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subject:"Securities trading"
subject:"Share price"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~subject:"Aktienoption"
~type_genre:"Working Paper"
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Dresdner Beiträge zu quantitativen Verfahren
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Wochentagseffekte am deutschen Aktienmarkt unter Berücksichtigung von ARCH-Effekten
Brechtmann, Markus
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1997
Persistent link: https://www.econbiz.de/10000981524
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Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
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1997
Persistent link: https://www.econbiz.de/10013440872
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