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~subject:"Volatility"
~isPartOf:"Journal of derivatives & hedge funds"
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Search: subject:"Black-Scholes-Modell"
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Volatility
Black-Scholes model
7
Black-Scholes-Modell
7
Option pricing theory
7
Optionspreistheorie
7
Option trading
5
Optionsgeschäft
5
Volatilität
3
American options
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Derivat
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Derivative
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India
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Indien
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investment
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Außenwirtschaftstheorie
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Black-Scholes
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Black-scholes
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Convertibility
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European-style option pricing
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Experiment
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Gram-Charlier
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International economics
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Konvertibilität
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Nifty
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Statistical distribution
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Statistische Verteilung
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Stochastischer Prozess
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Theorie
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USA
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barrier options
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call
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constant elasticity of variance
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implied volatility
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Aboura, Sofiane
1
Deng, Geng
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Dulaney, Tim
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1
Singh, Vipul Kumar
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Valeyre, Sebastien
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Journal of derivatives & hedge funds
International journal of theoretical and applied finance
38
Applied mathematical finance
16
The journal of computational finance
15
International journal of financial engineering
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
Review of derivatives research
11
Journal of banking & finance
10
The journal of futures markets
10
Asia-Pacific financial markets
9
Computational economics
7
Finance and stochastics
6
Journal of mathematical finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Finance research letters
5
Journal of econometrics
5
The European journal of finance
5
Applied economics
4
Applied financial economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance : IJTAF
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Mathematics and financial economics
3
Risk and decision analysis
3
Risks : open access journal
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
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1
Option pricing with a dynamic fat-tailed model
Aboura, Sofiane
;
Valeyre, Sebastien
;
Wagner, Niklas F.
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
Saved in:
2
Valuation of reverse convertibles in the variance gamma economy
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 244-258
Persistent link: https://www.econbiz.de/10010259402
Saved in:
3
Modeling volatility smile : empirical evidence from India
Singh, Vipul Kumar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 208-240
Persistent link: https://www.econbiz.de/10010259418
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