//--> //--> //-->
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:"Journal for Economic Forecasting"
~subject:"Derivative"
~subject:"Implied Volatility"
~subject:"volatility smile"
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 smile"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Implied Volatility
volatility smile
Black-Scholes model
1
due term
1
evaluation error
1
implicit volatility
1
moneyness
1
options
1
volatility smirk
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Language
All
English
1
Author
All
Armeanu, Dan
1
Vasile, Emilia
1
Published in...
All
Journal for Economic Forecasting
Working Paper
6
CoFE Discussion Paper
4
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick
4
MPRA Paper
4
International journal of theoretical and applied finance
3
Applied Mathematical Finance
2
CPQF Working Paper Series
2
Economics Papers from University Paris Dauphine
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of financial engineering
2
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of Derivatives Research
2
The European journal of finance
2
The journal of futures markets
2
Working paper series / University of Zurich, Department of Economics
2
2000 Conference, April 17-18 2000, Chicago, Illinois
1
Advances in Complex Systems (ACS)
1
Applied economics
1
Asia-Pacific Financial Markets
1
BILTOKI
1
CREATES Research Papers
1
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
1
DFAEII Working Papers
1
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1
ECON - Working Papers
1
Econometric Society 2004 North American Winter Meetings
1
Emerging markets, finance and trade : EMFT
1
European journal of operational research : EJOR
1
FSES Working Papers
1
Finance
1
Global Business & Finance Review (GBFR)
1
Global business and finance review
1
International journal of finance & economics : IJFE
1
Journal of Economics and Finance
1
Journal of Emerging Market Finance
1
Journal of derivatives & hedge funds
1
Journal of econometrics
1
Journal of financial econometrics
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
EMPIRICAL STUDY ON THE PERFORMANCES OF BLACK-SCHOLES MODEL FOR EVALUATING EUROPEAN OPTIONS
Vasile, Emilia
;
Armeanu, Dan
- In:
Journal for Economic Forecasting
6
(
2009
)
1
,
pp. 48-62
of options, that is the so-called
volatility
smile
. The second part of the study will have as core the analysis of errors …
Persistent link: https://www.econbiz.de/10005052118
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->