Narrow search
Showing 1 - 10 of 10,168
Cover Image
The continuous limit of weak GARCH
Alexander, Carol; Lazar, Emese - In: Econometric reviews 40 (2021) 2, pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Cover Image
Cash mergers and the volatility smile
Bester, C. Alan; Martinez, Victor H.; Rosu, Ioanid - 2018
variables used in the merger literature. As predicted by the model, a graph of the target firm's implied volatility against the …
Persistent link: https://www.econbiz.de/10011951308
Cover Image
Optionspreise und implizite Kursprozesse
Wallmeier, Martin - In: Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …, (pp. 331-346). 2003
Persistent link: https://www.econbiz.de/10001736363
Cover Image
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer - 2000
Persistent link: https://www.econbiz.de/10001498200
Cover Image
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan; Alles, Lakshman - 2000
Persistent link: https://www.econbiz.de/10001509334
Cover Image
Verhaltenspsychologische Erklärungsmöglichkeiten für asymmetrische Volatilität am deutschen Kapitalmarkt
Maack, Diether - 2012
Persistent link: https://www.econbiz.de/10009554493
Cover Image
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Cover Image
The information content of alternate implied volatility models : case of Indian markets
Kumar, A. Vinay; Jaiswal, Shikha - In: Journal of emerging market finance 12 (2013) 3, pp. 293-321
Persistent link: https://www.econbiz.de/10010360587
Cover Image
Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001440110
Cover Image
Stock, Implied, Local Volatilities and Black Scholes Pricing
Gikhman, Ilya I. - 2017
In this paper we present a critical point on connections between stock volatility, implied volatility, and local … volatility. The essence of the Black Sholes pricing model is based on assumption that option piece is formed by no arbitrage … shows even more. The volatility of the underlying should be also changed. Such practice calls for implied volatility …
Persistent link: https://www.econbiz.de/10012950779