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~subject:"Option pricing theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Option pricing theory
Index futures
6
Index-Futures
6
Theorie
5
Theory
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Volatility
4
Volatilität
4
Optionspreistheorie
3
Aktienindex
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Derivat
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Nichtparametrisches Verfahren
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Nonparametric statistics
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1998-2001
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Carr, Peter
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Daglish, Toby
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The journal of futures markets
24
The journal of finance : the journal of the American Finance Association
10
Journal of banking & finance
9
The review of financial studies
8
International review of economics & finance : IREF
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of empirical finance
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Review of derivatives research
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NBER Working Paper
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NBER working paper series
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Quantitative finance
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Working paper
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Working paper / National Bureau of Economic Research, Inc.
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Applied financial economics
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International journal of theoretical and applied finance
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International review of financial analysis
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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Applied economics
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Asia-Pacific journal of financial studies
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Discussion papers of interdisciplinary research project 373
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Economics letters
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Finance research letters
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Global business review
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Meddelanden från Svenska Handelshögskolan
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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Theoretical economics letters
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AFI
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Advances in futures and options research : a research annual
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Betriebswirtschaftliche Studien
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Borsa Istanbul Review
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CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Finance : revue de l'Association Française de Finance
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International journal of economics and finance
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1
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
2
Expectations hypothesis of the term structure of implied volatility : evidence from foreign currency and stock index options
Byoun, Soku
;
Kwok, Chuck C. Y.
;
Park, Hun Y.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 126-151
Persistent link: https://www.econbiz.de/10002221002
Saved in:
3
A pricing and hedging comparison of parametric and nonparametric approaches for American index options
Daglish, Toby
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 327-364
Persistent link: https://www.econbiz.de/10002214153
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