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~subject:"Optionsgeschäft"
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Optionsgeschäft
Volatility
85
Volatilität
85
Optionspreistheorie
79
Option pricing theory
75
volatility smile
70
Volatility smile
54
Option trading
38
Stochastischer Prozess
30
Stochastic process
29
Black-Scholes model
23
Black-Scholes-Modell
23
Volatility Smile
19
Estimation
16
Option pricing
16
Schätzung
16
Implied volatility
15
Derivat
11
Derivative
11
Implied Volatility
11
Options
11
Statistical distribution
11
Statistische Verteilung
11
Stochastic volatility
11
option pricing
11
Index-Futures
10
Theorie
10
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options
10
Exchange rate
9
Index futures
9
Arbitrage
8
implied volatility
8
CAPM
7
Currency option
7
Devisenoption
7
GARCH model
7
Implied volatility smile
7
Risiko
7
Risk
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Article
35
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English
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García-Machado, Juan J.
3
Rybczyński, Jarosław
3
Agarwalla, Sobhesh Kumar
2
Piccirilli, Marco
2
Schmeck, Maren Diane
2
Vargiolu, Tiziano
2
Varma, Jayanth Rama
2
Virmani, Vineet
2
Aboura, Sofiane
1
Albert, Pascal
1
Bandi, Chaithanya
1
Bertsimas, Dimitris
1
Campani, Carlos Heitor
1
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1
Chang, Charles
1
Chen, Jing
1
Chen, Ren-Raw
1
Constantinides, George M.
1
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1
Dixit, Alok
1
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1
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1
Fuh, Cheng-der
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
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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
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1
Kim, Sol
1
Kumar, Sudarshan
1
Kuo, I.-doun
1
Lemmon, Michael L.
1
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1
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1
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Review of derivatives research
4
The journal of futures markets
3
Economic modelling
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Review of quantitative finance and accounting
2
The European journal of finance
2
Applied economics
1
CoFE Discussion Paper
1
Economics letters
1
Energy economics
1
European journal of operational research : EJOR
1
Global business and finance review
1
International review of economics & finance : IREF
1
Journal of Indian business research
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of derivatives & hedge funds
1
Journal of econometrics
1
Journal of international financial markets, institutions & money
1
Journal of quantitative economics
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative finance
1
Quantitative finance and economics
1
Swiss Finance Institute Research Paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
Working papers / Rutgers University, Department of Economics
1
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
1
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ECONIS (ZBW)
38
EconStor
1
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Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
2
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
3
Pricing Autocallables under Local-Stochastic Volatility
Farkas, Walter
;
Ferrari, Francesco
;
Ulrych, Urban
-
2022
match the implied
volatility
smile
and reproduce its realistic dynamics, the LSV model is, in contrast, better suited for …
Persistent link: https://www.econbiz.de/10013491888
Saved in:
4
Financial market disruption and investor awareness : the case of implied volatility skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
5
Determinants of put-call disparity : KOSPI 200 index options
Kim, Sam
;
Lockwood, Jimmy
;
Lockwood, Larry Joseph
; …
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 303-314
Persistent link: https://www.econbiz.de/10014330974
Saved in:
6
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
7
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
8
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
9
Harvesting the
volatility
smile
in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
10
Oil futures volatility smiles in 2020 : why the Bachelier smile is flatter
Galeeva, Roza
;
Ronn, Ehud I.
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10013457610
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