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subject:"Black-Scholes model"
~isPartOf:"Applied economics"
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Black-Scholes model
Anlageverhalten
Option trading
20
Optionsgeschäft
20
Option pricing theory
14
Optionspreistheorie
14
Volatility
12
Volatilität
12
Black-Scholes-Modell
5
Estimation
5
Schätzung
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Aktienoption
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CAPM
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Index futures
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Index-Futures
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Stochastic process
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Stochastischer Prozess
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Stock option
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Aktienmarkt
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Behavioural finance
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Börsenkurs
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Derivat
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Derivative
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Forecasting model
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Implied volatility (IV)
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Kapitaleinkommen
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Prognoseverfahren
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Risiko
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Risk
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Securities trading
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Share price
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Stock market
2
Wertpapierhandel
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option pricing
2
1994
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1994-2004
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1999-2004
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Gehricke, Sebastian A.
2
Zhang, Jin E.
2
Aziz, Saqib
1
Elyasiani, Elyas
1
Guo, Wei
1
Jalan, Akanksha
1
Lin, Chien-chih
1
Matkovskyy, Roman
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Muzzioli, Silvia
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Park, Seongkyu
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Applied economics
International journal of theoretical and applied finance
24
The journal of futures markets
17
Journal of banking & finance
16
Wiley trading series
16
Review of derivatives research
14
Applied mathematical finance
11
Computational economics
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
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 North American journal of economics and finance : a journal of financial economics studies
9
Journal of mathematical finance
8
Quantitative finance
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Bloomberg financial series
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Journal of economic dynamics & control
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Finance and stochastics
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Finance research letters
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Journal of derivatives & hedge funds
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Journal of financial economics
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Research paper series / Swiss Finance Institute
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Asia-Pacific financial markets
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International journal of theoretical and applied finance : IJTAF
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Journal of financial and quantitative analysis : JFQA
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Journal of risk and financial management : JRFM
4
Pacific-Basin finance journal
4
Review of quantitative finance and accounting
4
Risks : open access journal
4
Swiss Finance Institute Research Paper
4
The European journal of finance
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Wiley Trading Ser
4
Annals of finance
3
Cogent economics & finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European journal of operational research : EJOR
3
International review of economics & finance : IREF
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International review of financial analysis
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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
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
3
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:
4
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:
5
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:
6
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
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