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~institution:"Department of Economics and Finance, College of Business and Economics"
~institution:"Svenska Handelshögskolan <Helsinki>"
~type:"book"
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Search: subject_exact:"Volatility"
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Volatility
18
Volatilität
12
volatility
6
Theorie
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Option pricing theory
3
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3
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3
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McAleer, Michael
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Söderman, Ronnie
3
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2
Hussain, Syed Mujahid
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Hammoudeh, Shawkat
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Kosempel, Stephen
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Maukonen, Marko S.
1
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Oxley, Les
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Penttinen, Aku
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1
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Department of Economics and Finance, College of Business and Economics
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
493
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
171
C.E.P.R. Discussion Papers
57
HAL
30
EconWPA
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
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26
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22
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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9
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9
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Meddelanden från Svenska Handelshögskolan
12
Working Papers in Economics
11
Working Papers / Department of Economics and Finance, College of Business and Economics
1
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ECONIS (ZBW)
12
RePEc
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Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
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22
Examining and modeling the dynamics of the volatility surface : an empirical study of the DAX and ESX options market
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544976
Saved in:
23
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
24
Intraday and weekend volatility patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
Saved in:
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