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~person:"Crosby, John"
~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
11
Optionspreistheorie
11
Option trading
5
Optionsgeschäft
5
Derivat
4
Derivative
4
Estimation
4
Theorie
4
Theory
4
CAPM
3
Hedging
3
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risikoprämie
3
Risk
3
Risk premium
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Aktienoption
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Capital income
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Commodity derivative
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Deutschland
2
Germany
2
Kapitaleinkommen
2
Rohstoffderivat
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Stochastic process
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Stochastischer Prozess
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Stock option
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Volatility
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Volatilität
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1994
1
Analytical solution
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Commodities
1
Commodity price
1
Crude oil
1
Currency derivative
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Disappointment aversion
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Equity options
1
Estimation theory
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Fast Fourier transform
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Aufsatz in Zeitschrift
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Crosby, John
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, Sonnan
2
Chen, Zhiwu
2
Chi, Yeguang
2
Christoffersen, Peter F.
2
Chuang, Ming-Che
2
Corsi, Fulvio
2
D'Addona, Stefano
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Journal of financial economics
1
Journal of forecasting
1
Operations research
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
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ECONIS (ZBW)
4
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Dark matter in (volatility and) equity option risk premiums
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
- In:
Operations research
70
(
2022
)
6
,
pp. 3108-3124
Persistent link: https://www.econbiz.de/10014307635
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
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