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~isPartOf:"Applied mathematical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Benth, Fred Espen"
~person:"Perrakis, Stylianos"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Option trading
4
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4
Financial market
3
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Benth, Fred Espen
Perrakis, Stylianos
Bebchuk, Lucian A.
3
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3
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Kōnstantinidēs, Giōrgos
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Applied mathematical finance
Working paper / National Bureau of Economic Research, Inc.
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1
Mispriced index option portfolios
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2017
Persistent link: https://www.econbiz.de/10011732296
Saved in:
2
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
3
Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
-
2008
Persistent link: https://www.econbiz.de/10003791478
Saved in:
4
Are options on index futures profitable for risk averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2010
Persistent link: https://www.econbiz.de/10008656711
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