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~isPartOf:"Discussion paper series"
~isPartOf:"The European journal of finance"
~subject:"Option trading"
~subject:"Volatilität"
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Search: subject_exact:"Black-Scholes-Modell"
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Option trading
Volatilität
Black-Scholes model
12
Black-Scholes-Modell
12
Option pricing theory
9
Optionspreistheorie
9
Theorie
7
Theory
7
Volatility
6
Optionsgeschäft
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Derivat
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Derivative
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Estimation
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Hedging
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2001-2006
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Asia
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Asien
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CAPM
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Dividende
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EU countries
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EU-Staaten
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European options
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Forecasting model
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IBEX-35 options
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Kapitaleinkommen
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Monte Carlo simulation
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Prognoseverfahren
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Risikomanagement
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Risk management
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Rohstoffmarkt
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Securities trading
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Spain
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Spanien
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Carr, Peter
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Ewald, CXhristian-Oliver
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García-Machado, Juan J.
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Ielpo, Florian
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Muzzioli, Silvia
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Rybczyński, Jarosław
1
Simon, Guillaume
1
Song, Shiyu
1
Su, Tie
1
Wang, Guanying
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Xiao, Yajun
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Discussion paper series
The European journal of finance
International journal of theoretical and applied finance
48
Applied mathematical finance
21
The journal of computational finance
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
International journal of financial engineering
16
Quantitative finance
16
Computational economics
15
Review of derivatives research
14
The journal of futures markets
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Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific financial markets
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Journal of mathematical finance
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Finance and stochastics
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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Journal of economic dynamics & control
7
Applied economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
6
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk and financial management : JRFM
6
Review of quantitative finance and accounting
6
Risks : open access journal
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Applied financial economics
5
Discussion paper / B
5
International journal of theoretical and applied finance : IJTAF
5
Journal of derivatives & hedge funds
5
Finanzmarkt und Portfolio-Management
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial economics
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Mathematics and financial economics
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
The review of financial studies
4
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
2
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
3
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
4
Mean-reversion properties of implied volatilities
Ielpo, Florian
;
Simon, Guillaume
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 587-610
Persistent link: https://www.econbiz.de/10008698544
Saved in:
5
Option-based forecasts of volatility : an empirical study in the DAX-index options market
Muzzioli, Silvia
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 561-586
Persistent link: https://www.econbiz.de/10008698557
Saved in:
6
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
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