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~person:"Chen, Sonnan"
~person:"Korn, Olaf"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionsbewertung"
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Schätzung
Option pricing theory
8
Optionspreistheorie
8
Estimation
4
Option trading
3
Optionsgeschäft
3
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risikoprämie
3
Risk
3
Risk premium
3
Theorie
3
Theory
3
Aktienoption
2
Capital income
2
Derivat
2
Derivative
2
Deutschland
2
Germany
2
Hedging
2
Kapitaleinkommen
2
Stock option
2
Volatility
2
Volatilität
2
1994
1
CAPM
1
Commodity derivative
1
Currency derivative
1
Derivatives
1
Disappointment aversion
1
Equity options
1
Estimation theory
1
Hedging costs
1
Illiquidity
1
Implied preferences
1
Index futures
1
Index-Futures
1
Jump risk
1
Lag model
1
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Aufsatz in Zeitschrift
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Hochschulschrift
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Aufsatzsammlung
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English
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Chen, Sonnan
Korn, Olaf
Todorov, Viktor
8
Bakshi, Gurdip S.
5
Engle, Robert F.
5
Madan, Dilip B.
5
Härdle, Wolfgang
4
Rosenberg, Joshua V.
4
Zhang, Jin E.
4
Agrawal, Puja
3
Bollerslev, Tim
3
Cao, Charles Q.
3
Fusari, Nicola
3
Heston, Steven L.
3
Jacobs, Kris
3
Lim, Kian-Guan
3
Lin, Shih-kuei
3
Nandan, Tanuj
3
Nandi, Saikat
3
Rebonato, Riccardo
3
Ruan, Xinfeng
3
Wang, Bin
3
Alòs, Elisa
2
Andersen, Torben
2
Andreou, Panayiotis C.
2
Aït-Sahalia, Yacine
2
Badescu, Alexandru
2
Ballestra, Luca Vincenzo
2
Barone-Adesi, Giovanni
2
Bates, David S.
2
Baule, Rainer
2
Bühler, Wolfgang
2
Capozza, Dennis R.
2
Chang, Charles
2
Chen, Zhiwu
2
Chi, Yeguang
2
Christoffersen, Peter F.
2
Chuang, Ming-Che
2
Corsi, Fulvio
2
Crosby, John
2
D'Addona, Stefano
2
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Journal of forecasting
1
Review of quantitative finance and accounting
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The journal of derivatives : JOD
1
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ECONIS (ZBW)
4
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1
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
2
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
3
Absicherung langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang
;
Korn, Olaf
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
52
(
2000
)
4
,
pp. 315-347
Persistent link: https://www.econbiz.de/10001481399
Saved in:
4
Improving the pricing of options : a neural network approach
Anders, Ulrich
;
Korn, Olaf
;
Schmitt, Christian
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 369-388
Persistent link: https://www.econbiz.de/10001363176
Saved in:
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