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Modeling of implied volatility...
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Volatility
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Optionspreistheorie
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121
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120
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116
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116
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114
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103
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103
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101
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98
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98
Ma, Feng
96
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88
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88
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83
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83
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81
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81
Cui, Zhenyu
75
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74
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74
Christoffersen, Peter F.
73
McMillan, David G.
73
Ryu, Doojin
73
Lux, Thomas
72
Prokopczuk, Marcel
72
Buch, Claudia M.
71
Tiwari, Aviral Kumar
71
Asai, Manabu
70
Kočenda, Evžen
70
Joshi, Mark S.
69
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68
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67
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Cowles Foundation for Research in Economics, Yale University
14
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12
Department of Economics, Oxford University
12
Institute of Economic Research, Kyoto University
12
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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The journal of futures markets
805
Finance research letters
704
Energy economics
686
International journal of theoretical and applied finance
593
Journal of banking & finance
561
NBER working paper series
551
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532
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420
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379
Economic modelling
378
Journal of econometrics
354
Applied financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
318
Journal of empirical finance
298
Research in international business and finance
298
Applied economics letters
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Quantitative finance
296
Applied mathematical finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
290
The journal of computational finance
278
Discussion paper / Centre for Economic Policy Research
273
Finance and stochastics
272
Economics letters
265
Journal of economic dynamics & control
258
Journal of financial economics
257
Journal of international financial markets, institutions & money
257
Journal of international money and finance
247
Journal of risk and financial management : JRFM
232
The European journal of finance
229
Discussion paper / Tinbergen Institute
226
Review of derivatives research
210
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
209
The review of financial studies
203
MPRA Paper
201
Pacific-Basin finance journal
200
Computational economics
190
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ECONIS (ZBW)
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RePEc
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EconStor
1,273
USB Cologne (EcoSocSci)
418
USB Cologne (business full texts)
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BASE
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Other ZBW resources
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OLC EcoSci
17
ArchiDok
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Showing
1
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10
of
58,906
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date (oldest first)
1
Knowledge mapping of studies on implied
volatility
in equity derivatives markets : a bibliometric approach
Sharma, Vijay Kumar
;
Bhatia, Satinder
- In:
International Journal of Financial Markets and …
9
(
2023
)
3
,
pp. 188-207
Persistent link: https://www.econbiz.de/10015064443
Saved in:
2
An empirical testing of Black-Scholes option pricing model : a study of option moneyness (at-the-money)
Rinky
;
Singh, Shakti
- In:
International Journal of Financial Markets and …
9
(
2023
)
3
,
pp. 208-229
Persistent link: https://www.econbiz.de/10015064444
Saved in:
3
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:
4
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:
5
A novel method for arbitrage-free option surface construction
Orosi, Greg
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012226655
Saved in:
6
Pricing efficiency in CNX Nifty Index options using the Black-Scholes model : a comparative study of alternate
volatility
measures
Nandan, Tanuj
;
Agrawal, Puja
- In:
Margin: the journal of applied economic research
10
(
2016
)
2
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011690833
Saved in:
7
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
8
Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
Sudhakar, Aare
;
Srikanth, Potharla
- In:
Global business review
17
(
2016
)
6
,
pp. 1373-1387
Persistent link: https://www.econbiz.de/10011665175
Saved in:
9
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
10
The implied
volatility
smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
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