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~subject:"Option trading"
~subject:"Volatilität"
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Option trading
Volatilität
Volatility
373
Implied volatility
261
Option pricing theory
258
Optionspreistheorie
257
Skewness
214
Options
193
Optionsgeschäft
188
Capital income
146
Kapitaleinkommen
146
Theorie
146
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146
options
139
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125
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125
implied volatility
121
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115
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109
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109
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skewness
93
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83
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Todorov, Viktor
7
Lorig, Matthew
6
Borochin, Paul
5
Mele, Antonio
5
Obayashi, Yoshiki
5
Singh, Vipul Kumar
5
Smales, Lee A.
5
Kim, Sol
4
Power, Gabriel J.
4
Radoičić, Radoš
4
Stefanica, Dan
4
Verousis, Thanos
4
Xu, Yaofei
4
Andersen, Torben
3
Ap Gwilym, Owain
3
Bekiros, Stelios
3
Bevilacqua, Mattia
3
Carr, Peter
3
Cui, Zhenyu
3
Farkas, Walter
3
Figueroa-López, José E.
3
Fink, Holger Maria
3
Fodor, Andy
3
Gagnon, Marie-Hélène
3
Guo, Biao
3
Jlassi, Mouna
3
Kim, Jeong-Hoon
3
Le Floc'h, Fabien
3
Martini, Claude
3
Miao, Hong
3
Molnár, Peter
3
Morelli, David
3
Naoui, Kamel
3
Pascucci, Andrea
3
Ramchander, Sanjay
3
Shi, Yukun
3
Taylor, Stephen
3
Uddin, Mohammed Gazi Salah
3
Voukelatos, Nikolaos
3
Yan, Cheng
3
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Quantitative finance
24
Journal of banking & finance
18
Research paper series / Swiss Finance Institute
17
Finance research letters
16
International review of financial analysis
16
Swiss Finance Institute Research Paper
12
International journal of financial engineering
11
International review of economics & finance : IREF
11
The journal of derivatives : JOD
11
Applied economics
10
Journal of financial economics
10
The journal of futures markets
9
Economic modelling
7
Energy economics
7
Journal of risk
7
The North American journal of economics and finance : a journal of financial economics studies
7
International journal of theoretical and applied finance
6
Journal of econometrics
6
The European journal of finance
6
Finance and stochastics
5
Global finance journal
5
Journal of economic dynamics & control
5
Journal of empirical finance
5
Journal of financial markets
5
Journal of international financial markets, institutions & money
5
Review of derivatives research
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of finance
4
Applied mathematical finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research in international business and finance
4
Review of Pacific Basin financial markets and policies
4
Review of financial economics : RFE
4
Applied economics letters
3
Economic systems
3
International journal of economics and finance
3
International journal of finance & economics : IJFE
3
Journal of economic behavior & organization : JEBO
3
Journal of international money and finance
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ECONIS (ZBW)
429
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1
Three-point volatility smile classification : evidence from the Warsow Stock Exchange during volatile summer 2011
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
Investigaciones europeas de Dirección y Economía de …
21
(
2015
)
1
,
pp. 17-25
Persistent link: https://www.econbiz.de/10011592500
Saved in:
2
Do spillover effects between crude oil and natural gas markets disappear? : evidence from option markets
Zhu, Fangfei
;
Zhu, Yabei
;
Jin, Xuejun
;
Luo, Xingguo
- In:
Finance research letters
24
(
2018
),
pp. 25-33
Persistent link: https://www.econbiz.de/10011982448
Saved in:
3
A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik
;
Haugom, Erik
;
Molnár, Peter
; …
- In:
Energy economics
48
(
2015
),
pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
Saved in:
4
Option prices and implied volatility in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
5
Belief heterogeneity in the option markets and the cross-section of stock returns
Borochin, Paul
;
Zhao, Yanhui
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012224402
Saved in:
6
An option theoretic approach to market efficiency
Bhattacharya, Rajeev R.
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012226607
Saved in:
7
Regime-switching stochastic volatility model : estimation and calibration to VIX
options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
8
A bias in the volatility smile
Chance, Don M.
;
Hanson, Thomas A.
;
Li, Weiping
; …
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 47-90
Persistent link: https://www.econbiz.de/10011930559
Saved in:
9
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
10
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
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