//--> //--> //-->
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:"Byun, Suk Joon"
~person:"Varma, Jayanth Rama"
~subject:"Implied Volatility"
~subject:"volatility smile"
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:"Volatility smile"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Implied Volatility
volatility smile
Volatility
4
Volatilität
4
Emerging economies
3
Schwellenländer
3
Capital income
2
Derivat
2
Derivative
2
Kapitaleinkommen
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Statistical distribution
2
Statistische Verteilung
2
Aktienmarkt
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bubbles
1
Börsenkurs
1
COVID-19
1
Coronavirus
1
Emerging markets
1
Estimation
1
Gambling
1
Glücksspiel
1
Index futures
1
Index-Futures
1
Kalman filter
1
Option pricing
1
Options
1
Risiko
1
Risk
1
Risk-neutral density
1
Schätzung
1
Share price
1
Spekulationsblase
1
State space model
1
Stock market
1
Tail risk
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Byun, Suk Joon
Varma, Jayanth Rama
Mizrach, Bruce
6
Jackwerth, Jens Carsten
5
Janssen, Alexandra
5
Perrakis, Stylianos
5
Aboura, Sofiane
4
Benzoni, Luca
3
Boenkost, Wolfram
3
Constantinides, George M.
3
Schmidt, Wolfgang M.
3
Studer-Suter, Rahel
3
Agarwalla, Sobhesh Kumar
2
Brorsen, B. Wade
2
Collin-Dufresne, Pierre
2
Constantinaides, George M.
2
Goldstein, Robert S.
2
Ji, Dasheng
2
Kim, Kwanho
2
Kim, Sol
2
Martini, Claude
2
Primbs, James
2
Rubio Irigoyen, Gonzalo
2
Rubio, Gonzalo
2
Studer, Rahel
2
Yamada, Yuji
2
ABOURA, Sofiane
1
Almeida, Caio Ibsen Rodrigues de
1
Andersen, Leif
1
Andersen, Torben G.
1
Andreasen, Jesper
1
Angela-Maria, Filip
1
Armeanu, Dan
1
BRODY, DORJE C.
1
Balakrishna, BS
1
Bester, C. Alan
1
Bianchi, Michele Leonardo
1
CONSTANTINOU, IRENE C.
1
Carey, Alexander
1
Chen, Ren-Raw
1
more ...
less ...
Published in...
All
The journal of futures markets
2
Review of Pacific Basin financial markets and policies
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Harvesting the
volatility
smile
in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
2
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
3
Ad hoc black and scholes procedures with the time-to-maturity
Byun, Suk Joon
;
Kim, Sol
;
Rhee, Dong Woo
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011809745
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->