//--> //--> //-->
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 trading"
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 derivatives"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option trading
Volatility
18
Derivat
17
Derivative
17
Volatilität
17
Volatility derivatives
14
volatility derivatives
10
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
7
Stochastischer Prozess
7
Theorie
4
Theory
4
Finance
3
Optionsgeschäft
3
Pricing
3
VIX futures
3
stochastic volatility models
3
Black and Scholes
2
CEV model
2
Closed-form solution
2
Estimation theory
2
Hedging
2
Lie symmetry
2
Lévy and local Lévy processes
2
Markov chain
2
Markov chain approximations
2
Markov-Kette
2
Options
2
Processes with jumps
2
Schätztheorie
2
Stochastic volatility
2
Stochastic volatility model
2
Swap
2
Taylor expansion
2
VIX options
2
Variance swap
2
Volatility of volatility
2
laws of realized variance
2
operator methods
2
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Di Graziano, Giuseppe
1
Drimus, Gabriel
1
Farkas, Walter
1
Kwok, Yue-Kuen
1
Torricelli, Lorenzo
1
Zheng, Wendong
1
Published in...
All
Applied mathematical finance
1
International journal of theoretical and applied finance
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
2
Local volatility of volatility for the VIX market
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 267-293
Persistent link: https://www.econbiz.de/10010222940
Saved in:
3
Target volatility option pricing
Di Graziano, Giuseppe
;
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009562145
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->