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isPartOf:"Journal of econometrics"
~person:"Bondarenko, Oleg"
~person:"Chen, Song Xi"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
3
Volatility
3
Volatilität
3
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Implied volatility
2
Option trading
2
Optionsgeschäft
2
Schätzung
2
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Aktienindex
1
Analysis of variance
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Börsenkurs
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Derivat
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Bondarenko, Oleg
Chen, Song Xi
Todorov, Viktor
5
Xiu, Dacheng
4
Tauchen, George Eugene
3
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Gallant, A. Ronald
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Park, Yang-Ho
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Wang, Bin
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Zheng, Xu
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Amengual, Dante
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Andersen, Torben
1
Augustyniak, Maciej
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Bégin, Jean-François
1
Calvet, Laurent E.
1
Cao, Charles Q.
1
Caporin, Massimiliano
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Caraglio, Michele
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Chen, Qiang
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Chen, Zhiwu
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Corradi, Valentina
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Journal of econometrics
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The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
2
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
3
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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