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Why do we smile? : On the dete...
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Optionsgeschäft
Volatility
40,917
Volatilität
40,649
Spanien
39,746
Spain
29,939
Theorie
15,005
Optionspreistheorie
14,810
Theory
14,628
Option pricing theory
14,351
Börsenkurs
11,703
Share price
11,518
Schätzung
10,515
Estimation
10,233
Börse
8,606
Kapitaleinkommen
8,002
Capital income
7,974
Aktienmarkt
7,642
Stock market
7,534
ARCH-Modell
6,643
ARCH model
6,569
Bourse
6,478
USA
6,381
United States
6,022
Welt
5,781
World
5,678
Stochastischer Prozess
5,401
Stochastic process
5,303
Wechselkurs
4,869
Exchange rate
4,766
Prognoseverfahren
4,208
Deutschland
4,175
Forecasting model
4,148
Germany
3,583
Derivat
3,507
Derivative
3,499
Zeitreihenanalyse
3,492
Portfolio-Management
3,480
Portfolio selection
3,450
Time series analysis
3,405
Option trading
3,394
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Free
1,067
Undetermined
954
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Article
2,089
Book / Working Paper
1,338
Journal
2
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Article in journal
1,977
Aufsatz in Zeitschrift
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Graue Literatur
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Non-commercial literature
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Working Paper
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Arbeitspapier
300
Aufsatz im Buch
96
Book section
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Hochschulschrift
74
Thesis
53
Lehrbuch
31
Textbook
28
Glossar enthalten
19
Glossary included
19
Collection of articles of several authors
16
Sammelwerk
16
Handbook
12
Handbuch
12
Bibliografie enthalten
11
Bibliography included
11
Aufsatzsammlung
10
Collection of articles written by one author
10
Sammlung
10
Conference paper
6
Konferenzbeitrag
6
Ratgeber
6
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Guidebook
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Amtsdruckschrift
3
Forschungsbericht
3
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Reprint
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Aufgabensammlung
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English
3,325
German
83
French
7
Spanish
7
Undetermined
4
Italian
3
Portuguese
2
Hungarian
1
Dutch
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Author
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Hull, John
29
Wang, Xingchun
22
Cui, Zhenyu
21
Joshi, Mark S.
18
Madan, Dilip B.
18
Ryu, Doojin
18
Zhang, Jin E.
18
Carr, Peter
17
Lee, Hangsuck
17
Stentoft, Lars
17
Perrakis, Stylianos
16
Fusai, Gianluca
15
Kelly, Bryan T.
14
Todorov, Viktor
13
Fusari, Nicola
12
Orosi, Greg
12
Schoutens, Wim
12
Ewald, Christian-Oliver
11
Guirguis, Michel
11
Jacobs, Kris
11
Kwok, Yue-Kuen
11
Lee, Cheng F.
11
Zanette, Antonino
11
Alghalith, Moawia
10
Fabozzi, Frank J.
10
Fodor, Andy
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Poteshman, Allen M.
10
Alexander, Carol
9
Bernales, Alejandro
9
Chen, An
9
Constantinides, George M.
9
Giglio, Stefano
9
Jackwerth, Jens Carsten
9
Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
McAleer, Michael
9
Ruan, Xinfeng
9
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National Bureau of Economic Research
12
Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
4
Christian-Albrechts-Universität zu Kiel
3
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Pearson Studium
2
Svenska Handelshögskolan <Helsinki>
2
Weltwirtschaftsforum
2
Arbeitsgruppe Optionsgeschäft
1
Australian National University / Faculty of Economics and Commerce
1
Banco Central do Brasil
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Business Information Centre <Toronto>
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Chambre de commerce et d'industrie de Paris
1
Deutsche Forschungsgemeinschaft
1
EOE
1
Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
1
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
Federal Reserve Bank of Chicago
1
FernUniversität in Hagen
1
Institut für Seeverkehrswirtschaft und Logistik
1
Institute for Fiscal Studies
1
Investors Intelligence
1
Johannes Gutenberg-Universität Mainz
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
New York Institute of Finance
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
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Published in...
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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
29
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Journal of financial economics
25
International review of economics & finance : IREF
23
Research paper series / Swiss Finance Institute
22
International review of financial analysis
21
Risks : open access journal
21
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 financial and quantitative analysis : JFQA
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
Journal of econometrics
13
NBER working paper series
12
Theoretical economics letters
12
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Source
All
ECONIS (ZBW)
3,406
EconStor
12
USB Cologne (EcoSocSci)
11
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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
Saved in:
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