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~subject:"Option pricing theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Konferenzschrift"
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Option pricing theory
Volatilität
1,332
Volatility
1,331
Theorie
357
Theory
357
Börsenkurs
251
Share price
251
Estimation
220
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220
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203
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203
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192
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192
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152
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152
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135
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135
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133
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133
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130
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130
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127
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127
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106
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106
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105
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83
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83
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82
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82
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72
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71
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69
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69
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2,139
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2,139
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428
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392
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392
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93
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93
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67
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101
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Lee, Cheng F.
3
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2
Chiarella, Carl
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Fabozzi, Frank J.
2
Jajuga, Krzysztof
2
Kang, Boda
2
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2
Kim, Young Shin
2
Lee, Roger
2
Meyer, Gunter H.
2
Russo, Vincenzo
2
Skiadopoulos, George
2
Tankov, Peter
2
Trautmann, Siegfried
2
Wu, Liuren
2
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2
Andrikopoulos, Alexandru
1
Anselmi, Giulio
1
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1
Avellaneda, Marco
1
Barbachan, José Santiago Fajardo
1
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1
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1
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1
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1
Belke, Ansgar
1
Benaim, Shalom
1
Benth, Fred Espen
1
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1
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1
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1
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1
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1
Breda, Vasile
1
Brigo, Damiano
1
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1
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1
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1
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Computational Management Science : CMS
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
3
International journal of theoretical and applied finance
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Application of operations research to financial markets
2
Applied quantitative finance
2
Handbook of financial time series
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Quantitative finance
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Advanced mathematical methods for finance
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Advances of OR in commodities and financial modeling
1
Agricultural finance review
1
Analytical models for financial modeling and risk management
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applications
1
Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
1
Bewertung und Einsatz von Finanzderivaten
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
1
Current topics in quantitative finance : with 23 tables
1
Decision making : recent developments and worldwide applications
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Economic dynamics and sustainable development ; Part 2
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Empirical essays on financial markets, firms, and derivates
1
Empirical research on the German capital market : with 60 tables
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Essays in systematic asset pricing
1
Essays on equity options
1
Evolutionary computation in economics and finance : with 66 tables
1
Financial engineering
1
Financial engineering, E-commerce and supply chain
1
Financial mathematics, volatility and covariance modelling
1
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]
1
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ECONIS (ZBW)
105
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1
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
2
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
Saved in:
3
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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4
VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
-
2024
Persistent link: https://www.econbiz.de/10015045557
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5
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
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6
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
Saved in:
7
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
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8
Predicting implied volatility with historical volatility
Wang, Xinjie
;
Wu, Ge
;
Zhao, Suyang
-
2024
Persistent link: https://www.econbiz.de/10015047494
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9
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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10
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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