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Search: subject_exact:"Optionsgeschäft"
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Option trading
10
Optionsgeschäft
10
Option pricing theory
6
Optionspreistheorie
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Risikoprämie
5
Risk premium
5
Theorie
4
Theory
4
Volatility
3
Volatilität
3
Aktienoption
2
Index futures
2
Index-Futures
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Stock option
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Aktienindex
1
Börsenkurs
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CAPM
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Correlation
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Multivariate Analyse
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Multivariate analysis
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Panel
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Panel study
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Prognoseverfahren
1
Scientific modelling
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Share price
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Statistische Verteilung
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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.
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Santucci de Magistris, Paolo
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Stentoft, Lars
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CREATES research paper
The journal of futures markets
194
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
63
The journal of computational finance
60
Quantitative finance
58
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
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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
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:
7
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:
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
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