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The normal inverse gaussian di...
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1
Informationsgewinnung aus Optionspreisen : eine empirische Analyse des US-Dollar/Euro-Wechselkurses
Locht, Nicole van de
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003823547
Saved in:
2
Informationsgewinnung aus Optionspreisen : Eine empirische Analyse des US-Dollar/Euro-Wechselkurses
Locht, Nicole van de
-
2009
Grundlagen der
Optionspreistheorie
-- Extrahierung der risikoneutralen Wahrscheinlichkeitsdichtefunktion …
Persistent link: https://www.econbiz.de/10014015223
Saved in:
3
Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 735-758
Persistent link: https://www.econbiz.de/10001443345
Saved in:
4
Market expectations and probability distributions implicit in option prices
McIntyre, Michael
;
Nitani, Miwako
- In:
International business and economics research journal
3
(
2004
)
10
,
pp. 17-30
Persistent link: https://www.econbiz.de/10002518130
Saved in:
5
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
6
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
7
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
8
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
Saved in:
9
Approximation der risikoneutralen Verteilung : Methodenvergleich und Implementierung
Schiefner, Lars
- In:
Operations research proceedings 1999 : selected papers …
,
(pp. 329-335)
.
2000
Persistent link: https://www.econbiz.de/10001481292
Saved in:
10
Density-embedding functions
Abadir, Karim Maher
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10001370557
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