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~subject:"Black-Scholes model"
~subject:"Exchange rate"
~subject:"Risiko"
~subject:"stochastic volatility"
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Search: subject:"Volatility smile"
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Black-Scholes model
Exchange rate
Risiko
stochastic volatility
Volatility
85
Volatilität
85
Optionspreistheorie
79
Option pricing theory
75
volatility smile
70
Volatility smile
53
Optionsgeschäft
39
Option trading
38
Stochastischer Prozess
30
Stochastic process
29
Black-Scholes-Modell
23
Volatility Smile
19
Estimation
16
Option pricing
16
Schätzung
16
Implied volatility
14
Derivat
11
Derivative
11
Implied Volatility
11
Options
11
Statistical distribution
11
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11
Stochastic volatility
11
option pricing
11
Index-Futures
10
Theorie
10
Wechselkurs
10
options
10
Index futures
9
Arbitrage
8
implied volatility
8
CAPM
7
Currency option
7
Devisenoption
7
GARCH model
7
Implied volatility smile
7
Risk
7
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9
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34
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8
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40
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Branger, Nicole
2
Janssen, Alexandra
2
Kim, Sol
2
Marins, Jaqueline Terra Moura
2
Schlag, Christian
2
Vicente, José Valentim Machado
2
Aboura, Sofiane
1
Agarwalla, Sobhesh Kumar
1
Almeida, Caio Ibsen Rodrigues de
1
Armeanu, Dan
1
Bandi, Chaithanya
1
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1
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1
Byun, Suk Joon
1
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1
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1
Chance, Don M.
1
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1
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1
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1
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1
Dana, Samy
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Li, Pengshi
1
Li, Weiping
1
Li, Yu
1
Liang, Jufang
1
Lin, Shih-kuei
1
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1
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1
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Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
1
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International journal of theoretical and applied finance
2
Journal of banking & finance
2
Review of derivatives research
2
Review of quantitative finance and accounting
2
The European journal of finance
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
International journal of financial engineering
1
International review of economics & finance : IREF
1
Journal for Economic Forecasting
1
Journal of Emerging Market Finance
1
Journal of Indian business research
1
Journal of derivatives & hedge funds
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Journal of risk
1
Kiel working paper
1
Mathematics and financial economics
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative finance
1
Quantitative finance and economics
1
Review of Pacific Basin financial markets and policies
1
SAFE Working Paper
1
SAFE working paper
1
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1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of computational finance
1
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ECONIS (ZBW)
37
RePEc
4
EconStor
1
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1
Financial market disruption and investor awareness : the case of implied volatility skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
2
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
3
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
4
Option prices and the probability of success of cash mergers
Bester, C. Alan
;
Martinez, Victor H.
;
Roşu, Ioanid
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 145-186
Persistent link: https://www.econbiz.de/10013542856
Saved in:
5
A
volatility
smile
-based uncertainty index
Vicente, José Valentim Machado
;
Marins, Jaqueline …
-
2019
Persistent link: https://www.econbiz.de/10012167450
Saved in:
6
What determines
volatility
smile
in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
7
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
8
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
9
A
volatility
smile
-based uncertainty index
Vicente, José Valentim Machado
;
Marins, Jaqueline …
- In:
Annals of finance
17
(
2021
)
2
,
pp. 231-246
Persistent link: https://www.econbiz.de/10012585519
Saved in:
10
Level and slope of volatility smiles in Long-Run Risk Models
Branger, Nicole
;
Rodrigues, Paulo
;
Schlag, Christian
-
2017
the empirically weak link between the level and the slope of the implied
volatility
smile
for S&P 500 options. …
Persistent link: https://www.econbiz.de/10011750074
Saved in:
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