//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~isPartOf:"MPRA Paper"
~person:"Lee, Jaewook"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"implied volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
2001-2010
1
Implied volatility surface
1
Index futures
1
Index options
1
Index-Futures
1
Local smoothing
1
Local volatility
1
No-arbitrage constraints
1
Option pricing theory
1
Optionspreistheorie
1
Risikoprämie
1
Risk premium
1
South Korea
1
Südkorea
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Lee, Jaewook
Siddiqi, Hammad
10
Ahoniemi, Katja
2
Lanne, Markku
2
Bao, Qunfang
1
Benavides, Guillermo
1
Bentes, Sonia R
1
Brace, Alan
1
Capistrán Carmona, Carlos
1
Chaiyuth Padungsaksawasdi
1
Chen, Ying
1
Cipollini, Andrea
1
D'Addona, Stefano
1
Degiannakis, Stavros
1
Ding, Wenjie
1
Fabbri, Giorgio
1
Filis, George
1
Fodor, Andy
1
Goldys, Benjamin
1
Gospodinov, Nikolaj
1
Guan, Zhengfei
1
Han, Qian
1
Hassani, Hossein
1
Jamali, Ibrahim
1
Janek, Agnieszka
1
Kaminska, Iryna
1
Kim, Namhyoung
1
Krieger, Kevin
1
Li, Minqiang
1
Lo Cascio, Iolanda
1
Marinelli, Carlo
1
Mauck, Nathan
1
Mazouz, Khelifa
1
Menezes, Rui
1
Miao, Hong
1
Muzzioli, Silvia
1
Myers, Robert J.
1
Niu, Linlin
1
Parhizgari, Ali M.
1
Ramchander, Sanjay
1
more ...
less ...
Published in...
All
Journal of empirical finance
MPRA Paper
Journal of Empirical Finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
No-arbitrage
implied
volatility
functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->