//--> //--> //-->
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:"León, Jorge A."
~subject:"Index-Futures"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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: "Black-Scholes model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Index-Futures
Statistische Verteilung
Volatilität
Black-Scholes model
4
Black-Scholes-Modell
4
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Markov chain
2
Markov-Kette
2
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
Arbeitskampf
1
Asia
1
Asian options
1
Asien
1
Derivat
1
Derivative
1
Derivative operator in the Malliavin calculus sense
1
Floating strike
1
Industrial action
1
Kirk’s formula
1
Malliavin calculus
1
Option trading
1
Optionsgeschäft
1
Skorohod integral
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
3
Author
All
León, Jorge A.
Fengler, Matthias R.
7
Singh, Vipul Kumar
7
Orlando, Giuseppe
6
Cui, Zhenyu
5
Frey, Rüdiger
5
Gatheral, Jim
5
Mininni, Michele
5
Stefanica, Dan
5
Taglialatela, Giovanni
5
Alexander, Carol
4
Alòs, Elisa
4
Bossaerts, Peter L.
4
Hillion, Pierre Henri
4
Härdle, Wolfgang
4
Perrakis, Stylianos
4
Sinclair, Euan
4
Takahashi, Akihiko
4
Ahmad, Naseem
3
Andersen, Torben
3
Bollerslev, Tim
3
Buff, Robert
3
Carr, Peter
3
Câmara, António
3
Das, Sanjiv R.
3
Deng, Geng
3
Dulaney, Tim
3
Funahashi, Hideharu
3
Gehricke, Sebastian A.
3
Gibson, Michael S.
3
Guyon, Julien
3
Hok, Julien
3
Huang, Hung-Hsi
3
Jackwerth, Jens Carsten
3
Jacquier, Antoine (Jack)
3
Kim, Sol
3
Kōnstantinidēs, Giōrgos
3
Lee, Roger
3
Lehnert, Thorsten
3
Linders, Daniël
3
more ...
less ...
Published in...
All
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
Saved in:
3
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
(
contributor
);
León, Jorge A.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003379784
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->