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~subject:"Volatility"
~isPartOf:"The European journal of finance"
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Search: subject:"Black-Scholes-Modell"
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Volatility
Black-Scholes model
11
Black-Scholes-Modell
11
Option pricing theory
8
Optionspreistheorie
8
Theorie
6
Theory
6
Volatilität
5
Option trading
3
Optionsgeschäft
3
Derivat
2
Derivative
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Estimation
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Hedging
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2001-2006
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ARCH model
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ARCH-Modell
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CAPM
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Capital income
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Dividend
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Dividende
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EU countries
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EU-Staaten
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European options
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Forecasting model
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IBEX-35 options
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Kapitaleinkommen
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Prognoseverfahren
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Rohstoffmarkt
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Securities trading
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Spain
1
Spanien
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Wertpapierhandel
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constant elasticity of variance process
1
implied volatility
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leverage effect
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Corrado, Charles Joseph
1
García-Machado, Juan J.
1
Ielpo, Florian
1
Muzzioli, Silvia
1
Rybczyński, Jarosław
1
Simon, Guillaume
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Song, Shiyu
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Su, Tie
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Wang, Guanying
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The European journal of finance
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
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 derivatives & hedge funds
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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ECONIS (ZBW)
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1
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
2
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
3
Mean-reversion properties of implied volatilities
Ielpo, Florian
;
Simon, Guillaume
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 587-610
Persistent link: https://www.econbiz.de/10008698544
Saved in:
4
Option-based forecasts of volatility : an empirical study in the DAX-index options market
Muzzioli, Silvia
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 561-586
Persistent link: https://www.econbiz.de/10008698557
Saved in:
5
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
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