//--> //--> //-->
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:"Finance and stochastics"
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
From Skews to a Skewed-t
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Implied volatility
6
Volatility
6
Volatilität
6
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
3
Stochastischer Prozess
3
Black-Scholes model
2
Black-Scholes-Modell
2
Option trading
2
Optionsgeschäft
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
ATM option pricing
1
Asymptotic efficiency
1
Asymptotic pricing
1
Asymptotics
1
Calibration
1
Discontinuous coefficients
1
Discrete hedging
1
Einkommensverteilung
1
Estimation theory
1
Experiment
1
Exponential Lévy models
1
Feller process
1
Hedging
1
Implied skew
1
Income distribution
1
Itô integral
1
Kurtosis
1
Lift zonoid
1
Local diffusions
1
Local volatility
1
Local-stochastic volatility
1
Log-concavity
1
Multiscale asymptotics
1
Peacock
1
Riemann sum
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Figueroa-López, José E.
1
Fouque, Jean-Pierre
1
Fukasawa, Masaaki
1
Gao, Kun
1
Lee, Roger
1
Lorig, Matthew
1
Pagliarani, Stefano
1
Pascucci, Andrea
1
Pigato, Paolo
1
Sircar, Kaushik Ronnie
1
Tehranchi, Michael R.
1
Ólafsson, Sveinn
1
more ...
less ...
Published in...
All
Finance and stochastics
ERIM Report Series Research in Management
924
MPRA Paper
282
Working Paper
140
Research paper series / Swiss Finance Institute
108
Economics Papers from University Paris Dauphine
103
Finance
102
NBER Working Papers
97
Journal of Banking & Finance
80
Research Paper Series / Finance Discipline Group, Business School
79
Finance and Stochastics
76
Ovidius University Annals, Economic Sciences Series
74
Swiss Finance Institute Research Paper
71
CEPR Discussion Papers
70
Administrative Sciences
63
ECB Working Paper
61
IMF Working Papers
61
CESifo Working Paper
52
SSE/EFI Working Paper Series in Economics and Finance
47
SFB 649 Discussion Papers
46
Annals of Faculty of Economics
45
IZA Discussion Papers
45
CREATES Research Papers
44
ICMA Centre Discussion Papers in Finance
44
RePAd Working Paper Series
44
Tinbergen Institute Discussion Paper
44
Bonn Econ Discussion Papers
42
Discussion Paper Serie B
41
SFB 649 Discussion Paper
40
Discussion paper / Tinbergen Institute
39
ERIM Inaugural Address Series Research in Management
39
IMF Working Paper
39
Energy Economics
38
CESifo working papers
37
Tinbergen Institute Discussion Papers
36
Journal of banking & finance
35
SFB 649 discussion paper
35
Robert H. Smith School Research Paper
34
Journal of Financial Economics
33
Open Access publications from Université Paris-Dauphine
32
Quantitative finance
32
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
2
Second order multiscale stochastic volatility asymptotics : stochastic terminal layer analysis and calibration
Fouque, Jean-Pierre
;
Lorig, Matthew
;
Sircar, Kaushik Ronnie
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 543-588
Persistent link: https://www.econbiz.de/10011530043
Saved in:
3
Short-time expansions for close-to-the-money
options
under a Lévy jump model with stochastic volatility
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10011460382
Saved in:
4
A Black–Scholes inequality : applications and generalisations
Tehranchi, Michael R.
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012253338
Saved in:
5
The exact Taylor formula of the implied volatility
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 661-718
Persistent link: https://www.econbiz.de/10011944416
Saved in:
6
Extreme at-the-money skew in a local volatility model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
Saved in:
7
Efficient discretization of stochastic integrals
Fukasawa, Masaaki
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 175-208
Persistent link: https://www.econbiz.de/10010235454
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->