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~person:"Fusari, Nicola"
~subject:"Risiko"
~subject:"Theory"
~type_genre:"Arbeitspapier"
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Risiko
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Option trading
7
Optionsgeschäft
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Risikoprämie
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Risk premium
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Theorie
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Scientific modelling
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Stochastic process
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Stochastischer Prozess
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Fusari, Nicola
Andersen, Torben
5
Todorov, Viktor
5
Chemla, Gilles
4
Habib, Michel Antoine
4
Kelly, Bryan T.
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Ljungqvist, Alexander
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Løchte Jørgensen, Peter
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Acharya, Viral V.
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Backus, David
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Carpenter, Jennifer N.
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Chernov, Mikhail
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Chiarella, Carl
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Giglio, Stefano
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Martin, Ian
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Vorst, Ton
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Bebchuk, Lucian A.
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Bechmann, Ken L.
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Blake, David
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Bloom, Nicholas
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Booth, Laurence D.
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Bouaziz, Laurent
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Briys, Eric
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Broeders, Dirk
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Chen, An
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Dew-Becker, Ian
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Draaisma, Teun
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Dupont, Dominique Y.
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Engle, Robert F.
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Farhi, Emmanuel
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Gabaix, Xavier
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Gordon, Kathryn M.
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CREATES research paper
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Global COE Hi-Stat discussion paper series
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ECONIS (ZBW)
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The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
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2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442402
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
5
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
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