//--> //--> //-->
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
~institution:"Wydział Nauk Ekonomicznych, Uniwersytet Warszawski"
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 surface"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VIX
1
VIX options
1
implied volatility surface
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Jabłecki, Juliusz
1
Kokoszczyński, Ryszard
1
Sakowski, Paweł
1
Wójcik, Piotr
1
Ślepaczuk, Robert
1
Institution
All
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
School of Economics and Political Science, Universität St. Gallen
2
BANCO DE LA REPÚBLICA
1
Banco de la Republica de Colombia
1
EconWPA
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
1
School of Economics and Management, University of Aarhus
1
Technische Hochschule Mittelhessen
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simple heuristics for pricing VIX options
Jabłecki, Juliusz
;
Kokoszczyński, Ryszard
;
Sakowski, …
-
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
-
2014
The article presents a simple parameterization of the
volatility
surface
for options on the S&P 500 volatility index …
Persistent link: https://www.econbiz.de/10010929618
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->