//--> //--> //-->
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:"Arbitrage-free term structure dynamics"
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 Surface"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Arbitrage-free term structure dynamics
Implied volatility surface
27
Volatility
26
Volatilität
26
implied volatility surface
26
Optionspreistheorie
25
Option pricing theory
24
Implied Volatility Surface
11
Option trading
11
Optionsgeschäft
11
Derivat
7
Derivative
7
Forecasting model
6
Index options
6
Prognoseverfahren
6
dynamic semiparametric factor model
6
Equity options
5
Index-Futures
5
Predictability
5
Smile
5
Black-Scholes-Modell
4
Index futures
4
Stochastic process
4
Stochastischer Prozess
4
Trading strategies
4
Wirtschaft
4
smile
4
Aktienmarkt
3
Black-Scholes model
3
Experiment
3
Local volatility
3
No-arbitrage constraints
3
Option pricing
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Theorie
3
asymptotic inference
3
fMRI
3
principal component analysis
3
vector autoregression
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Language
All
Undetermined
2
Author
All
Carmona, René
2
Nadtochiy, Sergey
2
Published in...
All
Finance and Stochastics
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tangent Lévy market models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and Stochastics
16
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009400215
Saved in:
2
Local volatility dynamic models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and Stochastics
13
(
2009
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10005613449
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->