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type_genre:"Arbeitspapier"
~subject:"Aktienindex"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Search: subject_exact:"Risk neutrality"
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Aktienindex
Risk neutrality
76
Risikoneutralität
70
Theorie
44
Theory
44
Risikoaversion
28
Risk aversion
28
Option pricing theory
17
Optionspreistheorie
17
Risiko
16
Risk
16
Statistical distribution
11
Statistische Verteilung
11
Volatility
8
Volatilität
8
Deutschland
7
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7
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6
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Stock index
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risk aversion
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Auction theory
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Auktionstheorie
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Bargaining theory
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Derivat
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Aufsatz in Zeitschrift
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Glatzer, Ernst
3
Scheicher, Martin
3
Brière, Marie
1
Chancari, Kamal
1
Dai, Shibo
1
Li, Handong
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Economic & financial modelling : a journal of the European Economics and Financial Centre
1
Journal of mathematical finance
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Revue d'économie politique
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ECONIS (ZBW)
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1
Study on the systemic risk of China's stock markets under risk-neutral conditions
Dai, Shibo
;
Li, Handong
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 54-79
Persistent link: https://www.econbiz.de/10012116669
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2
Modelling the implied probability of stock market movements
Glatzer, Ernst
(
contributor
);
Scheicher, Martin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001749468
Saved in:
3
Modelling the implied probability of stock market movements
Glatzer, Ernst
-
2003
Persistent link: https://www.econbiz.de/10013434536
Saved in:
4
Perception des risques sur les marchés, construction d'un indice élaboré à partir des smiles d'options et test de stratégies
Brière, Marie
;
Chancari, Kamal
- In:
Revue d'économie politique
114
(
2004
)
4
,
pp. 527-555
Persistent link: https://www.econbiz.de/10002233749
Saved in:
5
Modelling the implied probability of stock market movements
Scheicher, Martin
;
Glatzer, Ernst
- In:
Economic & financial modelling : a journal of the …
10
(
2003
)
4
,
pp. 153-197
Persistent link: https://www.econbiz.de/10001883022
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