//--> //--> //--> //-->
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:"Option pricing theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
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_exact:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Volatilität
1,312
Volatility
1,311
Theorie
353
Theory
353
Börsenkurs
244
Share price
244
Estimation
218
Schätzung
218
Welt
203
World
203
Exchange rate
192
Wechselkurs
192
ARCH model
149
ARCH-Modell
149
Financial market
134
Finanzmarkt
134
Aktienmarkt
131
Stock market
131
USA
130
United States
130
Capital income
121
Kapitaleinkommen
121
Stochastic process
103
Stochastischer Prozess
103
Optionspreistheorie
99
Time series analysis
82
Zeitreihenanalyse
82
Forecasting model
78
Prognoseverfahren
78
Finanzkrise
71
Financial crisis
70
Economic growth
69
Wirtschaftswachstum
69
EU countries
65
EU-Staaten
65
Geldpolitik
65
Monetary policy
65
Deutschland
63
Germany
62
more ...
less ...
Online availability
All
Undetermined
36
Free
3
Type of publication
All
Article
97
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz im Buch
Book section
Konferenzbeitrag
Konferenzschrift
Article in journal
2,117
Aufsatz in Zeitschrift
2,117
Graue Literatur
427
Non-commercial literature
427
Arbeitspapier
391
Working Paper
391
Hochschulschrift
93
Thesis
67
Collection of articles written by one author
16
Sammlung
16
Collection of articles of several authors
15
Conference paper
15
Sammelwerk
15
Forschungsbericht
11
Bibliografie enthalten
7
Bibliography included
7
Lehrbuch
7
Textbook
6
Amtsdruckschrift
4
Aufsatzsammlung
4
Government document
4
Bibliografie
2
Systematic review
2
Übersichtsarbeit
2
Accompanied by computer file
1
CD-ROM, DVD
1
Elektronischer Datenträger als Beilage
1
Handbook
1
Handbuch
1
Ratgeber
1
more ...
less ...
Language
All
English
95
German
4
Author
All
Bellalah, Mondher
2
Chiarella, Carl
2
Fabozzi, Frank J.
2
Jajuga, Krzysztof
2
Kang, Boda
2
Kijima, Masaaki
2
Kim, Young Shin
2
Lee, Roger
2
Meyer, Gunter H.
2
Russo, Vincenzo
2
Skiadopoulos, George
2
Tankov, Peter
2
Trautmann, Siegfried
2
Wu, Liuren
2
Ziogas, Andrew
2
Andrikopoulos, Alexandru
1
Appadoo, Srimantoorao S.
1
Avellaneda, Marco
1
Barbachan, José Santiago Fajardo
1
Barndorff-Nielsen, Ole E.
1
Bayer, Christian
1
Beinert, Michaela
1
Beißner, Patrick
1
Belke, Ansgar
1
Benaim, Shalom
1
Benth, Fred Espen
1
Bergomi, Lorenzo
1
Bianchi, Michele Leonardo
1
Bianchi, Stephen W.
1
Billio, Monica
1
Bowden, Roger J.
1
Brabazon, Anthony
1
Breda, Vasile
1
Brigo, Damiano
1
Buetow, Gerald W.
1
Caldana, Ruggero
1
Callegaro, Giorgia
1
Cao, Jay
1
Carr, Peter
1
Chang, Bo Young
1
more ...
less ...
Published in...
All
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Computational Management Science : CMS
4
International journal of theoretical and applied finance
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Application of operations research to financial markets
2
Applied quantitative finance
2
Handbook of financial time series
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Quantitative finance
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Advanced mathematical methods for finance
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Advances of OR in commodities and financial modeling
1
Agricultural finance review
1
Analytical models for financial modeling and risk management
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applications
1
Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
1
Bewertung und Einsatz von Finanzderivaten
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
1
Current topics in quantitative finance : with 23 tables
1
Decision making : recent developments and worldwide applications
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Economic dynamics and sustainable development ; Part 2
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Empirical essays on financial markets, firms, and derivates
1
Empirical research on the German capital market : with 60 tables
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Essays in systematic asset pricing
1
Essays on equity options
1
Evolutionary computation in economics and finance : with 66 tables
1
Financial engineering
1
Financial engineering, E-commerce and supply chain
1
Financial mathematics, volatility and covariance modelling
1
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
1
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
1
more ...
less ...
Source
All
ECONIS (ZBW)
99
Showing
1
-
10
of
99
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
2
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
3
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
4
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
5
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
6
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
7
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
8
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
Saved in:
9
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
Saved in:
10
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->