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~person:"Fengler, Matthias"
~subject:"Elektronisches Handelssystem"
~subject:"Share price"
~subject:"State space model"
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Elektronisches Handelssystem
Share price
State space model
Electronic trading
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Option pricing
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Option pricing theory
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Fengler, Matthias
Audrino, Francesco
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Corsi, Fulvio
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Ballinari, Daniele
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Hu, Yujia
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Peluso, Stefano
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Sigrist, Fabio
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ECONIS (ZBW)
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Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
2
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
-
2013
Persistent link: https://www.econbiz.de/10009719695
Saved in:
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