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~subject:"Index-Futures"
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Index-Futures
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Schlag, Christian
6
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Neumann, Marco
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European financial management : the journal of the European Financial Management Association
1
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Journal of financial markets
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Martingale restrictions and implied distributions for German stock index option prices
Neumann, Marco
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 493-528)
.
1997
Persistent link: https://www.econbiz.de/10001299018
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2
Optionsbewertung und Risikomessung mit impliziten Binomialbäumen
Neumann, Marco
-
1999
Persistent link: https://www.econbiz.de/10001374429
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3
Expiration day effects of stock index derivatives in Germany
Schlag, Christian
- In:
European financial management : the journal of the …
2
(
1996
)
1
,
pp. 69-95
Persistent link: https://www.econbiz.de/10001196746
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4
An Empirical Comparison of Alternative Stochastic Volatility Models
Belledin, Michael
;
Schlag, Christian
-
1999
Persistent link: https://www.econbiz.de/10010316281
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5
Price impacts of options volume
Schlag, Christian
;
Stoll, Hans R.
- In:
Journal of financial markets
8
(
2005
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10002575587
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6
Why is the index smile so steep?
Branger, Nicole
;
Schlag, Christian
- In:
Review of finance : journal of the European Finance …
8
(
2004
)
1
,
pp. 109-127
Persistent link: https://www.econbiz.de/10002390132
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7
An empirical comparison of alternative stochastic volatility models
Belledin, Michael
;
Schlag, Christian
-
1999
-
Current Version: June 1, 1999
Persistent link: https://www.econbiz.de/10001403468
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