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type_genre:"Business report"
~isPartOf:"CREATES research paper"
~type_genre:"Accompanied by computer file"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Optionsgeschäft"
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Option trading
10
Optionsgeschäft
10
Option pricing theory
6
Optionspreistheorie
6
Risikoprämie
5
Risk premium
5
Theorie
4
Theory
4
Volatility
3
Volatilität
3
Aktienoption
2
Index futures
2
Index-Futures
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CAPM
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Panel study
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Prognoseverfahren
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Scientific modelling
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Andersen, Torben
4
Fusari, Nicola
4
Todorov, Viktor
4
Christoffersen, Peter F.
3
Jacobs, Kris
2
Violante, Francesco
2
Barletta, Andrea
1
Chang, Bo Young
1
Goyenko, Ruslan
1
Karoui, Mehdi
1
Qin, Zhenjiang
1
Rombouts, Jeroen V. K.
1
Santucci de Magistris, Paolo
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
30
Research paper series / Swiss Finance Institute
27
Swiss Finance Institute Research Paper
19
Discussion paper / Tinbergen Institute
13
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion paper / Centre for Economic Policy Research
11
Mathematical finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Working paper
8
Europäische Hochschulschriften / 5
7
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7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
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7
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5
SFB 649 discussion paper
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4
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4
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4
Global COE Hi-Stat discussion paper series
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Rotman School of Management working paper / University of Toronto Rotman School of Management
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Working papers / Bank for International Settlements
4
Working papers / Lancaster University Management School
4
Working papers / Rodney L. White Center for Financial Research
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3
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3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School
3
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ECONIS (ZBW)
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1
Option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
-
2018
Persistent link: https://www.econbiz.de/10011797494
Saved in:
2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
3
Retrieving risk-neutral densities embedded in VIX options : a non-structural approach
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
-
2016
Persistent link: https://www.econbiz.de/10011524099
Saved in:
4
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442402
Saved in:
5
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
-
2013
Persistent link: https://www.econbiz.de/10010226833
Saved in:
6
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
7
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
8
Heterogeneous beliefs, public information, and option markets
Qin, Zhenjiang
-
2012
Persistent link: https://www.econbiz.de/10009537607
Saved in:
9
Forecasting with option implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2011
Persistent link: https://www.econbiz.de/10009385092
Saved in:
10
Illiquidity premia in the equity options market
Christoffersen, Peter F.
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009385121
Saved in:
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