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~subject:"Option pricing theory"
~person:"Rieken, Sascha"
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Option pricing theory
Deutschland
5
Estimation
5
Germany
5
Index futures
5
Index-Futures
5
Optionspreistheorie
5
Schätzung
5
Efficient market hypothesis
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1992-1995
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Theory
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Black-Scholes model
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Börsenkurs
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Deutscher Aktienindex
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Indexoption
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Rendite
1
Share price
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Smile-Effect
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German
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Rieken, Sascha
Linders, Daniël
7
Perrakis, Stylianos
7
Constantinides, George M.
6
Jackwerth, Jens Carsten
6
Todorov, Viktor
6
Bollerslev, Tim
5
Chernov, Mikhail
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Collin-Dufresne, Pierre
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Engle, Robert F.
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Kane, Alex
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Noh, Jaesun
5
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Cont, Rama
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Czerwonko, Michal
4
Daigler, Robert T.
4
Dhaene, Jan
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Dorfleitner, Gregor
4
Goldstein, Robert S.
4
Guidolin, Massimo
4
Kim, Sol
4
Mittnik, Stefan
4
Ryu, Doojin
4
Santa-Clara, Pedro
4
Singh, Vipul Kumar
4
Stentoft, Lars
4
Yan, Shu
4
Yang, Fan
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Agrawal, Puja
3
Bakshi, Gurdip S.
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Bernales, Alejandro
3
Buraschi, Andrea
3
Charles-Cadogan, G.
3
Fleming, Jeff
3
Huynh, Kim
3
Johannes, Michael
3
Lin, Yueh-neng
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
International review of financial analysis
1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Mittnik, Stefan
;
Rieken, Sascha
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 405-424
Persistent link: https://www.econbiz.de/10001500108
Saved in:
2
Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
- In:
International review of financial analysis
9
(
2000
)
3
,
pp. 259-279
Persistent link: https://www.econbiz.de/10001543516
Saved in:
3
Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
-
1999
Persistent link: https://www.econbiz.de/10001410538
Saved in:
4
Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001440110
Saved in:
5
Put-call parity and the informational efficiency of the German DAX-index option market
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410598
Saved in:
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