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~isPartOf:"Review of derivatives research"
~person:"Ulrich, Maxim"
~subject:"Optionsgeschäft"
~type_genre:"Article in journal"
~type_genre:"Dissertation"
~type_genre:"Handbook"
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Optionsgeschäft
Option pricing theory
2
Option trading
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Optionspreistheorie
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Volatility
2
Volatilität
2
Aktienoption
1
Black-Scholes model
1
Black-Scholes-Modell
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Derivat
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Implied volatility estimation
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Single stock options
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Ulrich, Maxim
Drimus, Gabriel
3
Wang, Xingchun
3
Escobar, Marcos
2
Farkas, Walter
2
Handley, John C.
2
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2
Hung, Mao-Wei
2
Nunes, Joaõ Pedro Vidal
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Ronn, Ehud I.
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Andersen, Leif B. G.
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Review of derivatives research
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Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
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2
Option-implied information : what’s the vol surface got to do with it?
Ulrich, Maxim
;
Walther, Simon
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10012303253
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