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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial markets"
~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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Behavioural finance
Black-Scholes model
Index futures
Option trading
241
Optionsgeschäft
241
Option pricing theory
153
Optionspreistheorie
153
Volatility
69
Volatilität
69
Theorie
66
Theory
66
Derivat
37
Derivative
37
Hedging
30
Black-Scholes-Modell
27
Stochastic process
27
Stochastischer Prozess
27
USA
20
United States
20
Portfolio selection
17
Portfolio-Management
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Capital income
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Kapitaleinkommen
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Statistical distribution
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Statistische Verteilung
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Börsenkurs
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Share price
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Risikoprämie
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Risk premium
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Estimation
12
Schätzung
12
Aktienoption
11
Stock option
11
Bid-ask spread
9
Geld-Brief-Spanne
9
Options
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American options
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Anlageverhalten
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41
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Ackert, Lucy F.
1
Alexander, Carol
1
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1
Andreasen, Jesper Fredborg
1
Ballestra, Luca Vincenzo
1
Barletta, Andrea
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Barone, Gaia
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Journal of economic dynamics & control
Journal of financial markets
Review of derivatives research
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
26
International journal of theoretical and applied finance
25
Journal of banking & finance
20
Wiley trading series
18
Applied mathematical finance
12
Computational economics
11
International review of economics & finance : IREF
11
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of computational finance
10
Quantitative finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of mathematical finance
8
Applied economics
7
Bloomberg financial series
7
Research paper series / Swiss Finance Institute
7
Finance and stochastics
6
International review of financial analysis
6
Journal of derivatives & hedge funds
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of quantitative finance and accounting
6
Swiss Finance Institute Research Paper
6
Journal of empirical finance
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial economics
5
Pacific-Basin finance journal
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The review of financial studies
5
Theoretical economics letters
5
Asia-Pacific financial markets
4
Asia-Pacific journal of financial studies
4
Cogent economics & finance
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Finanzmarkt und Portfolio-Management
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International journal of theoretical and applied finance : IJTAF
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Journal of econometrics
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ECONIS (ZBW)
41
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
3
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
4
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
5
Net buying pressure and the information in bitcoin option trades
Alexander, Carol
;
Deng, Jun
;
Feng, Jianfen
;
Wan, Huning
- In:
Journal of financial markets
63
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014278620
Saved in:
6
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
7
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
8
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
9
Intraday information from S&P 500 index futures options
Lim, Kian-Guan
;
Chen, Ying
;
Yap, Nelson K. L.
- In:
Journal of financial markets
42
(
2019
),
pp. 29-55
Persistent link: https://www.econbiz.de/10012316256
Saved in:
10
Implied volatility and investor beliefs in experimental asset markets
Ackert, Lucy F.
;
Kluger, Brian D.
;
Qi, Li
- In:
Journal of financial markets
43
(
2019
),
pp. 121-136
Persistent link: https://www.econbiz.de/10012316306
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