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isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Economics letters"
~subject:"Index-Futures"
~subject:"Risk premium"
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Search: subject_exact:"Optionspreistheorie"
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Index-Futures
Risk premium
Option pricing theory
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Optionspreistheorie
80
Theorie
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Theory
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25
Volatilität
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USA
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Wu, Liuren
2
Agarwalla, Sobhesh Kumar
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Bakshi, Gurdip S.
1
Bollerslev, Tim
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Buraschi, Andrea
1
Cao, Charles Q.
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Vassalou, Maria
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The journal of finance : the journal of the American Finance Association
Economics letters
Journal of banking & finance
31
The journal of futures markets
29
Journal of financial economics
15
International journal of theoretical and applied finance
14
Review of derivatives research
12
The review of financial studies
12
International review of economics & finance : IREF
11
Research paper series / Swiss Finance Institute
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Quantitative finance
10
Journal of empirical finance
9
Finance research letters
8
Journal of economic dynamics & control
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Journal of financial markets
7
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied mathematical finance
6
Asia-Pacific journal of financial studies
6
NBER Working Paper
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Review of quantitative finance and accounting
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Applied financial economics
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CREATES research paper
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International journal of financial engineering
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International review of financial analysis
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Journal of risk and financial management : JRFM
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Swiss Finance Institute Research Paper
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Discussion papers of interdisciplinary research project 373
4
Energy economics
4
European journal of operational research : EJOR
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
16
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1
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
2
COVID-19 and market expectations : evidence from option-implied densities
Hanke, Michael
;
Kosolapova, Maria
;
Weissensteiner, Alex
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509718
Saved in:
3
Price disagreements and adjustments in index derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
Economics letters
151
(
2017
),
pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
Saved in:
4
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
5
Quantifying the recapitalization fund premium using option pricing techniques
Necula, Ciprian
;
Radu, Alina-Nicoleta
- In:
Economics letters
114
(
2012
)
3
,
pp. 249-251
Persistent link: https://www.econbiz.de/10009550804
Saved in:
6
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
7
Asset pricing implications of nonconvex adjustment costs and irreversibility of investment
Cooper, Ilan
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 139-170
Persistent link: https://www.econbiz.de/10003302316
Saved in:
8
Model uncertainty and option markets with heterogeneous beliefs
Buraschi, Andrea
;
Jiltsov, Alexei
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2841-2897
Persistent link: https://www.econbiz.de/10003398507
Saved in:
9
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
10
Default risk in equity returns
Vassalou, Maria
;
Xing, Yuhang
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 831-868
Persistent link: https://www.econbiz.de/10002013826
Saved in:
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