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~accessRights:"restricted"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Bibliografie"
~type_genre:"Konferenzbeitrag"
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Behavioural finance
Black-Scholes model
Index futures
Volatility
Option pricing theory
6
Option trading
6
Optionsgeschäft
6
Optionspreistheorie
6
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Lévy processes
2
Affine jump models
1
Aktienoption
1
American options
1
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1
Bid-ask spread
1
CDS
1
Capital income
1
Capital market returns
1
Characteristic function approximations
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Cointegration
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Kapitalmarktrendite
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Kointegration
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Kreditderivat
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Lévy model
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Market with frictions
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Ornstein-Uhlenbeck processes
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Quadratic hedging
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Barbachan, José Santiago Fajardo
1
Bayer, Christian
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Benth, Fred Espen
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Guo, Biao
1
Mordecki, Ernesto
1
Olivera, Federico de
1
Schoenmakers, John
1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
International journal of theoretical and applied finance
1
Quantitative finance
1
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ECONIS (ZBW)
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Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
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2
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
3
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
4
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
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