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~isPartOf:"Applied economics"
~subject:"Volatilität"
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Search: "Black-Scholes model"
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Volatilität
Option pricing theory
7
Optionspreistheorie
7
Black-Scholes model
6
Black-Scholes-Modell
6
Option trading
5
Optionsgeschäft
5
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Derivat
3
Derivative
3
Estimation
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Implied volatility (IV)
2
Index futures
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Index-Futures
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Option pricing
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Schätzung
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Aktienindex
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Aktienoption
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Anlageverhalten
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Behavioural finance
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Bitcoin
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Black–Scholes model
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CAPM
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Derman and Kani
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EU countries
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EU-Staaten
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Electronic money
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Elektronisches Geld
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Estimation theory
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European options
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Financial crisis
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Finanzkrise
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Geometric Brownian motion
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Hedging
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IV smirk
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IV smirks
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Gehricke, Sebastian A.
2
Zhang, Jin E.
2
Guo, Wei
1
Lassance, Nathan
1
Lin, Chien-chih
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Ruan, Xinfeng
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Vrins, Frédéric
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Applied economics
International journal of theoretical and applied finance
39
Applied mathematical finance
16
The journal of computational finance
15
International journal of financial engineering
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
Review of derivatives research
11
Journal of banking & finance
10
The journal of futures markets
10
Asia-Pacific financial markets
9
Computational economics
7
Finance and stochastics
6
Journal of mathematical finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Finance research letters
5
Journal of econometrics
5
The European journal of finance
5
Applied financial economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance : IJTAF
3
International review of financial analysis
3
Journal of derivatives & hedge funds
3
Journal of economic dynamics & control
3
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Mathematics and financial economics
3
Risk and decision analysis
3
Risks : open access journal
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
2
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
3
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
4
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
Saved in:
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