//--> //--> //-->
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 of risk"
~person:"Brorsen, B. Wade"
~person:"Kim, Sol"
~person:"Martini, Claude"
~person:"Rubio, Gonzalo"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
volatility smile
Black-Scholes model
1
Black-Scholes-Modell
1
Hedging
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
jumps
1
options pricing
1
stochastic volatility
1
trader rules
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Brorsen, B. Wade
Kim, Sol
Martini, Claude
Rubio, Gonzalo
Published in...
All
Journal of risk
2000 Conference, April 17-18 2000, Chicago, Illinois
1
Journal of banking & finance
1
Review of Pacific Basin financial markets and policies
1
Spanish Economic Review
1
The journal of computational finance
1
The journal of computational finance : JFC
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->