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:"Swap"
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
The large-maturity smile for t...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Swap
Volatility
28
Volatilität
28
Stochastic process
27
Stochastischer Prozess
27
Option pricing theory
24
Optionspreistheorie
24
Option trading
8
Optionsgeschäft
8
Black-Scholes model
6
Black-Scholes-Modell
6
Heston model
6
Implied volatility
5
Theorie
5
Theory
5
implied volatility
5
Brownian exponential functional
4
Heston
4
Large deviations
4
large deviations
4
stochastic volatility models
4
Derivat
3
Derivative
3
Fractional Brownian motion
3
SABR model
3
stochastic volatility
3
ARCH model
2
ARCH-Modell
2
Arbitrage
2
Asymptotics
2
CEV model
2
CEV process
2
Forward starting options
2
Malliavin calculus
2
Rough volatility
2
Securities trading
2
Wertpapierhandel
2
large time asymptotics
2
modified SABR model
2
Arbitrage Pricing
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Jacquier, Antoine
2
Raval, Vimal
1
Slaoui, Saad
1
Published in...
All
Birkbeck working papers in economics and finance : BWPEF
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Variance dispersion and correlation swaps
Jacquier, Antoine
(
contributor
);
Slaoui, Saad
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003503852
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
