//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Constantinaides, George M."
~person:"Lee, Geul"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"risk-neutral distribution"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Kurtosis
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Risk-neutral distribution
2
Skewness
2
Statistical distribution
2
Statistische Verteilung
2
Volatility
2
Volatilität
2
Ankündigungseffekt
1
Announcement effect
1
Derivative pricing
1
Hedging
1
Impact assessment
1
Index futures
1
Index-Futures
1
KOSPI200 index options
1
Macroeconomic news
1
Options pricing
1
Volatility smiles
1
Wirkungsanalyse
1
incomplete markets
1
index options
1
risk-neutral distribution
1
stochastic dominance bounds
1
transaction costs
1
volatility smile
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
3
Author
All
Constantinaides, George M.
Lee, Geul
Söderlind, Paul
4
Andersson, Magnus
3
Bekkour, Lamia
3
Gagnon, Marie-Hélène
3
Jackwerth, Jens Carsten
3
Jin, Xisong
3
Lehnert, Thorsten
3
Lomakka, Magnus
3
Power, Gabriel J.
3
Rasmouki, Fanou
3
Chorro, Christophe
2
Grith, Maria
2
Guegan, Dominique
2
Ielpo, Florian
2
Kim, Sol
2
Kostakis, Alexandros
2
Krätschmer, Volker
2
Perrakis, Stylianos
2
Taylor, Stephen J.
2
Toupin, Dominique
2
Wolff, Christian
2
Yadav, Pradeep K.
2
Zhang, Yuanyuan
2
Alexiou, Lykourgos
1
Ammann, Manuel
1
Bellini, Fabio
1
Constantinides, George M.
1
Cui, Zhenyu
1
Do, Thi Quynh Trang
1
Duchêne, Gérard
1
Feser, Alexander
1
Goyal, Amit
1
Hamisultane, Hélène
1
IBARAKI, TOSHIHIDE
1
Ivanovas, Anselm
1
Mu, Liangyi
1
NISHIHARA, MICHI
1
Otsubo, Yoichi
1
more ...
less ...
Institution
All
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
1
Published in...
All
Asia-Pacific journal of financial studies
2
CoFE Discussion Paper
1
Source
All
ECONIS (ZBW)
2
RePEc
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Skewness versus Kurtosis : implications for pricing and hedging options
Kim, Sol
;
Lee, Geul
;
Park, Yuen Jung
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
6
,
pp. 903-933
Persistent link: https://www.econbiz.de/10011865909
Saved in:
2
Effects of macroeconomic news announcements on
risk-neutral
distribution
: evidence from KOSPI200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
3
,
pp. 403-432
Persistent link: https://www.econbiz.de/10009388576
Saved in:
3
Option Pricing: Real and Risk-Neutral Distributions
Jackwerth, Jens Carsten
;
Constantinaides, George M.
; …
-
Zentrum für Finanzen und Ökonometrie, Fachbereich …
-
2005
Persistent link: https://www.econbiz.de/10005741234
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->