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~person:"Boyle, Phelim P."
~person:"Dorfleitner, Gregor"
~person:"Zhang, Jin E."
~subject:"Index futures"
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Search: subject_exact:"Optionspreismodell"
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Index futures
Option pricing theory
58
Optionspreistheorie
58
Volatility
22
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22
Option trading
21
Optionsgeschäft
21
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19
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19
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Boyle, Phelim P.
Dorfleitner, Gregor
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
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Noh, Jaesun
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Rieken, Sascha
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Bamberg, Günter
4
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4
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Kim, Sol
4
Mittnik, Stefan
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Ryu, Doojin
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Santa-Clara, Pedro
4
Singh, Vipul Kumar
4
Stentoft, Lars
4
Yan, Shu
4
Yang, Fan
4
Agrawal, Puja
3
Bakshi, Gurdip S.
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Bernales, Alejandro
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Buraschi, Andrea
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Charles-Cadogan, G.
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3
Huynh, Kim
3
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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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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OR-Spektrum : quantitative approaches in management
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ECONIS (ZBW)
7
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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 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:
4
The influence of taxes on the DAX futures market : some recent developments
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
German financial markets and institutions: selected studies
,
(pp. 191-203)
.
2002
Persistent link: https://www.econbiz.de/10001705551
Saved in:
5
Zum Glattstellen von Index-Futures : Empirie und stochastische Modelle unter besonderer Berücksichtigung des DAX-Futures
Dorfleitner, Gregor
-
1999
Persistent link: https://www.econbiz.de/10001364401
Saved in:
6
Ein Modell zur Analyse des Limitorder-Tradings in Index-Futures-Märkten
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 239-257
Persistent link: https://www.econbiz.de/10001411565
Saved in:
7
Ein Modell zur Analyse des frühzeitigen Glattstellens von DAX-Futures per Limitorder
Bamberg, Günter
-
1996
Persistent link: https://www.econbiz.de/10013453107
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