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~person:"Boyle, Phelim P."
~person:"Zhang, Jin E."
~subject:"Index futures"
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Index futures
Option pricing theory
46
Optionspreistheorie
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Volatility
22
Volatilität
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Option trading
19
Optionsgeschäft
19
Theorie
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stochastic volatility
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Boyle, Phelim P.
Zhang, Jin E.
Linders, Daniël
7
Perrakis, Stylianos
7
Constantinides, George M.
6
Jackwerth, Jens Carsten
6
Todorov, Viktor
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4
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Czerwonko, Michal
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Daigler, Robert T.
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Dhaene, Jan
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Dorfleitner, Gregor
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Goldstein, Robert S.
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Guidolin, Massimo
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Kim, Sol
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Mittnik, Stefan
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Ryu, Doojin
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Applied economics
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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ECONIS (ZBW)
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1
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
2
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:
3
The lead-lag relation between spot and option markets and implied volatility in option prices
Boyle, Phelim P.
;
Byoun, Soku
;
Park, Hun Y.
- In:
Research in finance
19
(
2002
),
pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
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