//--> //--> //-->
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:"Gehricke, Sebastian A."
~person:"Hsu, Wei-tze"
~person:"Nandi, Saikat"
~subject:"Option trading strategy"
~subject:"Option trading"
~subject:"Optionsgeschäft"
~subject:"Statistische Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Option trading strategy
Option trading
Optionsgeschäft
Statistische Verteilung
Black-Scholes model
6
Black-Scholes-Modell
6
Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Volatilität
4
Implied volatility (IV)
2
Theorie
2
Theory
2
Aktienoption
1
Anlageverhalten
1
Asymmetric information
1
Asymmetrische Information
1
Behavioural finance
1
Börsenkurs
1
Compound option
1
Derivat
1
Derivative
1
Double exponential distribution
1
Financial crisis
1
Finanzkrise
1
Hedging
1
IV smirk
1
IV smirks
1
Implied volatility smirk
1
Index derivative
1
Index futures
1
Index-Futures
1
Indexderivat
1
Investor sentiment
1
Jump-diffusion process
1
Portfolio selection
1
Portfolio-Management
1
SPY options
1
SSE 50 ETF options
1
Share price
1
Statistical distribution
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
6
Language
All
English
6
Author
All
Gehricke, Sebastian A.
Hsu, Wei-tze
Nandi, Saikat
Zanette, Antonino
5
Carr, Peter
4
Fusai, Gianluca
4
Ko, Bangwon
4
Lee, Hangsuck
4
Pirjol, Dan
4
Singh, Vipul Kumar
4
Zhu, Lingjiong
4
Chan, Leunglung
3
Zhang, Jin E.
3
Ševčovič, Daniel
3
Alexander, Carol
2
Alghalith, Moawia
2
Alòs, Elisa
2
Baule, Rainer
2
Dai, Min
2
Episcopos, Athanasios
2
Escobar, Marcos
2
Fadugba, Sunday Emmanuel
2
Fukasawa, Masaaki
2
Gaudenzi, Marcellino
2
Grossinho, Maria do Rosário
2
Harčariková, Monika
2
Huang, Hung-Hsi
2
Inder, Shivani
2
Jun, Doobae
2
Kim, Geonwoo
2
Kim, Sol
2
Kord, Yaser
2
Ku, Hyejin
2
Kwok, Yue-Kuen
2
Leduc, Guillaume
2
Lin, Shin-Hung
2
Marazzina, Daniele
2
Muck, Matthias
2
Muzzioli, Silvia
2
Nwozo, Chuma Raphael
2
Oosterlee, Cornelis Willebrordus
2
more ...
less ...
Published in...
All
Applied economics
2
Economic review
1
Pacific-Basin finance journal
1
Review of derivatives research
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
Issues in hedging options positions
Nandi, Saikat
;
Waggoner, Daniel F.
- In:
Economic review
85
(
2000
)
1
,
pp. 24-39
Persistent link: https://www.econbiz.de/10001494845
Saved in:
6
Asymmetric information about volatility : how does it affect implied volatility, option prices and market liquidity?
Nandi, Saikat
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001493258
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->