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~institution:"Economics Section, Cardiff Business School"
~institution:"Svenska Handelshögskolan <Helsinki>"
~language:"eng"
~subject:"Option pricing theory"
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Option pricing theory
Theorie
36
Theory
36
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31
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15
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12
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10
Optionspreistheorie
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Sundkvist, Kim
5
Vikström, Mikael
4
Söderman, Ronnie
3
Djupsjöbacka, Daniel
1
Jern, Benny
1
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Economics Section, Cardiff Business School
Svenska Handelshögskolan <Helsinki>
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of Cleveland
2
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2
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2
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2
Bonn Graduate School of Economics
1
Centre for Analytical Finance <Århus>
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Columbia University / Graduate School of Business
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of San Francisco
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University of Exeter / Department of Economics
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Meddelanden från Svenska Handelshögskolan
10
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ECONIS (ZBW)
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1
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
Saved in:
2
Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
Saved in:
3
Evaluating option pricing models : different ways of modeling time
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563892
Saved in:
4
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
Saved in:
5
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
6
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
7
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
8
The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
Saved in:
9
Hedging options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
Saved in:
10
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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