//--> //--> //-->
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
~isPartOf:"Applied mathematical finance"
~person:"Carr, Peter"
~person:"Ghysels, Eric"
~person:"Nielsen, Morten Ørregaard"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
American Options
1
CAPM
1
Exercise boundary
1
Hedging
1
Option trading
1
Optionsgeschäft
1
Robust pricing
1
Robust statistics
1
Robustes Verfahren
1
SPIKES
1
VIX
1
Volatility modelling
1
barrier
1
knock-in
1
knock-out
1
quadratic variation
1
robust hedging
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Carr, Peter
Ghysels, Eric
Nielsen, Morten Ørregaard
Avellaneda, Marco
5
Sircar, Kaushik Ronnie
5
Rutkowski, Marek
4
Baldeaux, Jan
3
Eberlein, Ernst
3
Escobar, Marcos
3
Fouque, Jean-Pierre
3
Zagst, Rudi
3
Ahn, Hyungsok
2
Alòs, Elisa
2
Benth, Fred Espen
2
Bouchaud, Jean-Philippe
2
Chen, Xinfu
2
Forde, Martin
2
Forsyth, Peter A.
2
Glau, Kathrin
2
Götz, Barbara
2
Hagan, Patrick S.
2
Howison, Sam
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Lorig, Matthew
2
Lépinette, Emmanuel
2
Muni, Adviti
2
Papanicolaou, Andrew
2
Papanicolaou, George
2
Pirjol, Dan
2
Pravosud, Makar
2
Renò, Roberto
2
Swindle, Glen H.
2
Vetzal, Kenneth R.
2
West, Graeme
2
Woodward, Diana E.
2
Yamazaki, Akira
2
Zheng, Wendong
2
Aase Nielsen, Jørgen
1
Achdou, Yves
1
Ahlip, Rehez
1
Aihara, Shinichi
1
more ...
less ...
Published in...
All
Applied mathematical finance
Journal of econometrics
10
CIRANO Working Papers
9
Queen's Economics Department working paper
9
Queen's Economics Department Working Paper
8
Finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Journal of empirical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
NYU Tandon Research Paper
3
Robert H. Smith School Research Paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
The review of economics and statistics
3
CREATES Research Papers
2
CREATES research paper
2
Computational economics
2
Discussion paper / Centre for Economic Policy Research
2
Finance and stochastics
2
Finance research letters
2
International journal of theoretical and applied finance
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
Research paper series / Swiss Finance Institute
2
Staff reports / Federal Reserve Bank of New York
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Working Papers / Economics Department, Queen's University
2
Working paper / National Bureau of Economic Research, Inc.
2
AFA 2005 Philadelphia Meetings
1
Annual Review of Financial Economics
1
Annual review of financial economics
1
Baruch College Zicklin School of Business Research Paper
1
Bloomberg Portfolio Research Paper
1
CORE discussion paper : DP
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
2
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->