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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Index futures"
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Index futures
Option trading
27
Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
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Volatility
9
Volatilität
9
Aktienoption
5
Derivat
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Credit risk
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Implied volatility
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Black-Scholes model
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Index-Futures
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Nichtparametrisches Verfahren
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Sarwar, Ghulam
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Review of quantitative finance and accounting
The journal of futures markets
9
International review of economics & finance : IREF
8
Journal of banking & finance
5
International review of financial analysis
4
The review of financial studies
4
Theoretical economics letters
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Applied economics letters
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Asia-Pacific journal of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
3
Review of derivatives research
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Wiley trading series
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CREATES research paper
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Economics letters
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Eurasian economic review : a journal in applied macroeconomics and finance
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Finanzmarkt und Portfolio-Management
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International journal of economics and finance
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of Indian business research
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Journal of emerging market finance
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Research paper series / Swiss Finance Institute
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Review of finance : journal of the European Finance Association
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Swiss Finance Institute Research Paper
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The journal of asset management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
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A Wiley-Interscience Publication
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ACRN journal of finance and risk perspectives
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Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
Saved in:
2
The informational role of option trading volume in equity index options markets
Sarwar, Ghulam
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10002851822
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