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~subject:"Option pricing theory"
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Option pricing theory
Theorie
52
Theory
52
CAPM
22
Capital income
21
Kapitaleinkommen
21
Risikoprämie
16
Risk premium
16
Börsenkurs
15
Estimation
15
Schätzung
15
Share price
15
USA
14
United States
14
Volatility
12
Volatilität
12
Optionspreistheorie
11
Forecasting model
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
PRICING
9
Prognoseverfahren
9
Risiko
9
Risk
9
Stochastic process
9
Stochastischer Prozess
9
Colombia
8
Liquidity
8
Liquidität
8
Statistical distribution
8
Statistische Verteilung
8
ECONOMIC MODELS
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Portfolio selection
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Portfolio-Management
7
Risikoaversion
7
Risk aversion
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Black-Scholes model
6
Black-Scholes-Modell
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Capital market returns
6
Estimation theory
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English
11
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Garcia, René
11
Renault, Eric
10
Luger, Richard
7
Gençay, Ramazan
1
Ghysels, Eric
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Journal of econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The Canadian journal of economics
1
Tools and techniques
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1
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
2
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614493
Saved in:
3
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
4
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
5
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
6
Viewpoint: option prices, preferences, and state variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
The Canadian journal of economics
38
(
2005
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10002654852
Saved in:
7
Option prices, preferences, and state variables
Garcia, René
(
contributor
);
Luger, Richard
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002750617
Saved in:
8
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
9
Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René
;
Gençay, Ramazan
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
Saved in:
10
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
1
2
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