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~accessRights:"restricted"
~person:"Gehricke, Sebastian A."
~person:"Hsu, Wei-tze"
~subject:"Option trading strategy"
~subject:"Option trading"
~subject:"Optionsgeschäft"
~subject:"Statistische Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
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Option trading strategy
Option trading
Optionsgeschäft
Statistische Verteilung
Black-Scholes model
4
Black-Scholes-Modell
4
Option pricing theory
4
Optionspreistheorie
4
Volatility
3
Volatilität
3
Implied volatility (IV)
2
Aktienoption
1
Anlageverhalten
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Behavioural finance
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Compound option
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Derivat
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Derivative
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Double exponential distribution
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Financial crisis
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Finanzkrise
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IV smirk
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IV smirks
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Implied volatility smirk
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Index derivative
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Index futures
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Index-Futures
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Indexderivat
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Investor sentiment
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Jump-diffusion process
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SPY options
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SSE 50 ETF options
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Statistical distribution
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Stock option
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VIX futures ETN
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VXX options
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global financial crisis (GFC)
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Aufsatz in Zeitschrift
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Gehricke, Sebastian A.
Hsu, Wei-tze
Ko, Bangwon
4
Lee, Hangsuck
4
Pirjol, Dan
4
Zanette, Antonino
3
Zhang, Jin E.
3
Zhu, Lingjiong
3
Alòs, Elisa
2
Grossinho, Maria do Rosário
2
Huang, Hung-Hsi
2
Kim, Geonwoo
2
Kord, Yaser
2
Lin, Shin-Hung
2
Marazzina, Daniele
2
Orosi, Greg
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2
Singh, Vipul Kumar
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2
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2
Adl, A.
1
Aghdam, Y. Esmaeelzade
1
Agrawal, Puja
1
Ahn, Soohan
1
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1
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1
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1
Aziz, Saqib
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Applied economics
2
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
2
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
3
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
4
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
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