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Search: subject:"Volatility smile"
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Volatility
50
Volatilität
49
Option pricing theory
45
Optionspreistheorie
45
Volatility smile
35
volatility smile
27
Option trading
19
Optionsgeschäft
19
Stochastic process
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Black-Scholes-Modell
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9
Estimation
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Derivat
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7
Arbitrage
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Implied volatility smile
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Capital income
5
Index futures
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Options
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Börsenkurs
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Wechselkurs
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implied volatility
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option pricing
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Anlageverhalten
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Behavioural finance
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Agarwalla, Sobhesh Kumar
3
Gatheral, Jim
3
Varma, Jayanth Rama
3
Andersen, Leif
2
Chen, Jing
2
Chen, Ren-Raw
2
García-Machado, Juan J.
2
Han, Qian
2
Kim, Sol
2
Lin, Shih-kuei
2
Martini, Claude
2
Mingone, Arianna
2
Palmon, Oded
2
Piterbarg, Vladimir
2
Primbs, James
2
Radoičić, Radoš
2
Rybczyński, Jarosław
2
Ryu, Doojin
2
Sokolinskiy, Oleg
2
Virmani, Vineet
2
Yamada, Yuji
2
Adams, Michael B.
1
Albanese, Claudio
1
Almeida, Caio Ibsen Rodrigues de
1
Andreasen, Jesper
1
BIANCHI, MICHELE LEONARDO
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BRODY, DORJE C.
1
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1
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1
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1
Byun, Suk Joon
1
CONSTANTINOU, IRENE C.
1
Campani, Carlos Heitor
1
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1
Carrasco, José A.
1
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1
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Quantitative Finance
4
Review of quantitative finance and accounting
4
International Journal of Theoretical and Applied Finance (IJTAF)
3
Review of Quantitative Finance and Accounting
3
Review of derivatives research
3
Applied Mathematical Finance
2
Asia-Pacific Financial Markets
2
Finance and Stochastics
2
Finance research letters
2
International journal of financial engineering
2
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2
Journal of Banking & Finance
2
Journal of banking & finance
2
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
2
Quantitative finance
2
Review of Derivatives Research
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Advances in Complex Systems (ACS)
1
Annals of Finance
1
Annals of finance
1
Australian Journal of Management
1
Computational economics
1
Economic Modelling
1
Economic modelling
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
European Journal of Operational Research
1
European financial management : the journal of the European Financial Management Association
1
Finance and stochastics
1
International journal of economic theory
1
International review of economics & finance : IREF
1
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
1
Journal of Economic Theory
1
Journal of Economics and Finance
1
Journal of Emerging Market Finance
1
Journal of Indian Business Research
1
Journal of commodity markets
1
Journal of econometrics
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ECONIS (ZBW)
49
RePEc
32
Other ZBW resources
2
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1
A generalization of the rational rough Heston approximation
Gatheral, Jim
;
Radoičić, Radoš
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 329-335
Persistent link: https://www.econbiz.de/10014551997
Saved in:
2
Option prices and the probability of success of cash mergers
Bester, C. Alan
;
Martinez, Victor H.
;
Roşu, Ioanid
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 145-186
Persistent link: https://www.econbiz.de/10013542856
Saved in:
3
Determinants of put-call disparity : KOSPI 200 index options
Kim, Sam
;
Lockwood, Jimmy
;
Lockwood, Larry Joseph
; …
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 303-314
Persistent link: https://www.econbiz.de/10014330974
Saved in:
4
Does smile help detect the UK's price leadership change after MiFID?
Adams, Michael B.
;
Chen, Jing
;
Guo, Qian
;
Li, Xiaoxi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 756-769
Persistent link: https://www.econbiz.de/10014364155
Saved in:
5
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
6
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
7
Refined analysis of the no-butterfly-arbitrage domain for SSVI slices
Martini, Claude
;
Mingone, Arianna
- In:
The journal of computational finance : JFC
27
(
2023
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014486951
Saved in:
8
Whose sentiment explains implied volatility change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
9
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
10
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
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