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~subject:"Volatility"
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Search: subject_exact:"European option"
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Volatility
Option trading
47
Optionsgeschäft
47
Option pricing theory
25
Optionspreistheorie
25
Volatilität
15
Derivat
13
Derivative
13
Theorie
11
Theory
11
Capital income
9
Estimation
9
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9
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9
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7
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6
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Aktienoption
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Ślepaczuk, Robert
2
Bai, Jennie
1
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Bollerslev, Tim
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Corsi, Fulvio
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1
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1
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1
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1
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1
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1
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Giglio, Stefano
1
Goldstein, Robert S.
1
James, Jessica
1
Kelly, Bryan T.
1
La Vecchia, Davide
1
Malkhozov, Aytek
1
Manela, Asaf
1
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1
Mixon, Scott
1
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1
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1
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1
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1
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1
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1
Subrahmanyam, Avanidhar
1
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1
Wu, Liuren
1
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1
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1
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Journal of financial economics
Working papers
The journal of futures markets
66
Journal of banking & finance
42
International journal of theoretical and applied finance
35
Applied mathematical finance
25
Quantitative finance
24
Review of derivatives research
24
Finance research letters
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
International review of financial analysis
15
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
International journal of financial engineering
13
The journal of computational finance
13
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12
International review of economics & finance : IREF
12
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
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10
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9
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9
European journal of operational research : EJOR
9
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9
Research paper series / Swiss Finance Institute
8
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7
Discussion paper / Tinbergen Institute
7
Journal of financial and quantitative analysis : JFQA
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Asia-Pacific journal of financial studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Finance and stochastics
6
Journal of international financial markets, institutions & money
6
Journal of mathematical finance
6
Swiss Finance Institute Research Paper
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
15
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1
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
2
The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
5
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
6
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
7
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
8
Extracting information on implied volatilities and discrete dividends from American options prices
Nardon, Martina
;
Pianca, Paolo
-
2012
Persistent link: https://www.econbiz.de/10011629590
Saved in:
9
News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
Saved in:
10
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
1
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