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Option trading
Volatility
40,965
Volatilität
40,697
Theorie
28,340
Theory
27,697
Stochastischer Prozess
17,229
Stochastic process
16,788
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14,815
Option pricing theory
14,356
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4,892
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4,606
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Ryu, Doojin
29
Hull, John
27
Wang, Xingchun
22
Carr, Peter
21
Cui, Zhenyu
21
Madan, Dilip B.
21
Perrakis, Stylianos
21
Zhang, Jin E.
21
Joshi, Mark S.
18
Lee, Hangsuck
18
Poteshman, Allen M.
18
Thomsett, Michael C.
18
Fodor, Andy
17
Stentoft, Lars
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Jackwerth, Jens Carsten
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Kelly, Bryan T.
16
Fusai, Gianluca
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Todorov, Viktor
15
Fusari, Nicola
14
Pedersen, Lasse Heje
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Wu, Liuren
14
Bebchuk, Lucian A.
13
Guirguis, Michel
13
Kōnstantinidēs, Giōrgos
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Orosi, Greg
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Schoutens, Wim
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Truong, Cameron
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Bernales, Alejandro
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Ewald, Christian-Oliver
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Fabozzi, Frank J.
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Jacobs, Kris
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Kang, Jangkoo
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Kwok, Yue-Kuen
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Lung, Peter P.
12
Benth, Fred Espen
11
Czerwonko, Michal
11
Kräussl, Roman
11
Lee, Cheng F.
11
Verousis, Thanos
11
Vorst, Ton
11
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
9
Center for Economic Research <Tilburg>
7
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4
Institut for Finansiering <Frederiksberg>
4
Chambre de commerce et d'industrie de Paris
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Rodney L. White Center for Financial Research
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Walter de Gruyter Inc.
3
International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
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New York Institute of Finance
2
Svenska Handelshögskolan <Helsinki>
2
Universität Konstanz
2
Weltwirtschaftsforum
2
Australian National University / Faculty of Economics and Commerce
1
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
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Berliner Wissenschafts-Verlag
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Birkbeck College / Department of Economics
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Business Information Centre <Toronto>
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Börsen-Buchverlag
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Center for International Food and Agricultural Policy
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Centre for Actuarial Studies
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Chicago, Ill. / Board of Trade
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City University
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Cornell University / Department of Agricultural, Resource and Managerial Economics
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Deutschland / Bundeswehr / Universität Hamburg
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EOE
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Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
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Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
FinanzBuch Verlag
1
Hebrew University FinTech Center / International Conference <2019, Jerusalem>
1
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The journal of futures markets
195
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
60
Quantitative finance
58
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
42
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Risks : open access journal
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
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ECONIS (ZBW)
4,921
RePEc
1
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1
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4,922
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1
Testing the Implied
Volatility
Smile of a Lognormal Distribution on a 3 – Month Danske Bank Call Option Contract Using the Option Delta
Guirguis, Michel
-
2019
We analyze the implied
volatility
smile of a lognormal distribution on a 3 – month Danske bank call option contract … using the option delta. There is significant time variation in the implied
volatility
smile and the traditional Black … adjusted measure. Deep in or out of the money contract has higher implied
volatility
. We have found that the 3– month Danske …
Persistent link: https://www.econbiz.de/10012890742
Saved in:
2
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
3
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
4
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
-
2016
-
This version: 10 March 2016
that the resulting implied
volatility
curves provide an accurate approximation for a wide range of strike prices. Based on …
Persistent link: https://www.econbiz.de/10011506359
Saved in:
5
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
6
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
7
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
8
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
9
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
10
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
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