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~person:"Ang, James S."
~person:"Barone, Gaia"
~person:"Chen, Ying"
~person:"Cortes, Lina"
~person:"Gehricke, Sebastian A."
~person:"Hsu, Wei-tze"
~subject:"Option trading"
~subject:"Optionspreistheorie"
~subject:"Statistische Verteilung"
~type:"article"
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Option trading
Optionspreistheorie
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Black-Scholes model
6
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6
Option pricing theory
6
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6
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Ang, James S.
Barone, Gaia
Chen, Ying
Cortes, Lina
Gehricke, Sebastian A.
Hsu, Wei-tze
Câmara, António
9
Ehrhardt, Matthias
5
Jarrow, Robert A.
5
Ko, Bangwon
5
Lee, Hangsuck
5
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5
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5
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5
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5
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4
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4
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4
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4
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4
Takahashi, Akihiko
4
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4
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4
Zhu, Lingjiong
4
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Alexander, Carol
3
Chan, Leunglung
3
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Coleman, Thomas F.
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Hok, Julien
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Jeong, Darae
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Review of Pacific Basin financial markets and policies
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The North American journal of economics and finance : a journal of financial economics studies
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
2
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
3
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
4
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
5
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
6
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
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