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~person:"Perote, Javier"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Optionspreistheorie
Share price
USA
Statistical distribution
12
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12
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5
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5
Option pricing theory
5
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4
Theory
4
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3
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Perote, Javier
Ciecka, James E.
7
Skoog, Gary R.
7
Račev, Svetlozar T.
6
Todorov, Viktor
6
Bollerslev, Tim
5
Cui, Zhenyu
5
Fabozzi, Frank J.
5
Madan, Dilip B.
5
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4
Gupta, Rangan
4
Jang, Soocheong
4
Kim, Sol
4
Kim, Young Shin
4
Koopman, Siem Jan
4
Leisen, Dietmar
4
Li, Weiping
4
Lux, Thomas
4
Massacci, Daniele
4
Melick, William Robert
4
Oosterlee, Cornelis Willebrordus
4
Taylor, Stephen
4
Vitiello, Luiz
4
Wang, King
4
Zhang, Jin E.
4
Ñíguez, Trino-Manuel
4
Akgiray, Vedat
3
Andersen, Torben
3
Bali, Turan G.
3
Bondarenko, Oleg
3
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3
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3
Ghysels, Eric
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3
Hafner, Reinhold
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The North American journal of economics and finance : a journal of financial economics studies
2
Journal of banking & finance
1
Oxford bulletin of economics and statistics
1
Risk management : an international journal
1
Spanish economic review : SER
1
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ECONIS (ZBW)
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1
Dynamic selection of Gram-Charlier expansions with risk targets : an application to cryptocurrencies
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Risk management : an international journal
24
(
2022
)
1
,
pp. 81-99
Persistent link: https://www.econbiz.de/10013163633
Saved in:
2
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
Cortés, Lina M.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
Saved in:
3
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
4
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
5
Forecasting heavy-tailed densities with positive Edgeworth and Gram-Charlier expansions
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
4
,
pp. 600-627
Persistent link: https://www.econbiz.de/10010219893
Saved in:
6
The multivariate Edgeworth-Sargan density
Perote, Javier
- In:
Spanish economic review : SER
6
(
2004
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10001969224
Saved in:
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