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~subject:"Black-Scholes-Modell"
~subject:"VKOSPI"
~subject:"implied volatility"
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Black-Scholes-Modell
VKOSPI
implied volatility
Volatilität
676
Volatility
664
Implied volatility
378
Optionspreistheorie
345
Option pricing theory
339
Optionsgeschäft
229
Option trading
228
Prognoseverfahren
170
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167
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149
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83
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83
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82
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78
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72
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72
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71
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Black-Scholes model
58
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58
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53
realized volatility
53
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52
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Ryu, Doojin
14
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9
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7
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6
Ślepaczuk, Robert
6
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5
Lorig, Matthew
5
Sakowski, Paweł
5
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4
Gehricke, Sebastian A.
4
Härdle, Wolfgang
4
Jacquier, Antoine
4
Kokoszczyński, Ryszard
4
Lewis, Alan L.
4
McAleer, Michael
4
Wu, Liuren
4
Zhang, Jin E.
4
Alexander, Carol
3
Alòs, Elisa
3
Bams, Dennis
3
Carr, Peter
3
Claessen, Holger
3
Gulisashvili, Archil
3
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3
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3
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3
Kutan, Ali M.
3
Lehnert, Thorsten
3
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3
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3
Mittnik, Stefan
3
Nikkinen, Jussi
3
Obi, Pat
3
Oosthuizen, Rudolf
3
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3
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3
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3
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3
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3
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School of Economics and Management, University of Aarhus
6
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5
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4
EconWPA
4
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4
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3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
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3
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2
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2
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2
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2
European Central Bank
2
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1
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1
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1
School of Economics and Finance, Business School
1
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International Journal of Theoretical and Applied Finance (IJTAF)
13
International journal of theoretical and applied finance
11
The journal of futures markets
8
Applied economics
7
Applied mathematical finance
6
CREATES Research Papers
6
International journal of financial engineering
6
Journal of Risk and Financial Management
6
Quantitative finance
6
The European journal of finance
6
Journal of risk and financial management : JRFM
5
Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
5
CEPR Discussion Papers
4
Finance
4
International journal of economics and finance
4
International journal of finance & economics : IJFE
4
Investment management and financial innovations
4
Journal of forecasting
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Option Valuation under Stochastic Volatility
4
Queen's Economics Department Working Paper
4
Review of Derivatives Research
4
The journal of computational finance
4
Working Papers / Economics Department, Queen's University
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International Journal of Financial Markets and Derivatives
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Quantitative finance and economics
3
Risks
3
Risks : open access journal
3
SFB 649 Discussion Papers
3
The European Journal of Finance
3
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3
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3
American Journal of Finance and Accounting
2
Annals of financial economics
2
Bonn Econ Discussion Papers
2
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Source
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ECONIS (ZBW)
208
RePEc
144
EconStor
29
BASE
9
Showing
1
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390
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1
Financial market disruption and investor awareness : the case of
implied
volatility
skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
2
Lever up! : an analysis of options trading in leveraged ETFs
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
; …
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 986-1002
Persistent link: https://www.econbiz.de/10014536712
Saved in:
3
Implied
volatility
surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
4
The asymmetric impact of oil price uncertainty on emerging market financial stress : a quantile regression approach
Das, Debojyoti
;
Dutta, Anupam
;
Jana, Rabin K.
;
Ghosh, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4299-4323
Persistent link: https://www.econbiz.de/10014429325
Saved in:
5
The log-moment formula for
implied
volatility
Raval, Vimal
;
Jacquier, Antoine
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1146-1165
Persistent link: https://www.econbiz.de/10014370644
Saved in:
6
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
7
The use of
implied
volatility
in conditional variance modeling can improve volatility forecasting and VAR and CVAR estimation
Gutiérrez, Raúl de Jesús
- In:
Economía teoría y práctica
31
(
2023
)
58
,
pp. 173-198
Persistent link: https://www.econbiz.de/10014464146
Saved in:
8
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
9
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
10
The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
Saved in:
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