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~isPartOf:"The journal of futures markets"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Estimation
188
Schätzung
188
USA
82
United States
82
Volatility
60
Volatilität
60
Theorie
39
Theory
39
Börsenkurs
37
Share price
37
Commodity derivative
34
Rohstoffderivat
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Index futures
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Index-Futures
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Option pricing theory
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Optionspreistheorie
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Derivat
25
Derivative
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Welt
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World
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Prognoseverfahren
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Capital income
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Kapitaleinkommen
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Großbritannien
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Option trading
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United Kingdom
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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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Risikoprämie
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Kang, Jangkoo
2
Zhang, Jin E.
2
Alcock, Jamie
1
Alexiou, Lykourgos
1
Byun, Suk Joon
1
Chao, Wan-Ling
1
Chi, Yeguang
1
Easton, Stephen Andrew
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Gehricke, Sebastian A.
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Guerra, João
1
Guo, Wei
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Han, Joongho
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Hansen, Peter Reinhard
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Hao, Wenyan
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Huang, Zhuo
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Jang, Bong-Gyu
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Kang, Jongho
1
Kim, Changki
1
Kim, Da-Hea
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Kim, Kyeong Tae
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Lee, Jaeram
1
Lee, Seungkyu
1
Lee, Yung-Hsin
1
Ma, Yong
1
Marabel Romo, Jacinto
1
Miao, Daniel Wei-Chung
1
Rahman, Shafiqur
1
Rompolis, Leonidas S.
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Ruan, Xinfeng
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Ryu, Doojin
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Suh, Sangwon
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The journal of futures markets
Journal of banking & finance
9
Journal of financial economics
9
International review of economics & finance : IREF
7
Applied economics
5
Journal of financial markets
5
The European journal of finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Finance research letters
4
Journal of econometrics
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Quantitative finance
4
CFS working paper series
3
International review of financial analysis
3
Journal of empirical finance
3
The journal of finance : the journal of the American Finance Association
3
Working paper
3
Annals of finance
2
Applied economics letters
2
Applied mathematical finance
2
Asia-Pacific financial markets
2
Discussion paper / Tinbergen Institute
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of financial and quantitative analysis : JFQA
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
The journal of business : B
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper / Centre for Financial Research
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers / Bank for International Settlements
2
Working papers / Bank of England
2
11th Annual Mid-Atlantic Research Conference in Finance (MARC)
1
Accounting and finance
1
Acta Wasaensia
1
Acta Wasaensia / Business administration
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
Saved in:
3
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
4
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
5
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
6
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
7
Pricing vulnerable options with jump clustering
Ma, Yong
;
Shrestha, Keshab
;
Xu, Weidong
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
Saved in:
8
The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
Saved in:
9
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
10
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
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