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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial markets"
~isPartOf:"Review of derivatives research"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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Behavioural finance
Black-Scholes model
Index futures
Option trading
155
Optionsgeschäft
155
Option pricing theory
106
Optionspreistheorie
106
Volatility
50
Volatilität
50
Theorie
35
Theory
35
Derivat
33
Derivative
33
Stochastic process
22
Stochastischer Prozess
22
Hedging
19
Black-Scholes-Modell
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Capital income
13
Kapitaleinkommen
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Portfolio selection
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Portfolio-Management
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Risikoprämie
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Risk premium
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Statistical distribution
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Statistische Verteilung
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Aktienoption
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Options
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Stock option
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American options
8
Börsenkurs
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Option pricing
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Anlageverhalten
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Estimation
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28
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Ackert, Lucy F.
1
Alexander, Carol
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Ballestra, Luca Vincenzo
1
Barletta, Andrea
1
Chance, Don M.
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Chen, Wen-ting
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Journal of economic dynamics & control
Journal of financial markets
Review of derivatives research
The journal of futures markets
26
International journal of theoretical and applied finance
25
Journal of banking & finance
20
Wiley trading series
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
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
4
Finanzmarkt und Portfolio-Management
4
International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
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ECONIS (ZBW)
28
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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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