//--> //--> //-->
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
~person:"Avellaneda, Marco"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Option trading"
~subject:"Volatility"
~type_genre:"Book section"
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_exact:"Option trading"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Black-Scholes model
Index futures
Option trading
Volatility
Correlation
1
Forecasting model
1
Korrelation
1
MP-threshold
1
Option pricing theory
1
Optionsgeschäft
1
Optionspreistheorie
1
Prognoseverfahren
1
Risiko
1
Risk
1
Volatilität
1
computationally feasible
1
convexity
1
correlation matrix
1
dimension reduction
1
empirical density
1
idiosyncratic risk
1
implied volatility surface
1
noise
1
options market
1
principal component
1
principal component analysis
1
random matric theory
1
signal
1
significant
1
significant factors
1
spectrum
1
systemic risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Book section
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Avellaneda, Marco
Fabozzi, Frank J.
5
Dorigan, Michael
2
Engström, Malin
2
Fusai, Gianluca
2
Guillaume, Tristan
2
Kalotay, Andrew J.
2
Longo, Giovanni
2
Marena, Marina
2
Recchioni, Maria Cristina
2
Rubel, Anja
2
Satchell, Stephen
2
Warin, Xavier
2
Adam-Müller, Axel F. A.
1
AitSahlia, Farid
1
Aksoy, Ümit
1
Albrecher, Hansjörg
1
Alexander, Carol
1
Arcand, Jean-Louis L.
1
Arnold, Tom
1
Aussenegg, Wolfgang
1
Aydoğan, Burcu
1
Bahra, Bhupinder
1
Bamberg, Günter
1
Baqueiro, Omar
1
Barone-Adesi, Giovanni
1
Bayer, Christian
1
Bellalah, Mondher
1
Benth, Fred Espen
1
Bernhart, Marie
1
Bertocchi, Marida
1
Bhattacharya, Anand K.
1
Biais, Bruno
1
Borici, Artan
1
Bouchard, Bruno
1
Bouden, Amine
1
Bredin, Donal
1
Brigo, Damiano
1
Brodsky, William
1
Bruckner, Thomas Johann Christian
1
more ...
less ...
Published in...
All
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->