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Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option pricing theory
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Optionspreistheorie
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Index futures
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Index-Futures
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Non-parametric
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Option trading
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Optionsgeschäft
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Volatilität
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Chen, Ren-Raw
Linton, Oliver
172
Gao, Jiti
141
Chen, Xiaohong
110
Härdle, Wolfgang
99
Simar, Léopold
73
Phillips, Peter C. B.
70
Cherchye, Laurens
64
Li, Degui
64
Li, Qi
64
Lewbel, Arthur
61
Newey, Whitney K.
61
Racine, Jeffrey
61
Rock, Bram de
57
Hoderlein, Stefan
54
Horowitz, Joel
54
Chernozhukov, Victor
51
Florens, Jean-Pierre
51
Su, Liangjun
51
Mammen, Enno
50
Henderson, Daniel J.
49
Scaillet, Olivier
49
Hu, Yingyao
48
Cai, Zongwu
47
Linton, Oliver B.
46
Otsu, Taisuke
46
Frölich, Markus
45
Robinson, Peter M.
44
Vermeulen, Frederic
43
Dette, Holger
42
Feng, Yuanhua
41
Chen, Jia
40
Haile, Philip A.
39
Lee, Sokbae
38
Parmeter, Christopher F.
38
Sperlich, Stefan
38
Heckman, James J.
37
Crawford, Ian
36
Ullah, Aman
36
Kristensen, Dennis
35
Ridder, Geert
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
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2
Non-parametric method for European option bounds
Lin, Hsuan-chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
Saved in:
3
A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
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