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subject:"Black-Scholes model"
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Black-Scholes model
Option trading
20
Optionsgeschäft
20
Option pricing theory
14
Optionspreistheorie
14
Volatility
12
Volatilität
12
Black-Scholes-Modell
5
Estimation
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Schätzung
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Aktienoption
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CAPM
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Index futures
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Stock option
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Risiko
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Risk
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Securities trading
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Stock market
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Wertpapierhandel
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option pricing
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1994
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Gehricke, Sebastian A.
2
Zhang, Jin E.
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Aziz, Saqib
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Elyasiani, Elyas
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Guo, Wei
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Jalan, Akanksha
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Lin, Chien-chih
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Matkovskyy, Roman
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Applied economics
International journal of theoretical and applied finance
22
Applied mathematical finance
11
Review of derivatives research
11
Computational economics
10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of computational finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The North American journal of economics and finance : a journal of financial economics studies
9
Quantitative finance
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Journal of mathematical finance
7
Finance and stochastics
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Journal of economic dynamics & control
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Journal of banking & finance
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Journal of derivatives & hedge funds
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The journal of futures markets
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Asia-Pacific financial markets
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Finance research letters
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International journal of theoretical and applied finance : IJTAF
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Journal of risk and financial management : JRFM
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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European journal of operational research : EJOR
3
Journal of econometrics
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Journal of emerging market finance
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Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
3
The European journal of finance
3
Working paper series / Centre for Practical Quantitative Finance
3
Applied financial economics
2
Cogent economics & finance
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Discussion paper / B
2
Economic modelling
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Finanzmarkt und Portfolio-Management
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International review of economics & finance : IREF
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International review of financial analysis
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Investment management and financial innovations
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ECONIS (ZBW)
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1
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
2
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
3
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:
4
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:
5
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
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