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~subject:"Volatility Smile"
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Volatility Smile
Volatility
72
Volatilität
71
Option pricing theory
66
Optionspreistheorie
66
Volatility smile
45
volatility smile
38
Option trading
35
Optionsgeschäft
35
Stochastic process
26
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
Experiment
6
Kapitaleinkommen
6
Risiko
6
Risk
6
implied volatility
6
option pricing
6
Börsenkurs
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Kim, Kwanho
2
Bhuyan, Rafiqul
1
Chance, Don M.
1
Hamid, Shahid S.
1
Hanson, Thomas A.
1
Li, Weiping
1
Muthuswamy, Jayaram
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Talukdar, Bakhtear
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Wang, Guan
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Global Business & Finance Review (GBFR)
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Global business and finance review
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Review of derivatives research
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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:
2
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:
3
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:
4
A bias in the
volatility
smile
Chance, Don M.
;
Hanson, Thomas A.
;
Li, Weiping
; …
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 47-90
Persistent link: https://www.econbiz.de/10011930559
Saved in:
5
Which implied volatility provides the best measure of future volatility?
Wang, Guan
;
Yourougou, Pierre
;
Wang, Yue
- In:
Journal of Economics and Finance
36
(
2012
)
1
,
pp. 93-105
Persistent link: https://www.econbiz.de/10010539429
Saved in:
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