//--> //--> //--> //-->
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
~subject:"Experiment"
~subject:"Stochastic process"
~subject:"Volatility Smile"
~type:"article"
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
Experiment
Stochastic process
Volatility Smile
Volatility
72
Volatilität
71
Option pricing theory
66
Optionspreistheorie
66
Volatility smile
45
volatility smile
38
Option trading
35
Optionsgeschäft
35
Stochastischer Prozess
26
Black-Scholes model
23
Black-Scholes-Modell
22
Implied volatility
14
Option pricing
14
Estimation
12
Schätzung
11
Stochastic volatility
11
Derivat
10
Derivative
10
Statistical distribution
10
Statistische Verteilung
10
Index futures
9
Index-Futures
9
Options
8
Implied volatility smile
7
Arbitrage
6
CAPM
6
Capital income
6
Kapitaleinkommen
6
Risiko
6
Risk
6
implied volatility
6
option pricing
6
Börsenkurs
5
Exchange rate
5
Moneyness
5
Share price
5
Wechselkurs
5
more ...
less ...
Online availability
All
Undetermined
20
Free
4
Type of publication
All
Article
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Article
1
Aufsatz im Buch
1
Book section
1
Language
All
English
33
Undetermined
1
Author
All
Lin, Shih-kuei
3
Bianchi, Michele Leonardo
2
Kim, Kwanho
2
Martini, Claude
2
Albert, Pascal
1
Bandi, Chaithanya
1
Bennedsen, Mikkel
1
Bertsimas, Dimitris
1
Bhuyan, Rafiqul
1
Branger, Nicole
1
Campani, Carlos Heitor
1
Chance, Don M.
1
Chang, Charles
1
Chuang, Ming-Che
1
Câmara, Ana
1
Câmara, António
1
Dokučaev, Nikolaj G.
1
Fabozzi, Frank J.
1
Fuh, Cheng-der
1
Gatheral, Jim
1
Geršôn, Dāwid
1
Hamid, Shahid S.
1
Hanson, Thomas A.
1
Hendriks, Sebas
1
Herold, Michael
1
Kim, Sol
1
Kuo, I.-doun
1
Lee, Cheng F.
1
Lee, Jia-Ching
1
Leippold, Markus
1
Li, Weiping
1
Li, Yu
1
Lin, Chao-Yang
1
Liu, Huimei
1
Liu, Peng
1
Liu, Yi-fang
1
Lunde, Asger
1
Marcato, Gianluca
1
Marins, Jaqueline Terra Moura
1
Mingone, Arianna
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
4
Review of quantitative finance and accounting
3
Journal of banking & finance
2
Annals of finance
1
Computational economics
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Global Business & Finance Review (GBFR)
1
Global business and finance review
1
International journal of finance & economics : IJFE
1
International journal of financial engineering
1
Journal of Economics and Finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of risk
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative finance and economics
1
Quarterly journal of finance & accounting : QJFA
1
Review of derivatives research
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of computational finance
1
The journal of computational finance : JFC
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
EconStor
1
RePEc
1
Showing
1
-
10
of
34
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
2
Financial market disruption and investor awareness : the case of implied volatility skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
3
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
4
Refined analysis of the no-butterfly-arbitrage domain for SSVI slices
Martini, Claude
;
Mingone, Arianna
- In:
The journal of computational finance : JFC
27
(
2023
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014486951
Saved in:
5
Intraday Transactions, Volume and Volatility in Pre- and Post-Decimalization Regimes
Talukdar, Bakhtear
;
Bhuyan, Rafiqul
;
Hamid, Shahid S.
; …
- In:
Quarterly journal of finance & accounting : QJFA
60
(
2022
)
3/4
,
pp. 101-146
Persistent link: https://www.econbiz.de/10014316080
Saved in:
6
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
7
A
volatility
smile
-based uncertainty index
Vicente, José Valentim Machado
;
Marins, Jaqueline …
- In:
Annals of finance
17
(
2021
)
2
,
pp. 231-246
Persistent link: https://www.econbiz.de/10012585519
Saved in:
8
No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and variance gamma process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
Saved in:
9
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho
- In:
Global Business & Finance Review (GBFR)
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10012286633
Saved in:
10
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->