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~isPartOf:"Working papers / Bank for International Settlements"
~type_genre:"Elektronischer Datenträger als Beilage"
~type_genre:"Multi-volume publication"
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Option trading
4
Optionsgeschäft
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Option pricing theory
3
Optionspreistheorie
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Risikoprämie
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Risk premium
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Volatility
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Volatilität
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Elektronischer Datenträger als Beilage
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Aramonte, Sirio
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Funke, Michael
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Loermann, Julius
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Malkhozov, Aytek
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30
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1
The cumulant risk premium
Kyle, Albert S.
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014414346
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2
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
-
2021
Persistent link: https://www.econbiz.de/10012483801
Saved in:
3
The discontinuation of the EUR/CHF minimum exchange rate in January 2015 : was it expected?
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
-
2017
Persistent link: https://www.econbiz.de/10011758406
Saved in:
4
Does variance risk have two prices? : evidence from the equity and option markets
Barras, Laurent
;
Malkhozov, Aytek
-
2015
Persistent link: https://www.econbiz.de/10011437545
Saved in:
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