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~subject:"Option pricing theory"
~subject:"Theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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Option pricing theory
Theory
Volatilität
1,223
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335
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4
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3
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3
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3
Diebold, Francis X.
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Islam, Roumeen
3
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Bank für Internationalen Zahlungsausgleich
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Carnegie Rochester Conference on Public Policy <2001, 4, Rochester, NY>
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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European Economic Association
1
HFDF <2, 1998, Zürich>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
NBER Conference on the Economics of Food Price Volatility <2012, Seattle, Wash.>
1
National Bureau of Economic Research
1
Nihon Keizai Shinbunsha
1
Nikkei Econophysics Symposium <2, 2002, Tokio>
1
Salomon Center
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
12
Applied quantitative finance
7
Forecasting volatility in the financial markets
7
Handbook of financial time series
7
Long memory in economics : with 50 tables
6
Frontiers in quantitative finance : volatility and credit risk modeling
5
Tools and techniques
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Advances in risk management
3
Application of operations research to financial markets
3
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
3
Econometric analysis of financial and economic time series ; part a
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Quantitative fund management
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Risk management and value : valuation and asset price
3
Statistical methods in finance
3
The complex dynamics of economic interaction : essays in economics and econophysics
3
Advanced mathematical methods for finance
2
Advances in macroeconomic theory
2
Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
2
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
2
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
2
Contemporary issues in macroeconomics : lessons from the crisis and beyond
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Current topics in quantitative finance : with 23 tables
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Empirical essays on financial markets, firms, and derivates
2
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
2
Essays on quantitative finance in the context of statistical arbitrage
2
Essays on the political economy of Central Bank policy
2
Evolutionary computation in economics and finance : with 66 tables
2
Exchange rate economics : where do we stand?
2
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
2
Financial engineering, E-commerce and supply chain
2
Financial modeling and risk management of energy and environmental instruments and derivates
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Finanzmärkte
2
Global financial crisis and it's ramifications on capital markets : opportunities and threats on volatile economic conditions
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Handbook of heavy tailed distributions in finance
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ECONIS (ZBW)
399
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1
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
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2
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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3
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
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,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
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,
(pp. 127-172)
.
2023
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Cumulant formulas for implied volatility
Lee, Roger
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,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
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7
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
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,
(pp. 195-212)
.
2023
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The smile of stochastic volatility models
Guyon, Julien
- In:
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,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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9
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
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10
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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