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~subject:"Optionspreistheorie"
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Optionspreistheorie
implied volatility
164
Volatilität
155
Volatility
140
Option pricing theory
72
Implied volatility
58
Implied Volatility
54
Optionsgeschäft
52
Option trading
51
Prognoseverfahren
49
Forecasting model
46
Schätzung
40
Capital income
37
Kapitaleinkommen
37
Estimation
36
realized volatility
36
Börsenkurs
32
VIX
32
Share price
28
Theorie
28
stochastic volatility
24
option pricing
21
ARCH-Modell
18
Derivat
17
Derivative
17
Index-Futures
17
implied volatility surface
17
Index futures
16
Risk
16
Theory
16
Wechselkurs
16
ARCH model
15
Risiko
15
options
15
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jumps
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13
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13
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Alòs, Elisa
3
Guidolin, Massimo
3
Jacquier, Antoine
3
Kim, Kwanho
3
Kräussl, Roman
3
Oosterlee, Cornelis Willebrordus
3
Stork, Philip
3
Vitali, Sebastiano
3
Bernales, Alejandro
2
Felix, Luiz
2
Gehricke, Sebastian A.
2
Goyal, Amit
2
Hoque, Ariful
2
Kopa, Miloš
2
León, Jorge A.
2
Liu, Shuaiqiang
2
Maciak, Matúš
2
Muzzioli, Silvia
2
Pierdzioch, Christian
2
Ruan, Xinfeng
2
Ryu, Doojin
2
Schadner, Wolfgang
2
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2
Zhang, Jin E.
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Bohte, Sander M.
1
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1
Branger, Nicole
1
Brignone, Riccardo
1
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1
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
1
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1
Journal of open innovation : technology, market, and complexity
1
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ECONIS (ZBW)
72
EconStor
6
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1
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
2
Financial market disruption and investor awareness : the case of
implied
volatility
skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
3
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
4
Lever up! : an analysis of options trading in leveraged ETFs
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
; …
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 986-1002
Persistent link: https://www.econbiz.de/10014536712
Saved in:
5
Using interpolated
implied
volatility
for analysing exogenous market changes
Maciak, Matúš
;
Vitali, Sebastiano
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014636790
Saved in:
6
WTI crude oil options market prior to and during the COVID-19 pandemic
Łamasz, Bartosz
;
Michalski, Marek
;
Puka, Radosław
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10014316298
Saved in:
7
Term spreads of
implied
volatility
smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
8
Implied
volatility
surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
9
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
10
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Drábek, Zdeněk
;
Kopa, Miloš
;
Maciak, Matúš
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014391957
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