//--> //--> //-->
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
~person:"Brooks, Robert"
~person:"Gehricke, Sebastian A."
~person:"Hsu, Wei-tze"
~person:"Zhang, Jin E."
~subject:"IV smirk"
~subject:"Jump-diffusion process"
~subject:"Option trading strategy"
~subject:"Option trading"
~subject:"Statistische Verteilung"
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_exact:"Black-Scholes-Modell"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
IV smirk
Jump-diffusion process
Option trading strategy
Option trading
Statistische Verteilung
Black-Scholes model
10
Black-Scholes-Modell
10
Option pricing theory
7
Optionspreistheorie
7
Optionsgeschäft
6
Derivat
3
Derivative
3
Portfolio selection
3
Portfolio-Management
3
Volatility
3
Volatilität
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Futures
2
Implied volatility (IV)
2
Markov chain
2
Markov-Kette
2
Multiple Regression
2
Multiple regression
2
Swap
2
Theorie
2
Theory
2
1989-1991
1
Aktienoption
1
Anlageverhalten
1
Behavioural finance
1
Börsenkurs
1
Compound option
1
Derivat <Wertpapier>
1
Double exponential distribution
1
Estimation
1
Estimation theory
1
Financial crisis
1
Finanzkrise
1
Hedging
1
IV smirks
1
Implied volatility smirk
1
Index derivative
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Glossar enthalten
2
Glossary included
2
Lehrbuch
2
Textbook
2
Language
All
English
6
Author
All
Brooks, Robert
Gehricke, Sebastian A.
Hsu, Wei-tze
Zhang, Jin E.
Carr, Peter
5
Kühn, Christoph
5
Wystup, Uwe
5
Zanette, Antonino
5
Chance, Don M.
4
Fusai, Gianluca
4
Griebsch, Susanne
4
Ko, Bangwon
4
Lee, Hangsuck
4
Lieberman, Offer
4
Phillips, Peter C. B.
4
Pirjol, Dan
4
Singh, Vipul Kumar
4
Zhu, Lingjiong
4
Alexander, Carol
3
Alghalith, Moawia
3
Chan, Leunglung
3
Frey, Rüdiger
3
Fukasawa, Masaaki
3
Gamba, Andrea
3
Jackwerth, Jens Carsten
3
Kōnstantinidēs, Giōrgos
3
Necula, Ciprian
3
Orosi, Greg
3
Perrakis, Stylianos
3
Reisinger, Christoph
3
Saretto, Alessio
3
Ševčovič, Daniel
3
Adam, Michael
2
Alòs, Elisa
2
Ang, James S.
2
Barone, Gaia
2
Baule, Rainer
2
Chen, Ying
2
Chorro, Christophe
2
Cohen, Samuel N.
2
Cortes, Lina
2
more ...
less ...
Published in...
All
Applied economics
2
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
2
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
3
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
4
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
5
An introduction to derivatives and risk management
Chance, Don M.
;
Brooks, Robert
-
2016
-
10. ed.
Persistent link: https://www.econbiz.de/10011381328
Saved in:
6
An introduction to derivatives and risk management
Chance, Don M.
;
Brooks, Robert
-
2007
-
7. ed., internat. student ed.
Persistent link: https://www.econbiz.de/10003399203
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->