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~subject:"Volatility"
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Volatility
Option pricing theory
18
Optionspreistheorie
18
Theorie
15
Theory
15
Volatilität
9
Hedging
8
Option trading
8
Optionsgeschäft
8
USA
8
United States
8
Vereinigte Staaten
8
Derivat
6
Derivative
6
Estimation
6
Portfolio selection
6
Portfolio-Management
6
Schätzung
6
Börsenkurs
5
Arbitrage
4
CAPM
4
Capital income
4
Commodity derivative
4
Financial crisis
4
Finanzkrise
4
Implied volatility
4
Kapitaleinkommen
4
Price-change implied volatility
4
Rohstoffderivat
4
Anlageverhalten
3
Bank lending
3
Behavioural finance
3
Consumer credit
3
Currency derivative
3
Dividend
3
Dividende
3
Finance (Business Administration)
3
Index futures
3
Index-Futures
3
Interest rate
3
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English
9
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Hilliard, Jimmy E.
6
Hilliard, Jitka
5
Ngo, Julie T. D.
2
Adhikari, Binay Kumar
1
Li, Wei
1
Ni, Yinan
1
Reis, Jorge
1
Schwartz, Adam
1
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International journal of financial markets and derivatives
2
Quantitative finance
2
American journal of agricultural economics
1
International review of financial analysis
1
Journal of commodity markets : JCM
1
Review of quantitative finance and accounting
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
9
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1
Implied parameter estimation for jump diffusion option pricing models : pricing accuracy and the role of loss and evaluation functions
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ngo, Julie T. D.
- In:
Journal of commodity markets : JCM
35
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015077292
Saved in:
2
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
3
Jump processes in commodity futures prices and options pricing
Hilliard, Jimmy E.
;
Reis, Jorge
- In:
American journal of agricultural economics
81
(
1999
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10001387252
Saved in:
4
Binomial option pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001207627
Saved in:
5
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
6
The VIX, VXO and realised volatility : a test of lagged and contemporaneous relationships
Adhikari, Binay Kumar
;
Hilliard, Jimmy E.
- In:
International journal of financial markets and derivatives
3
(
2014
)
3
,
pp. 222-240
Persistent link: https://www.econbiz.de/10010406927
Saved in:
7
Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
8
Hedging price changes in the S&P 500 options and futures contracts : the effect of different measures of implied volatility
Hilliard, Jitka
- In:
International journal of financial markets and derivatives
3
(
2014
)
3
,
pp. 241-259
Persistent link: https://www.econbiz.de/10010406920
Saved in:
9
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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