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~person:"Barletta, Andrea"
~person:"Gupta, Nabanita Datta"
~subject:"Deutschland"
~subject:"Option trading"
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Deutschland
Option trading
Volatility
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4
Option pricing theory
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Optionsgeschäft
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Optionspreistheorie
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Statistical distribution
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Statistische Verteilung
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Risk-neutral moments
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Barletta, Andrea
Gupta, Nabanita Datta
Santucci de Magistris, Paolo
5
Violante, Francesco
2
Barletta, Andre
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Carlini, Federico
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Christensen, Bent Jesper
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ECONIS (ZBW)
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Climate, wind energy, and CO2 emissions from energy production in Denmark
Carlini, Federico
;
Christensen, Bent Jesper
;
Gupta, …
- In:
Energy economics
125
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014484367
Saved in:
2
Retrieving risk-neutral densities embedded in VIX options : a non-structural approach
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
-
2016
Persistent link: https://www.econbiz.de/10011524099
Saved in:
3
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
4
A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
Saved in:
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