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Index futures
18
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18
Theorie
9
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7
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7
Option pricing theory
7
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7
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
Review of derivatives research
The journal of futures markets
266
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37
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ECONIS (ZBW)
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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
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:
3
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:
4
The price discovery of day trading activities in futures market
Chen, Ming-Hsien
;
Tai, Vivian W.
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 217-239
Persistent link: https://www.econbiz.de/10010529623
Saved in:
5
Dynamic relations of uncertainty expectations : a conditional assessment of implied volatility indices
Siriopoulos, Costas
;
Fassas, Athanasios
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 233-266
Persistent link: https://www.econbiz.de/10010222960
Saved in:
6
Determinants of S&P 500 index option returns
Cao, Charles Q.
;
Huang, Jing-Zhi
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003705840
Saved in:
7
The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
Saved in:
8
Dividend forecast biases in index option valuation
Chance, Don M.
;
Kumar, Raman
;
Rich, Don R.
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 285-303
Persistent link: https://www.econbiz.de/10001596722
Saved in:
9
Stock index dynamics and derivatives pricing with stochastic interest rates
Sørensen, Carsten
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 261-285
Persistent link: https://www.econbiz.de/10001445799
Saved in:
10
The effects of newly listed derivatives in a thin stock market
Bruand, Martin
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10001250186
Saved in:
11
Haltedauern von DAX-Futures-Positionen und die Konzentration auf den Nearby-Kontrakt : eine empirische und theoretische Analyse
Bamberg, Günter
-
1998
Persistent link: https://www.econbiz.de/10013453252
Saved in:
12
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
13
Shortfall-Risiken beim Hedging mit DAX-Futures
Bamberg, Günter
-
1997
Persistent link: https://www.econbiz.de/10013453110
Saved in:
14
Ein Modell zur Analyse des frühzeitigen Glattstellens von DAX-Futures per Limitorder
Bamberg, Günter
-
1996
Persistent link: https://www.econbiz.de/10013453107
Saved in:
15
Strategien eines finanzkräftigen Manipulators am Termin- und Aktienmarkt
Bamberg, Günter
-
1995
Persistent link: https://www.econbiz.de/10013452499
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16
The intraday ex ante profitability of DAX-futures arbitrage for institutional investors in Germany : the case of early and late transactions
Bamberg, Günter
-
1994
Persistent link: https://www.econbiz.de/10013374623
Saved in:
17
Seasonality in ex ante German stock index futures arbitrage : where do arbitrage profits in Germany come from?
Bamberg, Günter
-
1994
Persistent link: https://www.econbiz.de/10013374625
Saved in:
18
Arbitrage am DAX-Futures-Markt unter Berücksichtigung von Steuern
Bamberg, Günter
-
1992
Persistent link: https://www.econbiz.de/10000857581
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