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~person:"Alòs, Elisa"
~person:"Floros, Christos"
~subject:"Estimation theory"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Estimation theory
Volatilität
Derivat
12
Derivative
12
Volatility
10
Option pricing theory
7
Optionspreistheorie
7
ARCH model
4
ARCH-Modell
4
Estimation
4
Hedging
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
Option trading
3
Optionsgeschäft
3
Futures
2
Open interest
2
S&P 500
2
Theorie
2
Theory
2
2000-2001
1
Arbeitskampf
1
Asia
1
Asian options
1
Asien
1
Basis risk
1
Black-Scholes model
1
Black-Scholes-Modell
1
Cointegration
1
Commodity derivative
1
Commodity exchange
1
Credit value adjustment
1
Currency derivative
1
Derivative operator in the Malliavin calculus sense
1
Dynamic hedging
1
FTSE-100
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Floating strike
1
Future
1
GARCH
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Arbeitspapier
1
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English
10
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Alòs, Elisa
Floros, Christos
Gannon, Gerard L.
13
Benth, Fred Espen
12
Escobar, Marcos
10
McAleer, Michael
10
Fouque, Jean-Pierre
9
Cui, Zhenyu
8
Chang, Chia-Lin
7
Chiarella, Carl
7
Kwok, Yue-Kuen
7
Park, Yang-Ho
7
Skiadopoulos, George
7
Zhang, Jin E.
7
Zheng, Wendong
7
Alexander, Carol
6
Farkas, Walter
6
Howison, Sam
6
Lo, Andrew W.
6
Packham, Natalie
6
Papanicolaou, George
6
Schmidt, Wolfgang M.
6
Wang, Yaw-Huei
6
Au-Yeung, Siu Pang
5
Baldeaux, Jan
5
Bauwens, Luc
5
Brigo, Damiano
5
Carr, Peter
5
Cont, Rama
5
Heston, Steven L.
5
Kallsen, Jan
5
Kim, Sol
5
Kokholm, Thomas
5
Pierret, Diane
5
Ryu, Doojin
5
Trolle, Anders B.
5
Tsai, Wei-Che
5
Yaron, Amir
5
Azhar Mohamad
4
Bhaumik, Sumon Kumar
4
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Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Annals of financial economics
1
International journal of computational economics and econometrics : IJCEE
1
International journal of managerial finance : IJMF
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of risk
1
Operational research : an international journal
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
10
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1
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
2
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
3
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
4
Futures hedging with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
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
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
7
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
8
Simplified option pricing techniques
Alghalith, Moawia
;
Floros, Christos
;
Poufinas, Thomas
- In:
Annals of financial economics
14
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
Saved in:
9
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
10
Volatility, trading volume and open interest in futures markets
Floros, Christos
;
Salvador, Enrique
- In:
International journal of managerial finance : IJMF
12
(
2016
)
4
,
pp. 629-653
Persistent link: https://www.econbiz.de/10011627130
Saved in:
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