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563
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543
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531
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499
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468
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454
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446
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445
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443
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437
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414
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399
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393
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392
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366
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365
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357
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357
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352
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347
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341
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340
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337
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335
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332
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326
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322
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319
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311
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311
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310
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307
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306
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300
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299
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2,308
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2,194
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2,031
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1,884
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1,832
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1,795
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1,708
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1,686
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1,679
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1,600
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1,598
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1,546
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1,544
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1,525
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1,502
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6,412
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2,405
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759
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486
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398
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284
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57
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1
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10
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date (oldest first)
1
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
Saved in:
2
Term structure of vanilla options
Brody, Dorje C.
;
Constantinou, Irene C.
;
Meister, …
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1323-1337
Persistent link: https://www.econbiz.de/10003632084
Saved in:
3
Vorschlag eines Bewertungskonzepts von Zertifikaten
Varmaz, Armin
;
Fieberg, Christian
- In:
Kredit und Kapital
45
(
2012
)
2
,
pp. 243-266
Persistent link: https://www.econbiz.de/10009580913
Saved in:
4
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
5
Jump-diffusion processes :
volatility
smile fitting and numerical methods for option pricing
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 231-262
Persistent link: https://www.econbiz.de/10001596719
Saved in:
6
From the implied
volatility
skew to a robust correction to Black-Scholes American option prices
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 651-675
Persistent link: https://www.econbiz.de/10001600370
Saved in:
7
Asymmetric
information
about
volatility
: how does it affect implied
volatility
, option prices and market liquidity?
Nandi, Saikat
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001493258
Saved in:
8
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael
;
Maurer, Raimond
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
4
,
pp. 431-449
Persistent link: https://www.econbiz.de/10001517964
Saved in:
9
Implied
volatility
skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
10
New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001247514
Saved in:
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