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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of financial engineering"
~subject:"Share price"
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Search: subject:"Optionspreistheorie"
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Share price
Option pricing theory
28
Optionspreistheorie
28
Volatility
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Volatilität
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ARCH model
8
ARCH-Modell
8
Option trading
6
Optionsgeschäft
6
Theorie
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Theory
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Aktienoption
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Börsenkurs
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Risikoprämie
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Risk premium
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Stochastic process
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Stock option
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USA
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United States
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Andersen, Torben
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Babaoğlu, Kadir
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Bollerslev, Tim
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1
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CREATES research paper
International journal of financial engineering
Research paper series / Swiss Finance Institute
11
Gabler Edition Wissenschaft
4
Swiss Finance Institute Research Paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
IMES discussion paper series / Englische Ausgabe
3
SpringerLink / Bücher
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
BestMasters
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Betriebswirtschaftliche Studien
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Contemporary studies in economic and financial analysis
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Gabler-Edition Wissenschaft / Empirische Finanzmarktforschung
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Lecture notes in economics and mathematical systems : LNEMS
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NBER working paper series
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Rotman School of Management working paper / University of Toronto Rotman School of Management
2
SAFE working paper
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SFB 649 discussion paper
2
Springer eBook Collection / Business and Economics
2
Tübinger Diskussionsbeitrag
2
Wirtschaftswissenschaften
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2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
29th Australasian Finance and Banking Conference 2016
1
AFA 2010 Atlanta Meetings Paper
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AFA 2011 Denver Meetings Paper
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Berichte zur Stochastik und verwandten Gebieten
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Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
2
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:
3
Coherent model-free implied volatility : a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
4
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
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