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~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~person:"Grasselli, Martino"
~person:"Skiadopoulos, George"
~subject:"Volatilität"
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Volatilität
Option pricing theory
6
Optionspreistheorie
6
Volatility
5
Devisenmarkt
2
Foreign exchange market
2
Stochastic process
2
Stochastischer Prozess
2
1998-2001
1
3/2 Stochastic volatility model
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Aktienoption
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Benchmark approach
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Benchmarking
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Börsenkurs
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Calibration
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Capital structure
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Currency derivative
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Derivat
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Derivative
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Fast Fourier transform
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Financial flexibility
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Libor market model
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Martingal
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Martingale
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Model calibration
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Modellierung
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Monte Carlo simulation
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Grasselli, Martino
Skiadopoulos, George
Branger, Nicole
5
Leippold, Markus
4
Lin, Yueh-neng
4
Zhang, Jin E.
4
Chang, Chien-hung
3
Cui, Zhenyu
3
Alexander, Carol
2
Andreou, Panayiotis C.
2
Bernales, Alejandro
2
Cai, Ning
2
Cheng, Jun
2
Chevapatrakul, Thanaset
2
Dempsey, Michael
2
Duan, Jin-Chuan
2
Ederington, Louis H.
2
Elliott, Robert J.
2
Elyasiani, Elyas
2
Fabozzi, Frank J.
2
Gambarelli, Luca
2
Gehricke, Sebastian A.
2
Gkionis, Konstantinos
2
Gnoatto, Alessandro
2
Guan, Wei
2
Ibraimi, Meriton
2
Kagkadis, Anastasios
2
Kearney, Fearghal
2
Kim, Bara
2
Kim, Jerim
2
Kostakis, Alexandros
2
Li, Chenxu
2
Lian, Guanghua
2
Mele, Antonio
2
Muck, Matthias
2
Muzzioli, Silvia
2
Obayashi, Yoshiki
2
Philip, Dennis
2
Prokopczuk, Marcel
2
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Applied economics
Journal of banking & finance
Journal of economic dynamics & control
Working paper
4
International journal of theoretical and applied finance
3
Application of operations research to financial markets
1
Decision making : recent developments and worldwide applications
1
Decisions in economics and finance : a journal of applied mathematics
1
European financial management : the journal of the European Financial Management Association
1
Financial engineering, E-commerce and supply chain
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research letters
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of derivatives research
1
The journal of futures markets
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ECONIS (ZBW)
5
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1
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
2
Capital structure and financial flexibility : expectations of future shocks
Lambrinoudakis, Costas
;
Skiadopoulos, George
;
Gkionis, …
- In:
Journal of banking & finance
104
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012163780
Saved in:
3
Pricing
currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
4
Smiles all around : FX joint calibration in a multi-Heston model
De Col, Alvise
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3799-3818
Persistent link: https://www.econbiz.de/10010126819
Saved in:
5
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
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