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~person:"Boyle, Phelim P."
~person:"Buraschi, Andrea"
~person:"Zhang, Jin E."
~subject:"Index futures"
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Index futures
Option pricing theory
54
Optionspreistheorie
54
Volatility
25
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25
Option trading
21
Optionsgeschäft
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17
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Boyle, Phelim P.
Buraschi, Andrea
Zhang, Jin E.
Linders, Daniël
7
Perrakis, Stylianos
7
Constantinides, George M.
6
Jackwerth, Jens Carsten
6
Todorov, Viktor
6
Bollerslev, Tim
5
Chernov, Mikhail
5
Collin-Dufresne, Pierre
5
Engle, Robert F.
5
Kane, Alex
5
Noh, Jaesun
5
Rieken, Sascha
5
Bamberg, Günter
4
Bates, David S.
4
Broadie, Mark
4
Cont, Rama
4
Czerwonko, Michal
4
Daigler, Robert T.
4
Dhaene, Jan
4
Dorfleitner, Gregor
4
Goldstein, Robert S.
4
Guidolin, Massimo
4
Kim, Sol
4
Mittnik, Stefan
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Ryu, Doojin
4
Santa-Clara, Pedro
4
Singh, Vipul Kumar
4
Stentoft, Lars
4
Yan, Shu
4
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4
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3
Bakshi, Gurdip S.
3
Bernales, Alejandro
3
Charles-Cadogan, G.
3
Fleming, Jeff
3
Huynh, Kim
3
Johannes, Michael
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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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ECONIS (ZBW)
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1
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
2
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
3
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Saved in:
4
Model uncertainty and option markets with heterogeneous beliefs
Buraschi, Andrea
;
Jiltsov, Alexei
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2841-2897
Persistent link: https://www.econbiz.de/10003398507
Saved in:
5
The lead-lag relation between spot and option markets and implied volatility in option prices
Boyle, Phelim P.
;
Byoun, Soku
;
Park, Hun Y.
- In:
Research in finance
19
(
2002
),
pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
Saved in:
6
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
;
Jackwerth, Jens Carsten
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 495-527
Persistent link: https://www.econbiz.de/10001570577
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