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Why do we smile? : On the dete...
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Option trading
Volatility
41,080
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40,811
Spanien
39,803
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30,003
Theorie
15,057
Optionspreistheorie
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Derivat
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Hull, John
27
Wang, Xingchun
22
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21
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18
Madan, Dilip B.
18
Ryu, Doojin
18
Zhang, Jin E.
18
Carr, Peter
17
Lee, Hangsuck
17
Stentoft, Lars
17
Fusai, Gianluca
15
Perrakis, Stylianos
15
Kelly, Bryan T.
14
Todorov, Viktor
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12
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Schoutens, Wim
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11
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10
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Levendorskii, Sergei
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9
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9
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9
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9
Lee, Minha
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9
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International Centre for Trade and Sustainable Development
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Weltwirtschaftsforum
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1
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EOE
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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USA / Subcommittee on Civil Service, Post Office, and General Services
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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The journal of futures markets
121
International journal of theoretical and applied finance
96
Journal of banking & finance
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
Review of derivatives research
62
The journal of computational finance
59
Quantitative finance
56
Finance research letters
54
Applied mathematical finance
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
45
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
38
Finance and stochastics
33
International journal of financial engineering
32
Computational economics
31
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Journal of financial economics
25
International review of economics & finance : IREF
24
Research paper series / Swiss Finance Institute
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International review of financial analysis
21
Risks : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
20
Review of quantitative finance and accounting
20
Asia-Pacific financial markets
19
The European journal of finance
19
Applied economics
18
Journal of financial markets
18
The journal of derivatives : JOD
17
Economic modelling
16
Applied financial economics
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
Journal of econometrics
14
Journal of financial and quantitative analysis : JFQA
14
Swiss Finance Institute Research Paper
14
Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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NBER working paper series
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Theoretical economics letters
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ECONIS (ZBW)
3,408
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1
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
2
Stylized patterns of implied
volatility
in India : a case study of NSE Nifty options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of Indian business research
6
(
2014
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10010492684
Saved in:
3
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
Saved in:
4
Option pricing with a dynamic fat-tailed model
Aboura, Sofiane
;
Valeyre, Sebastien
;
Wagner, Niklas F.
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
Saved in:
5
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:
6
Ad-Hoc Black-Scholes vis-à-vis TSRV-based Black-Scholes : evidence from Indian options market
Dixit, Alok
;
Singh, Shivam
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 57-88
Persistent link: https://www.econbiz.de/10012418326
Saved in:
7
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:
8
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
Saved in:
9
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
10
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
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