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subject:"Black-Scholes model"
~isPartOf:"Applied economics"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Index futures"
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Black-Scholes model
Index futures
Option trading
35
Optionsgeschäft
35
Option pricing theory
26
Optionspreistheorie
26
Volatility
18
Volatilität
18
Black-Scholes-Modell
8
Theorie
8
Theory
8
Stochastic process
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Stochastischer Prozess
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Estimation
5
Schätzung
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CAPM
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Aktienoption
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Capital income
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Derivat
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Derivative
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Index-Futures
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Kapitaleinkommen
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Risiko
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Securities trading
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Statistical distribution
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Stock option
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Wertpapierhandel
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Behavioural finance
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Börsenkurs
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Forecasting model
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Implied volatility
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Implied volatility (IV)
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Option pricing
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Gehricke, Sebastian A.
2
Zhang, Jin E.
2
Alòs, Elisa
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Aziz, Saqib
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Chen, Jian
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Elyasiani, Elyas
1
Gaudenzi, Marcellino
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Jalan, Akanksha
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Jourdain, Benjamin
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Lin, Chien-chih
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Park, Seongkyu
1
Pressacco, Flavio
1
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Applied economics
Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
23
Review of derivatives research
14
The journal of futures markets
14
Applied mathematical finance
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Computational economics
10
International journal of financial engineering
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International review of economics & finance : IREF
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of computational finance
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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Journal of economic dynamics & control
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Journal of mathematical finance
7
Finance and stochastics
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International review of financial analysis
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Journal of derivatives & hedge funds
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The review of financial studies
5
Theoretical economics letters
5
Asia-Pacific financial markets
4
Asia-Pacific journal of financial studies
4
Finanzmarkt und Portfolio-Management
4
International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of quantitative finance and accounting
4
The European journal of finance
4
Annals of finance
3
Applied economics letters
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Applied financial economics
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Cogent economics & finance
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European journal of operational research : EJOR
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Global business review
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1
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
2
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
3
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
4
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
5
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
6
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
7
Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian
;
Ma, Chenghu
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
Saved in:
8
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
9
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
10
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
Saved in:
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