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subject:"Volatilität"
~person:"Bakshi, Gurdip S."
~person:"Wu, Liuren"
~subject:"Risk premium"
~subject:"Stochastic process"
~subject:"USA"
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Search: subject_exact:"CEO stock option compensation"
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Bakshi, Gurdip S.
Wu, Liuren
Bali, Turan G.
10
Hall, Brian J.
9
Edmans, Alex
8
Ang, Andrew
7
Blasi, Joseph R.
7
Cakici, Nusret
7
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7
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6
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An, Byeong-Je
5
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5
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5
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5
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Schaefer, Scott
5
Chance, Don M.
4
Fang, Vivian W.
4
Fodor, Andy
4
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The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Review of derivatives research
1
Review of quantitative finance and accounting
1
The journal of finance : the journal of the American Finance Association
1
The journal of trading
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
2
Price discovery in the US stock options market
Simaan, Yusif E.
;
Wu, Liuren
- In:
The journal of trading
3
(
2008
)
1
,
pp. 68-86
Persistent link: https://www.econbiz.de/10003745108
Saved in:
3
Price discovery in the U.S. stock options market
Simaan, Yusif E.
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 20-38
Persistent link: https://www.econbiz.de/10003673303
Saved in:
4
Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard
;
Simaan, Yusif E.
;
Wu, Liuren
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
Saved in:
5
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Saved in:
6
Volatility risk premiums embedded in individual equity options : some new insights
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10001799002
Saved in:
7
The finite moment log stable process and option pricing
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 753-777
Persistent link: https://www.econbiz.de/10001750591
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