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~person:"Gehricke, Sebastian A."
~person:"Hsu, Wei-tze"
~subject:"Behavioural finance"
~subject:"Option trading"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Black-Scholes-Modell"
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Behavioural finance
Option trading
Statistische Verteilung
Black-Scholes model
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Optionsgeschäft
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Gehricke, Sebastian A.
Hsu, Wei-tze
Carr, Peter
5
Kühn, Christoph
5
Wystup, Uwe
5
Zanette, Antonino
5
Chance, Don M.
4
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3
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3
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Chan, Leunglung
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Frey, Rüdiger
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Fukasawa, Masaaki
3
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3
Jackwerth, Jens Carsten
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Kōnstantinidēs, Giōrgos
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Mahayni, Antje
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Necula, Ciprian
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Reisinger, Christoph
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Applied economics
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
2
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
3
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
4
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
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