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~isPartOf:"Review of derivatives research"
~person:"Carverhill, Andrew"
~person:"Chance, Don M."
~person:"Ulrich, Maxim"
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Carverhill, Andrew
Chance, Don M.
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Review of derivatives research
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ECONIS (ZBW)
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Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Option-implied information : what’s the vol surface got to do with it?
Ulrich, Maxim
;
Walther, Simon
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10012303253
Saved in:
3
A bias in the volatility smile
Chance, Don M.
;
Hanson, Thomas A.
;
Li, Weiping
; …
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 47-90
Persistent link: https://www.econbiz.de/10011930559
Saved in:
4
The smirk in the S&P500 futures options prices : a linearized factor analysis
Carverhill, Andrew
;
Cheuk, Terry Hon Fu
;
Dyrting, Sigurd
- In:
Review of derivatives research
12
(
2009
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10003874306
Saved in:
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