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~person:"Zhang, Jin E."
~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
Option trading
21
Optionsgeschäft
21
Volatility
14
Volatilität
14
Option pricing theory
13
Optionspreistheorie
13
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Zhang, Jin E.
Kühn, Christoph
5
Wystup, Uwe
5
Zanette, Antonino
5
Chance, Don M.
4
Fusai, Gianluca
4
Griebsch, Susanne
4
Ko, Bangwon
4
Lee, Hangsuck
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Lieberman, Offer
4
Phillips, Peter C. B.
4
Pirjol, Dan
4
Singh, Vipul Kumar
4
Zhu, Lingjiong
4
Alexander, Carol
3
Alghalith, Moawia
3
Chan, Leunglung
3
Frey, Rüdiger
3
Fukasawa, Masaaki
3
Gamba, Andrea
3
Gehricke, Sebastian A.
3
Jackwerth, Jens Carsten
3
Kōnstantinidēs, Giōrgos
3
Necula, Ciprian
3
Orosi, Greg
3
Perrakis, Stylianos
3
Reisinger, Christoph
3
Saretto, Alessio
3
Ševčovič, Daniel
3
Adam, Michael
2
Alòs, Elisa
2
Ang, James S.
2
Barone, Gaia
2
Baule, Rainer
2
Brooks, Robert
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Carr, Peter
2
Chorro, Christophe
2
Cohen, Samuel N.
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Dai, Min
2
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Applied economics
2
Pacific-Basin finance journal
1
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ECONIS (ZBW)
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1
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
2
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
3
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
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