//--> //--> //-->
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:"Martini, Claude"
~subject:"Derivative"
~subject:"Implied Volatility"
~subject:"Volatility"
~subject:"volatility smile"
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:"Volatility smile"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Implied Volatility
Volatility
volatility smile
Arbitrage
2
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Volatilität
2
calibration
2
Arbitrage Pricing
1
Arbitrage pricing
1
Black-Scholes model
1
Black-Scholes-Modell
1
Finanzmathematik
1
Mathematical finance
1
arbitrage free
1
arbitrage pricing
1
financial mathematics
1
implied volatility
1
long-term Heston SVI mode
1
no arbitrage
1
surface stochastic volatility inspired (SSVI) model
1
volatility surface
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Martini, Claude
Mizrach, Bruce
6
Jackwerth, Jens Carsten
5
Janssen, Alexandra
5
Perrakis, Stylianos
5
Aboura, Sofiane
4
Agarwalla, Sobhesh Kumar
3
Benzoni, Luca
3
Bianchi, Michele Leonardo
3
Boenkost, Wolfram
3
Constantinides, George M.
3
Fostel, Ana
3
García-Machado, Juan J.
3
Geanakoplos, John
3
Lin, Shih-kuei
3
Rybczyński, Jarosław
3
Schmidt, Wolfgang M.
3
Studer-Suter, Rahel
3
Varma, Jayanth Rama
3
Branger, Nicole
2
Brorsen, B. Wade
2
Chen, Jing
2
Chen, Ren-Raw
2
Collin-Dufresne, Pierre
2
Constantinaides, George M.
2
Fabozzi, Frank J.
2
Goldstein, Robert S.
2
Han, Qian
2
Jaskowski, Marcin
2
Ji, Dasheng
2
Kim, Kwanho
2
Kim, Sol
2
Marins, Jaqueline Terra Moura
2
McAleer, Michael
2
Mingone, Arianna
2
Palmon, Oded
2
Piccirilli, Marco
2
Primbs, James
2
Rodrigues, Paulo Jorge Maurício
2
Rubio Irigoyen, Gonzalo
2
more ...
less ...
Published in...
All
The journal of computational finance
1
The journal of computational finance : JFC
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Refined analysis of the no-butterfly-arbitrage domain for SSVI slices
Martini, Claude
;
Mingone, Arianna
- In:
The journal of computational finance : JFC
27
(
2023
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014486951
Saved in:
2
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->