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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
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Volatilität
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Dresdner Beiträge zu quantitativen Verfahren
Energy economics
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Finance research letters
561
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485
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467
International review of financial analysis
419
NBER Working Paper
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Applied economics
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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CESifo working papers
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International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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IMF working papers
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Journal of economic dynamics & control
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International journal of finance & economics : IJFE
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International journal of forecasting
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Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
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Der VOLAX-Future - ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10004379820
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Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
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1997
Persistent link: https://www.econbiz.de/10004379817
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Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
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1997
Persistent link: https://www.econbiz.de/10013440872
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