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Search: subject:"Volatility surface"
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Black-Scholes model
Volatility
53
Volatilität
53
Optionspreistheorie
51
Option pricing theory
50
Implied volatility surface
27
implied volatility surface
26
Volatility surface
23
Option trading
15
Optionsgeschäft
15
Stochastic process
15
Stochastischer Prozess
15
Derivat
14
Derivative
14
volatility surface
13
Implied Volatility Surface
11
Black-Scholes-Modell
10
Forecasting model
10
Prognoseverfahren
10
Index-Futures
8
implied volatility
8
option pricing
8
Index futures
7
Index options
6
dynamic semiparametric factor model
6
Equity options
5
Implied volatility
5
Option pricing
5
Predictability
5
Smile
5
Zeitreihenanalyse
5
Aktienoption
4
Arbitrage Pricing
4
Arbitrage pricing
4
Calibration
4
Experiment
4
Hedging
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Risikoprämie
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Risk premium
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Dash, Mihir
1
De Spiegeleer, Jan
1
Flint, Emlyn
1
Hausmann, Wilfried
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Hendriks, Sebas
1
Madan, Dilip B.
1
Martini, Claude
1
Maré, E.
1
Merbecks, Constantin
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Mingone, A.
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Technische Hochschule Mittelhessen
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International journal of financial engineering
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ECONIS (ZBW)
9
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
No arbitrage global parametrization for the eSSVI
volatility
surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
3
Simple and good - option pricing with regime switching skew tree models
Hausmann, Wilfried
-
Technische Hochschule Mittelhessen
-
2018
Persistent link: https://www.econbiz.de/10012155050
Saved in:
4
Fractional Black-Scholes option pricing, volatility calibration and implied Hurst exponents in South African context
Flint, Emlyn
;
Maré, E.
- In:
South African journal of economic and management sciences
20
(
2017
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011773296
Saved in:
5
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:
6
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
7
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
8
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
9
Stylized patterns of implied volatility in India : a case study of NSE Nifty options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of Indian business research
6
(
2014
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10010492684
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