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Empirische Beiträge zur Optionsbewertung am Beispiel von Black und Scholes u.a.
Schroeder, Gerhard - In: Finanzierungen, (pp. 29-53). 1998
Persistent link: https://www.econbiz.de/10001426656
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Global convertible investing : the Gabelli way
Woodson, Hart - 2002
Persistent link: https://www.econbiz.de/10001664528
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Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
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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
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No arbitrage global parametrization for the eSSVI volatility surface
Mingone, Arianna - 2022
The article describes a global and arbitrage-free parametrization of the eSSVI surfaces introduced by Hendriks and Martini in 2019. A robust calibration of such surfaces has already been proposed by the quantitative research team at Zeliade in 2019, but it is sequential in expiries and lacks of...
Persistent link: https://www.econbiz.de/10013292792
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Nobel contingencies
Reszat, Beate - In: Intereconomics : review of European economic policy 32 (1997) 6, pp. 259-263
Persistent link: https://www.econbiz.de/10001230233
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Robert Merton, Myron Scholes and the development of derivative pricing
Schaefer, Stephen M. - In: The Scandinavian journal of economics 100 (1998) 2, pp. 425-445
Persistent link: https://www.econbiz.de/10001245490
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Black, Merton and Scholes : their central contributions to economics
Duffie, Darrell - In: The Scandinavian journal of economics 100 (1998) 2, pp. 411-423
Persistent link: https://www.econbiz.de/10001245494
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Nobel contingencies
Reszat, Beate - In: Intereconomics : review of European economic policy 32 (1997) 6, pp. 259-263
Persistent link: https://www.econbiz.de/10011547980
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In honor of the Nobel laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A. - 2007
Persistent link: https://www.econbiz.de/10003466764