//--> //--> //--> //-->
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:"Quantitative finance"
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:"vix"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
12
Volatilität
12
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
7
Stochastischer Prozess
7
Rough volatility
4
VIX
4
ARCH model
3
ARCH-Modell
3
Option trading
3
Optionsgeschäft
3
VIX options
3
Börsenkurs
2
Derivat
2
Derivative
2
Estimation
2
Implied volatility
2
Index futures
2
Index-Futures
2
Markov chain
2
Markov-Kette
2
Schätzung
2
Share price
2
Stochastic volatility
2
Theorie
2
Theory
2
4-factor Markovian PDV model
1
ARMA-GARCH
1
Affine jump diffusion
1
CBOE VIX
1
Calibration
1
Capital income
1
Convex order
1
Copulas
1
Cross-market approach
1
Diffusion limits
1
Empirical PDV model
1
Endogeneity
1
Endogenous Markov-switching
1
more ...
less ...
Online availability
All
Undetermined
10
Free
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Bellini, Fabio
2
Guyon, Julien
2
Jacquier, Antoine
2
Mercuri, Lorenzo
2
Rroji, Edit
2
Badescu, Alexandru
1
Barletta, Andrea
1
Bonesini, O.
1
Bourgey, F.
1
Callegaro, Giulia
1
Chen, Yuyu
1
Couch, Matthew
1
Cui, Zhenyu
1
De Marco, Stefano
1
Fouque, Jean-Pierre
1
Gobet, Emmanuel
1
Lekeufack, Jordan
1
Martini, Claude
1
Muguruza, Aitor
1
Nicolato, Elisa
1
Ryu, Doojin
1
Rømer, Sigurd Emil
1
Saporito, Y. F.
1
Song, Wonho
1
Webb, Robert I.
1
more ...
less ...
Published in...
All
Quantitative finance
Finance research letters
33
The journal of futures markets
22
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of banking & finance
18
International review of financial analysis
16
Applied economics
12
Energy economics
12
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Journal of empirical finance
9
CREATES Research Papers
8
Journal of Banking & Finance
8
Journal of Risk and Financial Management
8
Journal of international financial markets, institutions & money
8
Documentos de Trabajo del ICAE
7
Economic modelling
7
Journal of econometrics
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
MPRA Paper
7
Research paper series / Swiss Finance Institute
7
Applied mathematical finance
6
Journal of financial economics
6
KIER Working Papers
6
Managerial Finance
6
Swiss Finance Institute Research Paper
6
Cogent economics & finance
5
Econometric Institute Research Papers
5
Economics letters
5
Global finance journal
5
ICMA Centre Discussion Papers in Finance
5
International journal of forecasting
5
International journal of theoretical and applied finance
5
Research in international business and finance
5
Review of derivatives research
5
Working Papers in Economics
5
Cogent Economics & Finance
4
Discussion paper / Tinbergen Institute
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
2
Empirical analysis of rough and classical stochastic volatility models to the SPX and
VIX
markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
3
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
4
Weak approximations and
VIX
option price expansions in forward variance curve models
Bourgey, F.
;
De Marco, Stefano
;
Gobet, Emmanuel
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1259-1283
Persistent link: https://www.econbiz.de/10014339914
Saved in:
5
On
VIX
futures in the rough Bergomi model
Jacquier, Antoine
;
Martini, Claude
;
Muguruza, Aitor
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10011905829
Saved in:
6
Inversion of convex ordering in the
VIX
market
Guyon, Julien
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1597-1623
Persistent link: https://www.econbiz.de/10012295626
Saved in:
7
On the dependence structure between S&P500,
VIX
and implicit Interexpectile Differences
Bellini, Fabio
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1839-1848
Persistent link: https://www.econbiz.de/10012313519
Saved in:
8
Variance swaps valuation under non-affine GARCH models and their diffusion limits
Badescu, Alexandru
;
Chen, Yuyu
;
Couch, Matthew
;
Cui, Zhenyu
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 227-246
Persistent link: https://www.econbiz.de/10012194650
Saved in:
9
Implicit expectiles and measures of implied volatility
Bellini, Fabio
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1851-1864
Persistent link: https://www.econbiz.de/10012262851
Saved in:
10
Orthogonal expansions for
VIX
options under affine jump diffusions
Barletta, Andrea
;
Nicolato, Elisa
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 951-967
Persistent link: https://www.econbiz.de/10011911220
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->