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~isPartOf:"Finance research letters"
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~subject:"Index futures"
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Index futures
Option trading
127
Optionsgeschäft
127
Option pricing theory
97
Optionspreistheorie
97
Volatility
43
Volatilität
43
Derivat
29
Derivative
29
Theorie
20
Theory
20
Stochastic process
18
Stochastischer Prozess
18
Black-Scholes model
15
Black-Scholes-Modell
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Hedging
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Aktienoption
9
Credit risk
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Kreditrisiko
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Stock option
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Börsenkurs
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Option pricing
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Risk
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Share price
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Experiment
7
Portfolio selection
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Portfolio-Management
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Risiko
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Statistical distribution
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Statistische Verteilung
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American options
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Index-Futures
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Options
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Risikoprämie
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Risk premium
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Zinsstruktur
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Altay-Salih, Aslihan
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Feunou, Bruno
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Maré, E.
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Pan, Ging-Ginq
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Ryu, Doojin
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Shiu, Yung-Ming
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Stahl, Philip
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Finance research letters
Review of derivatives research
The journal of futures markets
9
International review of economics & finance : IREF
8
Journal of banking & finance
5
International review of financial analysis
4
The review of financial studies
4
Theoretical economics letters
4
Applied economics
3
Applied economics letters
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Asia-Pacific journal of financial studies
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Global business review
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Wiley trading series
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CREATES research paper
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Economics letters
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Eurasian economic review : a journal in applied macroeconomics and finance
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Finanzmarkt und Portfolio-Management
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International journal of economics and finance
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Meddelanden från Svenska Handelshögskolan
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NBER Working Paper
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Review of finance : journal of the European Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
2
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
3
Who has volatility information in the index options market?
Ryu, Doojin
;
Yang, Heejin
- In:
Finance research letters
30
(
2019
),
pp. 266-270
Persistent link: https://www.econbiz.de/10012420810
Saved in:
4
Is trading in the shortest-term index options profitable?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 169-201
Persistent link: https://www.econbiz.de/10012311668
Saved in:
5
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
Saved in:
6
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
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