//--> //--> //-->
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
~isPartOf:"Applied economics"
~person:"Chang, Chuang-chang"
~person:"Lee, Hangsuck"
~person:"Perrakis, Stylianos"
~person:"Voukelatos, Nikolaos"
~person:"Zhang, Jin E."
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:"European option"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
2
Black-Scholes-Modell
2
Implied volatility (IV)
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Derivat
1
Derivative
1
Financial crisis
1
Finanzkrise
1
IV smirk
1
IV smirks
1
Index futures
1
Index-Futures
1
SPY options
1
VIX futures ETN
1
VXX
1
VXX options
1
global financial crisis (GFC)
1
prediction
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chang, Chuang-chang
Lee, Hangsuck
Perrakis, Stylianos
Voukelatos, Nikolaos
Zhang, Jin E.
Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Muzzioli, Silvia
2
Assimakopoulos, V.
1
Aziz, Saqib
1
Barai, Parama
1
Chen, Dar-hsin
1
Chen, Jian
1
Chen, Shi
1
Dempsey, Michael
1
Ferruz Agudo, Luis
1
Gambarelli, Luca
1
Giannelos, K.
1
Guo, Wei
1
Huang, Fu-Wei
1
Huang, Han-Ching
1
Huang, Wei
1
Huang, Zhuo
1
Jalan, Akanksha
1
Kyriacou, Kyriacos
1
Lee, Kyungsub
1
Li, Xiaoping
1
Lin, Chien-chih
1
Lin, Chuang Yuang
1
Lin, Jyh-horng
1
Ma, Chenghu
1
Maris, K.
1
Mase, Bryan
1
Matkovskyy, Roman
1
Muñoz, Fernando
1
Nikolopoulos, K.
1
Park, Seongkyu
1
Pati, Pratap Chandra
1
Rajib, Prabina
1
Ruan, Xinfeng
1
Ryu, Doojin
1
Seo, Byoung Ki
1
Tanha, Hassan
1
Tong, Chen
1
more ...
less ...
Published in...
All
Applied economics
The journal of futures markets
10
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of banking & finance
5
Finance research letters
4
NBER Working Paper
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Journal of economic dynamics & control
2
Journal of financial markets
2
Working papers / University of Kent, Kent Business School
2
24th Australasian Finance and Banking Conference 2011 Paper
1
CoFE discussion papers
1
Economics letters
1
Emerging markets review
1
European financial management : the journal of the European Financial Management Association
1
International journal of business
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of multinational financial management
1
Mathematics and financial economics
1
Pacific-Basin finance journal
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
Risk and decision analysis
1
Springer eBook Collection
1
Springer eBooks / Economics and Finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of business : B
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
2
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->