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~isPartOf:"Journal of banking & finance"
~person:"Fusai, Gianluca"
~person:"Violante, Francesco"
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Option pricing theory
4
Option trading
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Optionsgeschäft
4
Optionspreistheorie
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Volatility
3
Volatilität
3
ARCH model
1
ARCH-Modell
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Aktienmarkt
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Aktienoption
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American option pricing
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Characteristic function
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Fusai, Gianluca
Violante, Francesco
Chang, Chuang-chang
3
Choy, Siu Kai
3
Crouhy, Michel
3
Wei, Jason
3
Bernales, Alejandro
2
Das, Sanjiv R.
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Doran, James S.
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Fuh, Cheng-der
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Ap Gwilym, Owain
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Ball, Clifford A.
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Journal of banking & finance
European journal of operational research : EJOR
3
Economic dynamics : theory, games and empirical studies
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Encyclopedia of economics research ; Vol. 1
1
Finance and stochastics
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
2
A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
Saved in:
3
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
4
Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca
;
Meucci, Attilio
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2076-2088
Persistent link: https://www.econbiz.de/10003778620
Saved in:
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