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~person:"Andersen, Torben"
~person:"Grinstein, Yaniv"
~type_genre:"Aufsatz im Buch"
~type_genre:"Working Paper"
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Search: subject_exact:"Optionsgeschäft"
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Option trading
11
Optionsgeschäft
11
Risikoprämie
5
Risk premium
5
Theorie
5
Theory
5
1996-2005
4
Erfolgsbeteiligung
4
Führungskräfte
4
Insider trading
4
Insiderhandel
4
Managers
4
Manipulation
4
Profit sharing
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Volatility
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Volatilität
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Modellierung
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Scientific modelling
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Stochastic process
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Stochastischer Prozess
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Index futures
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Index-Futures
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Option pricing theory
2
Optionspreistheorie
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Black-Scholes-Modell
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Andersen, Torben
Grinstein, Yaniv
Kräussl, Roman
9
Stork, Philip
8
Fusari, Nicola
7
Joshi, Mark S.
7
McAleer, Michael
7
Bebchuk, Lucian A.
6
Jackwerth, Jens Carsten
6
Løchte Jørgensen, Peter
6
Mencía, Javier
6
Sentana, Enrique
6
Todorov, Viktor
6
Crouhy, Michel
5
Fabozzi, Frank J.
5
Félix, Luiz
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Giglio, Stefano
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5
Kōnstantinidēs, Giōrgos
5
Neuhaus, Holger
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Pedersen, Lasse Heje
5
Perrakis, Stylianos
5
Shea, Gary S.
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Wystup, Uwe
5
Bechmann, Ken L.
4
Berridge, S. J.
4
Chalmers, John M. R.
4
Chemla, Gilles
4
Chiarella, Carl
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Christoffersen, Peter F.
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Collin-Dufresne, Pierre
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Edelen, Roger M.
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Farkas, Walter
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Habib, Michel Antoine
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CREATES research paper
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Working paper / National Bureau of Economic Research, Inc.
4
Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School
2
Global COE Hi-Stat discussion paper series
1
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ECONIS (ZBW)
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Option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
-
2018
Persistent link: https://www.econbiz.de/10011797494
Saved in:
2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
3
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442402
Saved in:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
5
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
6
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
7
Lucky directors
Bebchuk, Lucian A.
;
Grinstein, Yaniv
;
Peyer, Urs C.
-
2006
Persistent link: https://www.econbiz.de/10003407304
Saved in:
8
Lucky directors
Bebchuk, Lucian A.
;
Grinstein, Yaniv
;
Peyer, Urs C.
-
2006
Persistent link: https://www.econbiz.de/10003409180
Saved in:
9
Lucky CEOs
Bebchuk, Lucian A.
;
Grinstein, Yaniv
;
Peyer, Urs C.
-
2006
Persistent link: https://www.econbiz.de/10003395880
Saved in:
10
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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