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  • Search: subject:"Adjusted implied volatility"
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Subject
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Adjusted implied volatility 1 Black-Scholes model 1 Black-Scholes-Modell 1 In-the-money options 1 Index futures 1 Index-Futures 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Out-of-the-money options 1 Risk-neutral kurtosis 1 Risk-neutral skewness 1 S&P 500 index options 1 Statistical distribution 1 Statistische Verteilung 1 Volatility 1 Volatility spreads 1 Volatilität 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Kang, So Hyun 1 Yoon, Sun-joong 1
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Asia-Pacific journal of financial studies 1
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ECONIS (ZBW) 1
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ITMs versus OTMs
Yoon, Sun-joong; Kang, So Hyun - In: Asia-Pacific journal of financial studies 41 (2012) 4, pp. 517-539
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