EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"SMILE"
Narrow search

Narrow search

Year of publication
Subject
All
Optionspreistheorie 134 Volatilität 129 Option pricing theory 128 Volatility 128 volatility smile 70 Volatility smile 55 Optionsgeschäft 54 Option trading 53 Stochastischer Prozess 53 Stochastic process 51 Black-Scholes-Modell 38 Black-Scholes model 35 Index-Futures 34 Index futures 32 Schätzung 27 Estimation 26 Implied volatility 26 smile 26 stochastic volatility 23 Option pricing 21 smile curve 21 Derivat 19 Derivative 19 Theorie 19 Volatility Smile 19 Betriebliche Wertschöpfung 17 Value creation 17 option pricing 17 Value added 16 Wertschöpfung 16 implied volatility 16 Börsenkurs 15 Global value chain 15 Globale Wertschöpfungskette 15 Share price 15 Smile 15 Stochastic volatility 15 Options 14 options 14 Welt 13
more ... less ...
Online availability
All
Undetermined 148 Free 141 CC license 2
Type of publication
All
Article 212 Book / Working Paper 137
Type of publication (narrower categories)
All
Article in journal 136 Aufsatz in Zeitschrift 136 Working Paper 45 Graue Literatur 25 Non-commercial literature 25 Arbeitspapier 20 Article 6 research-article 4 Aufsatz im Buch 3 Book section 3 Hochschulschrift 3 Research Report 3 Thesis 2 Collection of articles of several authors 1 Conference paper 1 Congress Report 1 Konferenzbeitrag 1 Sammelwerk 1
more ... less ...
Language
All
English 233 Undetermined 110 German 6 French 1
Author
All
Stöllinger, Roman 8 Aboura, Sofiane 7 Fengler, Matthias R. 7 Mizrach, Bruce 7 Härdle, Wolfgang 6 Siddiqi, Hammad 6 Wystup, Uwe 6 Fostel, Ana 5 García-Machado, Juan J. 5 Geanakoplos, John 5 Härdle, Wolfgang Karl 5 Jackwerth, Jens Carsten 5 Janssen, Alexandra 5 Jaskowski, Marcin 5 McAleer, Michael 5 Okhrin, Ostap 5 Perrakis, Stylianos 5 Kordalska, Aleksandra 4 Lewis, Alan L. 4 Mammen, Enno 4 Martini, Claude 4 Meng, Bo 4 Muck, Matthias 4 Olczyk, Magdalena 4 Rybczyński, Jarosław 4 Wallmeier, Martin 4 Ye, Ming 4 Agarwalla, Sobhesh Kumar 3 Benzoni, Luca 3 Bianchi, Michele Leonardo 3 Boenkost, Wolfram 3 Boyarchenko, Nina 3 Branger, Nicole 3 Chourdakis, Kyriakos 3 Constantinides, George M. 3 Fuster, Andreas 3 GARCIA, René 3 Garcia, René 3 Gatheral, Jim 3 Gruber, Peter H. 3
more ... less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 12 Université Paris-Dauphine (Paris IX) 5 Department of Economics, Rutgers University-New Brunswick 4 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Cowles Foundation for Research in Economics, Yale University 3 Département de Sciences Économiques, Université de Montréal 3 EconWPA 3 Frankfurt School of Finance and Management 3 HAL 3 School of Economics and Management, University of Aarhus 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 2 Henley Business School, University of Reading 2 School of Economics and Finance, Queen Mary 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 2 BANCO DE LA REPÚBLICA 1 Banca d'Italia 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales 1 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 1 Econometric Society 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät, Université de Fribourg - Universität Freiburg 1 Federal Reserve Bank of New York 1 Finance Press 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institut für Weltwirtschaft (IfW) 1 Institute for International Economic Policy (IIEP), Elliott School of International Affairs 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1 NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management 1 Regional and International Economic Development Group, Management School 1 Society for Computational Economics - SCE 1 Tinbergen Instituut 1 University of Bonn, Germany 1 Université Paris-Dauphine 1 Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen 1
more ... less ...
Published in...
All
MPRA Paper 12 International journal of theoretical and applied finance 7 Review of Derivatives Research 7 CPQF Working Paper Series 6 Journal of banking & finance 6 Quantitative finance 6 Review of derivatives research 6 Review of quantitative finance and accounting 6 Working Paper 6 Economics Papers from University Paris Dauphine 5 International journal of financial engineering 5 Quantitative Finance 5 The journal of futures markets 5 Applied Mathematical Finance 4 CoFE Discussion Paper 4 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 4 Finance and Stochastics 4 IDE discussion papers 4 International Journal of Theoretical and Applied Finance (IJTAF) 4 International review of economics & finance : IREF 4 Option Valuation under Stochastic Volatility 4 Review of Quantitative Finance and Accounting 4 Structural change and economic dynamics : SC+ED 4 Applied economics 3 CIRANO Working Papers 3 CREATES Research Papers 3 Cahiers de recherche 3 Cowles Foundation Discussion Papers 3 Finance 3 Journal of Banking & Finance 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 SFB 373 Discussion Paper 3 SFB 373 Discussion Papers 3 SFB 649 Discussion Paper 3 Working paper series / Centre for Practical Quantitative Finance 3 Asia-Pacific Financial Markets 2 Asian Agricultural Research 2 Betriebswirtschaftliche Studien 2 Economic modelling 2 Economics letters 2
more ... less ...
Source
All
ECONIS (ZBW) 168 RePEc 141 EconStor 34 Other ZBW resources 4 BASE 2
Showing 111 - 120 of 349
Cover Image
Volatility Smirk as an Externality of Agency Conict and Growing Debt
McAleer, Michael; Jaskowski, Marcin - Facultad de Ciencias Económicas y Empresariales, … - 2013
Since Black (1976), the source of the stock price volatility smirk has remained a controversy. The volatility smirk is a side eect of agency conict. An important distinction is that the smirk occurs in the optimum, even after agency conict has been resolved. The slope of the smirk is found to...
Persistent link: https://www.econbiz.de/10011162550
Saved in:
Cover Image
Volatility Smirk as an Externality of Agency Conflict and Growing Debt
Jaskowski, Marcin; McAleer, Michael - Tinbergen Instituut - 2013
Since Black (1976), the source of the stock price volatility smirk has remained a controversy. The volatility smirk is a side effect of agency conflict. An important distinction is that the smirk occurs in the optimum, even after agency conflict has been resolved. The slope of the smirk is found...
Persistent link: https://www.econbiz.de/10011268659
Saved in:
Cover Image
Illiquidity Premia in the Equity Options Market
Christoffersen, Peter; Goyenko, Ruslan; Jacobs, Kris; … - School of Economics and Management, University of Aarhus - 2013
Illiquidity is well-known to be a significant determinant of stock and bond returns. We report on illiquidity premia in the equity options market. An increase in option illiquidity decreases the current option price and implies higher expected option returns. This effect is statistically and...
Persistent link: https://www.econbiz.de/10010851197
Saved in:
Cover Image
Analysing movements in investor’s risk aversion using the Heston volatility model
ALUPOAIEI, Alexie; HREBENCIUC, Andrei; SĂNDICĂ, Ana-Maria - In: Theoretical and Applied Economics XVIII(2013) (2013) 3(580), pp. 121-134
In this paper we intend to identify and analyze, if it is the case, an “epidemiological” relationship between forecasts of professional investors and short-term developments in the EUR/RON exchange rate. Even that we don’t call a typical epidemiological model as those ones used in biology...
Persistent link: https://www.econbiz.de/10011004935
Saved in:
Cover Image
Integration of Forestry Industrial Chain in China
Lan, Zhanzhan; Wang, Liqun - In: Asian Agricultural Research 05 (2013) 03
Based on the Smile Curve and Michael E. Porter’ value chain model, this paper points out that China’s forestry …
Persistent link: https://www.econbiz.de/10011143336
Saved in:
Cover Image
Significance of Volatility in Option Pricing
Maria-Miruna, Pochea; Angela-Maria, Filip - In: Ovidius University Annals, Economic Sciences Series XIII (2013) 1, pp. 1440-1444
volatility and strike price known as volatility smile and the relationship between volatility and option’ s maturity – the …
Persistent link: https://www.econbiz.de/10010679453
Saved in:
Cover Image
Volatility smirk as an externality of agency conflict and growing debt
Jaskowski, Marcin; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009784936
Saved in:
Cover Image
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:
Cover Image
The role of language, appearance, and smile on perceptions of authenticity versus rapport
Baker, Melissa A.; Kim, Kawon Kathy - In: International journal of hospitality management 74 (2018), pp. 171-179
Persistent link: https://www.econbiz.de/10011924646
Saved in:
Cover Image
Level and slope of volatility smiles in long-run risk models
Branger, Nicole; Rodrigues, Paulo Jorge Maurício; … - In: Journal of economic dynamics & control 86 (2018), pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
  • First
  • Prev
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...