//--> //--> //--> //-->
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
~subject:"Black-Scholes model"
~subject:"Option trading"
~subject:"stochastic volatility"
~type_genre:"Article in journal"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Option trading
stochastic volatility
Volatility
69
Volatilität
69
Option pricing theory
64
Optionspreistheorie
64
Optionsgeschäft
34
Volatility smile
33
Stochastic process
25
Stochastischer Prozess
25
Black-Scholes-Modell
21
volatility smile
21
Estimation
12
Schätzung
11
Derivat
10
Derivative
10
Implied volatility
10
Statistical distribution
10
Statistische Verteilung
10
Index futures
9
Index-Futures
9
Option pricing
9
CAPM
6
Capital income
6
Experiment
6
Kapitaleinkommen
6
Risiko
6
Risk
6
Arbitrage
5
Börsenkurs
5
Exchange rate
5
Implied volatility smile
5
Options
5
Share price
5
Wechselkurs
5
Currency option
4
Devisenoption
4
Stochastic volatility
4
implied volatility
4
ARCH model
3
more ...
less ...
Online availability
All
Undetermined
25
Free
5
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
44
Working Paper
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
44
Author
All
García-Machado, Juan J.
3
Rybczyński, Jarosław
3
Agarwalla, Sobhesh Kumar
2
Kim, Sol
2
Varma, Jayanth Rama
2
Virmani, Vineet
2
Aboura, Sofiane
1
Albert, Pascal
1
Bandi, Chaithanya
1
Bertsimas, Dimitris
1
Bester, C. Alan
1
Byun, Suk Joon
1
Campani, Carlos Heitor
1
Chance, Don M.
1
Chang, Charles
1
Chen, Jing
1
Chen, Ren-Raw
1
Câmara, Ana
1
Câmara, António
1
Dempsey, Michael
1
Dixit, Alok
1
Dokučaev, Nikolaj G.
1
Fuh, Cheng-der
1
Galeeva, Roza
1
Gao, Bin
1
Guerra, João
1
Han, Qian
1
Hanson, Thomas A.
1
Hendriks, Sebas
1
Herold, Michael
1
Jia, Xiaolan
1
Kim, Kwanho
1
Kim, Sam
1
Kumar, Sudarshan
1
Kuo, I.-doun
1
Lemmon, Michael L.
1
Li, Pengshi
1
Li, Weiping
1
Li, Yu
1
Lin, Hsuan-Chu
1
more ...
less ...
Published in...
All
Review of derivatives research
4
Review of quantitative finance and accounting
3
The journal of futures markets
3
Economic modelling
2
International journal of theoretical and applied finance
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Journal of banking & finance
2
The European journal of finance
2
Applied economics
1
Economics letters
1
Energy economics
1
European journal of operational research : EJOR
1
Global business and finance review
1
International journal of finance & economics : IJFE
1
International journal of financial engineering
1
International review of economics & finance : IREF
1
Journal of Indian business research
1
Journal of commodity markets
1
Journal of derivatives & hedge funds
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of international financial markets, institutions & money
1
Journal of quantitative economics
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics and financial economics
1
Quantitative finance
1
Quantitative finance and economics
1
Review of Pacific Basin financial markets and policies
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
2
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
3
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:
4
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
5
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
6
Determinants of put-call disparity : KOSPI 200 index options
Kim, Sam
;
Lockwood, Jimmy
;
Lockwood, Larry Joseph
; …
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 303-314
Persistent link: https://www.econbiz.de/10014330974
Saved in:
7
Harvesting the
volatility
smile
in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
8
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:
9
Oil futures volatility smiles in 2020 : why the Bachelier smile is flatter
Galeeva, Roza
;
Ronn, Ehud I.
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10013457610
Saved in:
10
Does the world smile together? : a network analysis of global index option implied volatilities
Chen, Jing
;
Han, Qian
;
Ryu, Doojin
;
Tang, Jing
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357053
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->