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~subject:"Optionsgeschäft"
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Optionsgeschäft
Volatilität
673
Volatility
661
Implied volatility
374
Optionspreistheorie
345
Option pricing theory
339
implied volatility
332
Option trading
227
Prognoseverfahren
169
Forecasting model
166
Börsenkurs
161
Share price
157
Capital income
154
Kapitaleinkommen
154
Schätzung
149
Estimation
145
ARCH-Modell
103
ARCH model
100
VIX
86
Theorie
84
Derivat
83
Derivative
83
Implied Volatility
82
Aktienmarkt
78
Stock market
77
Index-Futures
72
Stochastischer Prozess
72
Theory
72
Index futures
71
Stochastic process
71
Risk
60
Black-Scholes model
58
Black-Scholes-Modell
58
Risiko
58
Wechselkurs
53
realized volatility
53
Aktienindex
51
Welt
51
Risikoprämie
50
Risk premium
50
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Undetermined
122
Free
48
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Article
210
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18
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206
Aufsatz in Zeitschrift
206
Working Paper
18
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17
Graue Literatur
15
Non-commercial literature
15
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4
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4
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2
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2
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English
228
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Ryu, Doojin
8
Zhang, Jin E.
7
Ruan, Xinfeng
6
Gehricke, Sebastian A.
5
Shaikh, Imlak
5
Guo, Biao
4
Padhi, Puja
4
Shi, Yukun
4
Xu, Yaofei
4
Azhar Mohamad
3
Figueroa-López, José E.
3
García-Machado, Juan J.
3
Guidolin, Massimo
3
Jacquier, Antoine
3
Kim, Kwanho
3
Kräussl, Roman
3
Radoičić, Radoš
3
Rybczyński, Jarosław
3
Singh, Vipul Kumar
3
Stefanica, Dan
3
Stork, Philip
3
Yang, Heejin
3
Alexander, Carol
2
Alòs, Elisa
2
Bams, Dennis
2
Bernales, Alejandro
2
Bianconi, Marcelo
2
Blanchard, Gildas
2
Borochin, Paul
2
Chakrabarti, Prasenjit
2
Chen, Ding
2
Dicle, Mehmet F.
2
Felix, Luiz
2
Fernandes, Marcelo
2
Friz, Peter K.
2
Guo, Wei
2
Han, Bing
2
Hilliard, Jitka
2
Hoque, Ariful
2
Imtiaz Mohammad Sifat
2
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Journal of banking & finance
12
International review of financial analysis
9
Quantitative finance
9
Applied economics
6
Applied mathematical finance
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
Finance research letters
5
The journal of futures markets
5
International journal of theoretical and applied finance
4
Journal of financial economics
4
Journal of financial markets
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Review of derivatives research
4
Applied economics letters
3
Asia-Pacific journal of financial studies
3
Economic modelling
3
Energy economics
3
Finance and stochastics
3
Global business and finance review
3
Journal of international financial markets, institutions & money
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Review of quantitative finance and accounting
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of finance
2
Annals of financial economics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
Global business review
2
Global finance journal
2
International journal of economics and finance
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Journal of Indian business research
2
Journal of econometrics
2
Journal of emerging market finance
2
Journal of risk and financial management : JRFM
2
LSF research working paper series
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Quantitative finance and economics
2
Research bulletin / The Institute of Cost Accountants of India
2
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ECONIS (ZBW)
227
EconStor
1
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1
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:
2
Implied
volatility
surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
3
The log-moment formula for
implied
volatility
Raval, Vimal
;
Jacquier, Antoine
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1146-1165
Persistent link: https://www.econbiz.de/10014370644
Saved in:
4
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Drábek, Zdeněk
;
Kopa, Miloš
;
Maciak, Matúš
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014391957
Saved in:
5
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
6
WTI crude oil options market prior to and during the COVID-19 pandemic
Łamasz, Bartosz
;
Michalski, Marek
;
Puka, Radosław
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10014316298
Saved in:
7
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
8
The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
Saved in:
9
Term spreads of
implied
volatility
smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
10
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
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