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~person:"Andersen, Torben"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Option pricing theory"
~subject:"Volatility"
~type_genre:"Working Paper"
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Behavioural finance
Black-Scholes model
Index futures
Option pricing theory
Volatility
Option trading
7
Optionsgeschäft
7
Risikoprämie
5
Risk premium
5
Theorie
5
Theory
5
Volatilität
4
Modellierung
3
Scientific modelling
3
Stochastic process
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Stochastischer Prozess
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Index-Futures
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Optionspreistheorie
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Andersen, Torben
Kräussl, Roman
8
Fusari, Nicola
7
Joshi, Mark S.
7
Stork, Philip
7
McAleer, Michael
6
Todorov, Viktor
6
Berridge, S. J.
4
Farkas, Walter
4
Félix, Luiz
4
Giglio, Stefano
4
Goyal, Amit
4
Schumacher, Johannes M.
4
Ahoniemi, Katja
3
Audrino, Francesco
3
Beckmeyer, Heiner
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Broeders, Dirk
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3
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Kelly, Bryan T.
3
Kōnstantinidēs, Giōrgos
3
Leippold, Markus
3
Malamud, Semyon
3
Neuhaus, Holger
3
Pedersen, Lasse Heje
3
Perrakis, Stylianos
3
Poteshman, Allen M.
3
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CREATES research paper
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Working paper / National Bureau of Economic Research, Inc.
2
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ECONIS (ZBW)
7
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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
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
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