, Rahel
2
Angela-Maria, Filip
1
Armeanu, Dan
1
Balakrishna, BS
1
Branger, Nicole
1
Carey, Alexander
1
Eva, María
1
Fabozzi, Frank J.
1
Gago, Mónica
1
García, Ferreira
1
Janek, Agnieszka
1
Jarrow, Robert
1
Jaskowski, Marcin
1
LEIPPOLD, Markus
1
Laurent, J.P.
1
León, Angel
1
Li, Haitao
1
Maria-Miruna, Pochea
1
Marins, Jaqueline Terra Moura
1
McAleer, Michael
1
Mizrach, Bruce Marshall
1
Rachev, Svetlozar T.
1
Rodrigues, Paulo Jorge Maurício
1
Rybczynski, Jaroslaw
1
more ...
less ...
Institution
All
Banca d'Italia
1
Published in...
All
Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE)
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
1
Temi di discussione (Economic working papers)
1
Source
All
RePEc
2
ECONIS (ZBW)
1
EconStor
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
THREE-POINT
VOLATILITY
SMILE
CLASSIFICATION: EVIDENCE FROM THE WARSOW STOCK EXCHANGE DURING VOLATILE SUMMER 2011 / CLASIFICACIÓN DE LAS SONRISAS DE VOLATILIDAD SEGÚN TRES PUNTOS DE...
García-Machado, Juan J.
;
Rybczynski, Jaroslaw
- In:
Investigaciones Europeas de Dirección y Economía de …
21
(
2015
)
1
,
pp. 17-25
investigate the
volatility
smile
derived from liquid call and put options on the Polish WIG20 index which option series expired on …
Persistent link: https://www.econbiz.de/10011262769
Saved in:
2
Three-point
volatility
smile
classification: Evidence from the Warsow Stock Exchange during volatile summer 2011
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
Investigaciones Europeas de Dirección y Economía de …
21
(
2015
)
1
,
pp. 17-25
investigate the
volatility
smile
derived from liquid call and put options on the Polish WIG20 index which option series expired on …
Persistent link: https://www.econbiz.de/10011984997
Saved in:
3
Three-point
volatility
smile
classification : evidence from the Warsow Stock Exchange during volatile summer 2011
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
Investigaciones europeas de Dirección y Economía de …
21
(
2015
)
1
,
pp. 17-25
investigate the
volatility
smile
derived from liquid call and put options on the Polish WIG20 index which option series expired on …
Persistent link: https://www.econbiz.de/10011958447
Saved in:
4
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
;
Rachev, …
-
Banca d'Italia
-
2014
time series and to fit the
volatility
smile
for exchange-traded options where the underlying is the main �Borsa Italianaï …
Persistent link: https://www.econbiz.de/10011099609
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->