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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial markets"
~language:"eng"
~person:"Prokopczuk, Marcel"
~person:"Skiadopoulos, George"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
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Optionspreistheorie
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8
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Prokopczuk, Marcel
Skiadopoulos, George
Leippold, Markus
4
Martzoukos, Spiros A.
4
Nawalkha, Sanjay K.
4
Andreou, Panayiotis C.
3
Bernales, Alejandro
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Journal of banking & finance
Journal of financial markets
International journal of theoretical and applied finance
3
The journal of futures markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Applied mathematical finance
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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ECONIS (ZBW)
7
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1
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1
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
2
Capital structure and financial flexibility : expectations of future shocks
Lambrinoudakis, Costas
;
Skiadopoulos, George
;
Gkionis, …
- In:
Journal of banking & finance
104
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012163780
Saved in:
3
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
4
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
5
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
6
Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
Saved in:
7
A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options
Panigirtzoglou, Nikolaos
;
Skiadopoulos, George
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1499-1520
Persistent link: https://www.econbiz.de/10002100451
Saved in:
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