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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
~subject:"Volatilität"
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Behavioural finance
Black-Scholes model
Index futures
Volatility
Volatilität
Option trading
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Optionsgeschäft
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Black-Scholes-Modell
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Derivat
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Derivative
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Option pricing theory
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Optionspreistheorie
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Risikoprämie
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Risk premium
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Andersen, Torben
Giglio, Stefano
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Kelly, Bryan T.
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Kōnstantinidēs, Giōrgos
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Perrakis, Stylianos
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Benzoni, Luca
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Bondarenko, Oleg
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Campa, José Manuel
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Chang, P. H. Kevin
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Collin-Dufresne, Pierre
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Czerwonko, Michal
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Working paper / National Bureau of Economic Research, Inc.
CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Global COE Hi-Stat discussion paper series
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Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
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2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
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