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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
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Volatilität
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Optionspreis
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Roth, Randolf
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Dresdner Beiträge zu quantitativen Verfahren
The journal of futures markets
443
Journal of banking & finance
184
International journal of theoretical and applied finance
171
Energy economics
130
The journal of finance : the journal of the American Finance Association
85
Applied mathematical finance
79
Journal of financial economics
74
International review of financial analysis
70
NBER working paper series
70
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
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Review of derivatives research
69
SpringerLink / Bücher
67
Applied financial economics
65
The European journal of finance
64
International review of economics & finance : IREF
63
Finance research letters
61
Journal of financial and quantitative analysis : JFQA
60
Quantitative finance
60
European journal of operational research : EJOR
56
NBER Working Paper
55
Advances in futures and options research : a research annual
52
Die Bank
50
Applied economics
49
Finance and stochastics
45
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The journal of computational finance
44
Wiley finance series
44
The review of financial studies
42
Working paper
42
Applied economics letters
41
Economics letters
39
Journal of mathematical finance
39
Journal of economic dynamics & control
38
Review of quantitative finance and accounting
38
Journal of risk and financial management : JRFM
37
Research in international business and finance
37
Derivatives & financial instruments
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USB Cologne (EcoSocSci)
3
ECONIS (ZBW)
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1
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
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2
Die Bewertung des VOLAX-Futures mit dem Arbitrageansatz
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10004378314
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3
Der VOLAX-Future - ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10004379820
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4
Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1997
Persistent link: https://www.econbiz.de/10013440872
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5
Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1997
Persistent link: https://www.econbiz.de/10004379817
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