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~isPartOf:"Applied economics"
~person:"Chen, Jian"
~person:"Lin, Chien-chih"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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Behavioural finance
Black-Scholes model
Index futures
CAPM
2
Option pricing theory
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Option trading
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Optionsgeschäft
2
Optionspreistheorie
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Volatility
2
Volatilität
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Anlageverhalten
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Black-Scholes-Modell
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Derivat
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Stochastic process
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Stochastischer Prozess
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fanning effect
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heterogeneous beliefs
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jump risk
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option price
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option smirk
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smile effect
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Chen, Jian
Lin, Chien-chih
Gehricke, Sebastian A.
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Zhang, Jin E.
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Aziz, Saqib
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1
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Jalan, Akanksha
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Ma, Chenghu
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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:
2
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
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