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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatilität
672
Volatility
660
Implied volatility
374
Option pricing theory
338
implied volatility
331
Optionsgeschäft
228
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
184
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74
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307
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344
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Ryu, Doojin
7
Jacquier, Antoine
6
Oosterlee, Cornelis Willebrordus
6
Zhang, Jin E.
6
Gehricke, Sebastian A.
5
Guidolin, Massimo
5
Lorig, Matthew
5
Ruan, Xinfeng
5
Xu, Yaofei
5
Alòs, Elisa
4
Bernales, Alejandro
4
Figueroa-López, José E.
4
Gulisashvili, Archil
4
Guo, Biao
4
Kräussl, Roman
4
Martini, Claude
4
Radoičić, Radoš
4
Schadner, Wolfgang
4
Shi, Yukun
4
Stefanica, Dan
4
Stork, Philip
4
Azhar Mohamad
3
Carr, Peter
3
Dempsey, Michael
3
García-Machado, Juan J.
3
Han, Qian
3
Kim, Kwanho
3
Kopa, Miloš
3
Le Floc'h, Fabien
3
Macrina, Andrea
3
Miao, Hong
3
Muzzioli, Silvia
3
Pascucci, Andrea
3
Ramchander, Sanjay
3
Rybczyński, Jarosław
3
Schlag, Christian
3
Singh, Vipul Kumar
3
Tanha, Hassan
3
Vitali, Sebastiano
3
Wu, Liuren
3
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Technische Hochschule Mittelhessen
1
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International journal of theoretical and applied finance
19
Quantitative finance
18
Journal of banking & finance
11
International journal of financial engineering
9
Applied mathematical finance
8
International review of financial analysis
8
Applied economics
7
Finance research letters
7
Finance and stochastics
6
The North American journal of economics and finance : a journal of financial economics studies
6
Annals of finance
5
Asia-Pacific journal of financial studies
5
Economic modelling
5
International review of economics & finance : IREF
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of futures markets
5
Journal of economic dynamics & control
4
Journal of empirical finance
4
Journal of forecasting
4
Journal of mathematical finance
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Energy economics
3
Global business and finance review
3
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Quantitative finance and economics
3
Research in international business and finance
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
SAFE working paper
3
The European journal of finance
3
The journal of applied business research
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of financial economics
2
Asia-Pacific financial markets
2
Australasian accounting business and finance journal : AABF
2
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ECONIS (ZBW)
338
EconStor
6
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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
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
4
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:
5
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:
6
Implied
volatility
smoothing at COVID-19 times
Vitali, Sebastiano
;
Kopa, Miloš
;
Giana, Gabriele
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014393376
Saved in:
7
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:
8
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:
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
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
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