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~person:"Lin, Yueh-neng"
~person:"Rieken, Sascha"
~subject:"Option pricing theory"
~subject:"Strategie"
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Option pricing theory
Strategie
Index futures
8
Index-Futures
8
Optionspreistheorie
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5
Estimation
5
Germany
5
Schätzung
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Lin, Yueh-neng
Rieken, Sascha
Linders, Daniël
7
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7
Constantinides, George M.
6
Jackwerth, Jens Carsten
6
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6
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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3
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3
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Charles-Cadogan, G.
3
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3
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The journal of futures markets
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
International review of economics & finance : IREF
1
International review of financial analysis
1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
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ECONIS (ZBW)
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1
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
2
Pricing VIX futures : evidence from integrated physical and risk-neutral probability measures
Lin, Yueh-neng
- In:
The journal of futures markets
27
(
2007
)
12
,
pp. 1175-1217
Persistent link: https://www.econbiz.de/10003627193
Saved in:
3
Pricing FTSE 100 index options under stochastic volatility
Lin, Yueh-neng
;
Strong, Norman
;
Xu, Xinzhong
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 197-211
Persistent link: https://www.econbiz.de/10001556705
Saved in:
4
Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Mittnik, Stefan
;
Rieken, Sascha
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 405-424
Persistent link: https://www.econbiz.de/10001500108
Saved in:
5
Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
- In:
International review of financial analysis
9
(
2000
)
3
,
pp. 259-279
Persistent link: https://www.econbiz.de/10001543516
Saved in:
6
Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
-
1999
Persistent link: https://www.econbiz.de/10001410538
Saved in:
7
Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001440110
Saved in:
8
Put-call parity and the informational efficiency of the German DAX-index option market
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410598
Saved in:
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