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~subject:"incomplete markets"
~subject:"options"
~type_genre:"Article in journal"
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Search: subject:"Volatility smile"
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incomplete markets
options
Volatility
69
Volatilität
69
Option pricing theory
64
Optionspreistheorie
64
Option trading
34
Optionsgeschäft
34
Volatility smile
32
Stochastic process
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Stochastischer Prozess
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Black-Scholes model
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Black-Scholes-Modell
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volatility smile
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Estimation
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Schätzung
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Derivat
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Derivative
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Implied volatility
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Statistical distribution
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Statistische Verteilung
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Index futures
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Option pricing
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Implied volatility smile
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Options
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Dempsey, Michael
1
Lemmon, Michael L.
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Mitra, Sovan
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Ni, Sophie Xiaoyan
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Tanha, Hassan
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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ECONIS (ZBW)
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The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
2
Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan
;
Dempsey, Michael
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
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3
Differences in trading and pricing between stock and index options
Lemmon, Michael L.
;
Ni, Sophie Xiaoyan
- In:
Management science : journal of the Institute for …
60
(
2014
)
8
,
pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
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