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1دورية أكاديمية
المؤلفون: Elisa Alòs, Frido Rolloos, Kenichiro Shiraya
المصدر: Axioms; Volume 12; Issue 8; Pages: 749
مصطلحات موضوعية: lower bound, volatility swap, zero vanna implied volatility, lognormal SABR model
وصف الملف: application/pdf
العلاقة: Mathematical Analysis; https://dx.doi.org/10.3390/axioms12080749Test
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2دورية أكاديمية
المؤلفون: Pedro Pablo Chambi Condori
مصطلحات موضوعية: Modeling and Forecasting Financial Volatility, Finance, Economics, Econometrics and Finance, Social Sciences, Impact of Oil Price Shocks on Economy, Economics and Econometrics, Econophysics Complexity in Financial Markets, Market Correlations, Financial Fluctuations, Volatility, Macroeconomic Effects, Economic Policy Uncertainty, Volatility finance, Stock market, Financial economics, Stock exchange, Economics, Equity law, Financial market, Stock market bubble, Volatility swap, Stock firearms, Monetary economics, Implied volatility, Business, Biology, Paleontology, Horse, Political science, FOS Political science
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3
المؤلفون: Katrin Gottschalk, José Da Fonseca
المصدر: SSRN Electronic Journal.
مصطلحات موضوعية: Economics and Econometrics, Variance swap, History, Credit default swap, Polymers and Plastics, Financial system, Implied volatility, Industrial and Manufacturing Engineering, Credit default swap index, iTraxx, Volatility swap, Volatility smile, Economics, Business and International Management, Finance, Credit risk
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a25f440b42b4fd46030eddcaa4ee87f0Test
https://doi.org/10.2139/ssrn.4384577Test -
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المؤلفون: Alexander Barinov
المصدر: Journal of Financial Markets. 64:100782
مصطلحات موضوعية: History, Economics and Econometrics, Polymers and Plastics, Financial economics, Implied volatility, Volatility risk premium, Industrial and Manufacturing Engineering, Volatility swap, Volatility smile, Call option, Profitability index, Volatility risk, Business, Business and International Management, Volatility (finance), Finance
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::18c1b98c0c0c8be373b109cd7f57d82eTest
https://doi.org/10.1016/j.finmar.2022.100782Test -
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المؤلفون: Ian W. Marsh, Jonathan Fullwood, Jessica James
المصدر: Journal of Financial Economics. 141:1262-1284
مصطلحات موضوعية: Economics and Econometrics, Financial economics, Strategy and Management, Implied volatility, HG, Volatility risk premium, Straddle, Standard Risk, Volatility swap, Accounting, 0502 economics and business, Forward volatility, Econometrics, Economics, Limits to arbitrage, 040101 forestry, Transaction cost, 050208 finance, 05 social sciences, Equity (finance), 04 agricultural and veterinary sciences, Volatility smile, 0401 agriculture, forestry, and fisheries, Business, Foreign exchange, Volatility (finance), Finance
وصف الملف: application/pdf
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63806d5e65528c60250feaa5a0d95082Test
https://doi.org/10.1016/j.jfineco.2021.04.030Test -
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المؤلفون: Peter Carr, Roger B. Lee, Matthew Lorig
المصدر: Mathematical Finance. 31:1394-1422
مصطلحات موضوعية: Economics and Econometrics, Variance swap, Exchange-traded fund, Stochastic volatility, Applied Mathematics, Sharpe ratio, Mathematical Finance (q-fin.MF), FOS: Economics and business, Semimartingale, Quantitative Finance - Mathematical Finance, Accounting, Volatility swap, Econometrics, Jump, Volatility (finance), Social Sciences (miscellaneous), Finance, Mathematics
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::779c6881b47f3610435de0f40993a948Test
https://doi.org/10.1111/mafi.12327TestHTML النص الكامل PDF النص الكامل -
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المؤلفون: Martijn Cremers, Matthias Fleckenstein, Priyank Gandhi
المصدر: Journal of Financial Economics. 140:412-435
مصطلحات موضوعية: 040101 forestry, Economics and Econometrics, 050208 finance, Financial economics, Strategy and Management, Yield (finance), 05 social sciences, 04 agricultural and veterinary sciences, Implied volatility, Treasury, Credit spread (options), Volatility swap, Accounting, 0502 economics and business, Forward volatility, Volatility smile, Econometrics, Economics, 0401 agriculture, forestry, and fisheries, Stock market, Volatility (finance), Futures contract, Finance, Stock (geology)
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::806179d47a6835bfe595e262c0f2ac0cTest
https://doi.org/10.1016/j.jfineco.2020.12.009Test -
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المؤلفون: Chi Keung Lau, Rangan Gupta, Mawuli Segnon, Bernd Wilfling
المصدر: Studies in Nonlinear Dynamics & Econometrics. 26:73-98
مصطلحات موضوعية: Economics and Econometrics, Stochastic volatility, Volatility swap, Econometrics, Volatility smile, Forward volatility, Economics, Volatility (finance), Implied volatility, SABR volatility model, Volatility risk premium, Social Sciences (miscellaneous), Analysis
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::b7d06a7ffcb58593fef800c1215ee2caTest
https://doi.org/10.1515/snde-2019-0009Test -
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المؤلفون: Bryan T. Kelly, Hanno Lustig, Stijn Van Nieuwerburgh
المصدر: Journal of Political Economy. 128:4097-4162
مصطلحات موضوعية: Stylized fact, Economics and Econometrics, Commerce, Social connectedness, Volatility swap, Economics, Econometrics, Volatility smile, Volatility (finance), Implied volatility, Volatility risk premium, Socially optimal firm size
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a54c5069abb203079b4650a3cd8e82dTest
https://doi.org/10.1086/710345Test -
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المؤلفون: Rui Duan
المصدر: International Journal of Mathematics Trends and Technology. 66:1-7
مصطلحات موضوعية: symbols.namesake, Variance swap, Volatility swap, Mean reversion, symbols, Econometrics, Gaussian network model, Mathematics
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::5a24963c1b2e4c16c7675a2fe807ac87Test
https://doi.org/10.14445/22315373/ijmtt-v66i10p501Test
