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~accessRights:"restricted"
~subject:"Exchange option"
~subject:"Schätzung"
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Exchange option
Schätzung
Option pricing theory
2,960
Optionspreistheorie
2,959
Volatility
1,329
Volatilität
1,319
Option trading
1,124
Optionsgeschäft
1,123
Stochastic process
1,092
Stochastischer Prozess
1,091
Derivative
895
Derivat
894
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847
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845
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733
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728
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606
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606
Stock option
464
Aktienoption
463
Portfolio selection
429
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427
Option pricing
412
Yield curve
402
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401
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395
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393
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380
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359
Share price
358
Hedging
355
Black-Scholes model
322
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321
Risk
315
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303
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298
Real options analysis
273
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272
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270
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270
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42
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327
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32
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7
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3
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Edmans, Alex
6
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5
Kelly, Bryan T.
5
Todorov, Viktor
5
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3
Bakshi, Gurdip S.
3
Bouri, Elie
3
Byun, Suk Joon
3
Cao, Charles Q.
3
Caporin, Massimiliano
3
Fang, Vivian W.
3
Gagnon, Marie-Hélène
3
Goncalves-Pinto, Luis
3
Lin, Shih-kuei
3
Lovreta, Lidija
3
Martin, Ian
3
Power, Gabriel J.
3
Ravazzolo, Francesco
3
Rubio, Gonzalo
3
Ryu, Doojin
3
Sebehela, Tumellano
3
Shahzad, Syed Jawad Hussain
3
Trojani, Fabio
3
Wang, Bin
3
Wang, Tianyi
3
Wang, Yanbo
3
Wei, Shang-jin
3
Xu, Moqi
3
Agrawal, Puja
2
Alòs, Elisa
2
Andersen, Torben
2
Arakelyan, Armen
2
Barone-Adesi, Giovanni
2
Cathcart, Lara
2
Chen, Hui
2
Chen, Ren-Raw
2
Chen, Sonnan
2
Chi, Yeguang
2
Chuang, Ming-Che
2
Cremers, Martijn
2
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1
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Finance research letters
16
The journal of futures markets
15
Journal of econometrics
14
Journal of financial economics
14
Working paper / National Bureau of Economic Research, Inc.
13
International review of economics & finance : IREF
12
Journal of banking & finance
12
Journal of empirical finance
12
Discussion paper / Centre for Economic Policy Research
10
International review of financial analysis
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Journal of international financial markets, institutions & money
8
Quantitative finance
8
Journal of financial markets
7
Review of quantitative finance and accounting
7
The North American journal of economics and finance : a journal of financial economics studies
7
Review of derivatives research
6
The European journal of finance
6
Journal of international money and finance
5
SpringerLink / Bücher
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Applied economics
4
Discussion papers / CEPR
4
Economic modelling
4
Economics letters
4
Journal of financial econometrics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of financial studies
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of financial engineering
3
Journal of mathematical finance
3
Pacific-Basin finance journal
3
Research in international business and finance
3
Research paper series / Swiss Finance Institute
3
The journal of finance : the journal of the American Finance Association
3
Accounting and finance
2
Computational economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
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ECONIS (ZBW)
376
RePEc
3
Showing
1
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10
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379
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1
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
2
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
3
Cross-sectional variation of
option
-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
4
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
Saved in:
5
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
6
Treasury
option
returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
7
Options trading imbalance, cash-flow news, and discount-rate news
Chichernea, Doina
;
Huang, Kershen
;
Petkevich, Alex
; …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014578565
Saved in:
8
Option
gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
9
Carr and Wu's (2020) framework in the oil ETF
option
market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
10
Why does volatility uncertainty predict equity
option
returns?
Cao, Jie
;
Vasquez, Aurelio
;
Xiao, Xiao
;
Zhan, Xintong
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10014305078
Saved in:
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