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  • Search: subject:"cross-sectional option pricing"
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Year of publication
Subject
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Derivat 2 Derivative 2 Option pricing theory 2 Option trading 2 Optionsgeschäft 2 Optionspreistheorie 2 cross-sectional option pricing 2 early exercise 2 empirical asset pricing 2 put options 2 CAPM 1 Capital income 1 Index futures 1 Index-Futures 1 Kapitaleinkommen 1 Risikoprämie 1 Risk premium 1 Volatility 1 Volatilität 1 implied volatility spread 1 jumps 1
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Online availability
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Gazi, Adnan 2 Aretz, Kevin 1 Garrett, Ian 1
Published in...
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Management science : journal of the Institute for Operations Research and the Management Sciences 1 The journal of futures markets 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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The early exercise risk premium
Aretz, Kevin; Gazi, Adnan - In: Management science : journal of the Institute for … 71 (2025) 2, pp. 1824-1845
Persistent link: https://www.econbiz.de/10015411205
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Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian; Gazi, Adnan - In: The journal of futures markets 44 (2024) 5, pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
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