//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Arbeitskampf"
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
Delta-Hedging and Variance Swa...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Arbeitskampf
Option pricing theory
13
Optionspreistheorie
13
Volatility
13
Volatilität
13
Derivat
7
Derivative
7
Stochastic process
6
Stochastischer Prozess
6
Swap
6
Option trading
3
Optionsgeschäft
3
Theorie
3
Theory
3
implied volatility
3
Hedging
2
Interest rate derivative
2
Zinsderivat
2
Aktienindex
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital income
1
Children
1
Currency derivative
1
Decomposition method
1
Dekompositionsverfahren
1
Electronic Banking
1
Electronic banking
1
Index futures
1
Index-Futures
1
Industrial action
1
Kapitaleinkommen
1
Kinder
1
Malliavin calculus
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Risiko
1
Risikomanagement
1
Risikoprämie
1
Risk
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Rolloos, Frido
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does the Zero Vanna Strike Always Exist?
Rolloos, Frido
-
2021
A straightforward consequence of Lee's lemma on large and small strike implied volatility bounds and Fukasawa's theorem on the normalizing transformations of implied volatility is that the zero vanna strike does not always exist
Persistent link: https://www.econbiz.de/10013229752
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->