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~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~language:"eng"
~subject:"Volatility"
~type_genre:"Kongress"
~type_genre:"Non-commercial literature"
~type_genre:"Sammlung"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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Volatility
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136
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103
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89
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89
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Alòs, Elisa
7
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3
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3
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2
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2
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1
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1
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1
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1
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10
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1
Business
cycles, unemployment insurance, and the calibration of matching models
Costain, James
(
contributor
);
Reiter, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003082315
Saved in:
2
Monetary policy and bubbles : in a new Keynesian model with overlapping generations
Galí, Jordi
-
2017
Persistent link: https://www.econbiz.de/10011686824
Saved in:
3
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011686975
Saved in:
4
Firms, destinations, and aggregate fluctuations
Di Giovanni, Julian
;
Levchenko, Andrei A.
;
Méjean, Isabelle
-
2014
Persistent link: https://www.econbiz.de/10010374103
Saved in:
5
On the second derivative of the at-the-money implied volatility in stochastic volatility models
Alòs, Elisa
;
León, Jorge A.
-
2015
-
Revised: October 2015
Persistent link: https://www.econbiz.de/10011427674
Saved in:
6
On Margrabe options written on stochastic volatility models
Alòs, Elisa
;
Rheinländer, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011442222
Saved in:
7
A closed-form option pricing approximation formula for a fractional Heston model
Alòs, Elisa
;
Yang, Yan
-
2014
Persistent link: https://www.econbiz.de/10010425642
Saved in:
8
Economic uncertainty and structural reforms
Bon glioliy, Alessandra
;
Ganciaz, Gino
-
2016
Persistent link: https://www.econbiz.de/10011458619
Saved in:
9
Calibration of stochastic volatility models via second order approximation : the Heston model case
Alòs, Elisa
;
Santiago, Rafael de
;
Vives, Josep
-
2012
Persistent link: https://www.econbiz.de/10009724303
Saved in:
10
The vanishing procyclicality of labor productivity
Galí, Jordi
;
Rens, Thijs van
-
2010
-
rev.
Persistent link: https://www.econbiz.de/10008665469
Saved in:
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